Re-seeding invalidates tests of random number generators

DOI10.1016/J.AMC.2010.05.066MaRDI QIDQ708186zbMATH OpenOpenAlexFDO

Authors Hans Ekkehard Plesser, Anders Grønvik Jahnsen

Publication date 11 October 2010

Published in Applied Mathematics and Computation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.amc.2010.05.066

zbMATH Keywords

random walkpseudorandom number generatorgambler's ruin

Mathematics Subject Classification ID

Random number generation in numerical analysis (65C10)

Recommendations

• Tests of randomness by the gambler's ruin algorithm
• Statistical testing of PRNG: generalized gambler's ruin problem
• scientific article; zbMATH DE number 1103064
• Unreliability of available pseudorandom number generators
• Gambling tests for pseudorandom number generators

Cites work

• scientific article; zbMATH DE number 1942835 (Why is no real title available?)
• scientific article; zbMATH DE number 274379 (Why is no real title available?)
• scientific article; zbMATH DE number 3223982 (Why is no real title available?)
• scientific article; zbMATH DE number 3303654 (Why is no real title available?)
• Good Parameters and Implementations for Combined Multiple Recursive Random Number Generators
• Improved long-period generators based on linear recurrences modulo 2
• Mersenne twister
• TestU01
• Tests of randomness by the gambler's ruin algorithm

Cited in

(3)

• Tests of randomness by the gambler's ruin algorithm
• Statistical testing of PRNG: generalized gambler's ruin problem
• On testing pseudorandom generators via statistical tests based on the arcsine law

Describes a project that uses

Uses Software

• MRG32k3a
• TestU01
• GSL
• MersenneTwister

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