Close-Point Spatial Tests and Their Application to Random Number Generators

DOI10.1287/OPRE.48.2.308.12385MaRDI QIDQ4530650zbMATH OpenOpenAlexFDO

Authors Pierre L'Ecuyer, Jean-François Cordeau, Richard Simard

Publication date 4 June 2002

Published in Operations Research (Search for Journal in Brave)

Full work available at URL https://semanticscholar.org/paper/c107ef9045077d6b2832480a34e6f8c9ec6788b6

Mathematics Subject Classification ID

Random number generation in numerical analysis (65C10)

Cited in

(11)

• Gaussian limits for generalized spacings
• Limit distributions of extremal distances to the nearest neighbor
• Combined generators with components from different families
• Approximating the tail of the Anderson-Darling distribution
• Checking the quality of approximation of \(p\)-values in statistical tests for random number generators by using a three-level test
• Conversion of mersenne twister to double-precision floating-point numbers
• A search for good pseudo-random number generators: survey and empirical studies
• Efficient implementation of Bailey and Borwein pseudo-random number generator based on normal numbers
• Formulation and solution strategies for nonparametric nonlinear stochastic programmes with an application in finance
• An efficient implementation of Bailey and Borwein's algorithm for parallel random number generation on graphics processing units
• On the performance of birthday spacings tests with certain families of random number generators

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