Efficiency test of pseudorandom number generators using random walks (Q1765462)

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scientific article; zbMATH DE number 2137447
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    Efficiency test of pseudorandom number generators using random walks
    scientific article; zbMATH DE number 2137447

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      Efficiency test of pseudorandom number generators using random walks (English)
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      23 February 2005
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      A new test of pseudorandom number generators based on new results on random walks on finite abelian groups is proposed. The test uses the values of first return/hitting times. Analysis and numerical experiments show, that the test is quite effective. The test is applied to several generators of generalized Fibonacci type known to have good properties and to the generator Randu known not to be good. The test confirmed the experience. Weak point is, that no test is performed to verify that the test statistics have good properties (e.g. that it rejects the hypothesis frequently enough).
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      pseudarondom number generators
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      abelian groups
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      random walk
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      numerical experiments
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