A Repetition Test for Pseudo-Random Number Generators

DOI10.1515/156939606779329017MaRDI QIDQ5757064zbMATH OpenOpenAlexFDO

Authors Manuel Gil, Gaston H. Gonnet, Wesley P. Petersen

Publication date 24 August 2007

Published in Monte Carlo Methods and Applications (Search for Journal in Brave)

Full work available at URL http://hdl.handle.net/20.500.11850/1579

zbMATH Keywords

linear congruential generatorsnumerical examplesstatistical testuniform pseudo-random number generators

Mathematics Subject Classification ID

Random number generation in numerical analysis (65C10)

Recommendations

• On the adequacy of pseudy-random number generators (or: How big a period do we need?)
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Cites work

• A portable high-quality random number generator for lattice field theory simulations
• A review of pseudorandom number generators
• A search for good multiple recursive random number generators
• scientific article; zbMATH DE number 236854 (Why is no real title available?)
• scientific article; zbMATH DE number 3303654 (Why is no real title available?)
• Mersenne twister

Cited in

(15)

• The first return time test of pseudorandom numbers
• Sum-discrepancy test on pseudorandom number generators
• On a possible error of type II in statistical evaluation of pseudo-random number generators
• Checking the quality of approximation of \(p\)-values in statistical tests for random number generators by using a three-level test
• Improvements in the computing efficiency of the probabilities of the LIL test for the PRNG evaluation
• A visual analysis method of randomness for classifying and ranking pseudo-random number generators
• Quick testing of random sequences
• Automation of statistical tests on randomness to obtain clearer conclusion
• LAST VISIT TIME TESTS FOR PSEUDORANDOM NUMBERS
• scientific article; zbMATH DE number 6538334 (Why is no real title available?)
• Radix- b extensions to some common empirical tests for pseudorandom number generators
• scientific article; zbMATH DE number 1790447 (Why is no real title available?)
• Computational Science and Its Applications – ICCSA 2004
• A new test for Hamming-weight dependencies
• LS-14 test suite for long sequences

Describes a project that uses

Uses Software

• TestU01
• Diehard

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