Tests of randomness by the gambler's ruin algorithm

DOI10.1016/j.amc.2007.09.060zbMath1142.65003OpenAlexW1991608672MaRDI QIDQ924400

Chihurn Kim, Dong Han Kim, Geon Ho Choe

Publication date: 16 May 2008

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

Full work available at URL: https://doi.org/10.1016/j.amc.2007.09.060

zbMATH Keywords

algorithmnumerical examplesrandom walkcyclic grouppseudorandom number generatorgambler's ruinMersenne twister generatorsmultiple recursive generators

Mathematics Subject Classification ID

Random number generation in numerical analysis (65C10)

Related Items

On testing pseudorandom generators via statistical tests based on the arcsine law, Re-seeding invalidates tests of random number generators

Uses Software

• MersenneTwister

Cites Work

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