Random number generators: Selection criteria and testing (Q4226445)

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scientific article; zbMATH DE number 1246222
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    Random number generators: Selection criteria and testing
    scientific article; zbMATH DE number 1246222

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      16 June 1999
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      random number generators
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      survey paper
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      empirical test results
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      uniformity test
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      serial tests
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      close pairs test
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      Random number generators: Selection criteria and testing (English)
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      A survey paper with a large set of empirical test results for a collection of linear congruential (various word lengths), explicit inversive, and compound cubic generators. Test performed: uniformity test, serial tests, close pairs test. The paper contains a general overview describing the problem of testing and presenting the most important tests. The results presented in the paper lead to the conclusion, that the sequences of the length greather than the square root of the period should not be used. The references list contains 68 items. For the entire collection see [Zbl 0903.00053].
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