Criteria for the assessment of random number generators

DOI10.1016/0377-0427(90)90330-3MaRDI QIDQ916295zbMATH OpenOpenAlexFDO

Authors Lothar Afflerbach

Publication date 1990

Published in Journal of Computational and Applied Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0377-0427(90)90330-3

zbMATH Keywords

hyperplaneslattice structurelinear congruential generatorspseudorandom number generatorspectral test

Mathematics Subject Classification ID

Random number generation in numerical analysis (65C10)

Review text

For any pseudorandom number generator special simulation problems exist such that the generator yields bad results in these cases. In order to study the quality of the result of a simulation the assessment of a pseudorandom number generator based on theoretical considerations is a great advantage. The author discusses the most important criteria, of the several known, for the assessment of linear congruential random number generators.

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Cited in

(7)

• Comparing the independence of different random number generators
• The method and criterion for quality assessment of random number sequences
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• Distribution of lattice points

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