On correlation analysis of pseudorandom numbers

MaRDI QIDQ4369785zbMATH OpenFDO

Authors Peter Hellekalek

Publication date 12 January 1998

zbMATH Keywords

correlation analysisdiscrepancypseudorandom number generatorsspectral test

Mathematics Subject Classification ID

Pseudo-random numbers; Monte Carlo methods (11K45) Measures of association (correlation, canonical correlation, etc.) (62H20) Random number generation in numerical analysis (65C10)

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(5)

• Good random number generators are (not so) easy to find
• On the correlation of pseudorandom numbers generated by inversive methods
• scientific article; zbMATH DE number 4050838 (Why is no real title available?)
• scientific article; zbMATH DE number 4060618 (Why is no real title available?)
• Getting rid of correlations among pseudorandom numbers: discarding versus tempering

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