Random number generators: Selection criteria and testing

MaRDI QIDQ4226445zbMATH OpenFDO

Authors Pierre L'Ecuyer, Peter Hellekalek

Publication date 16 June 1999

zbMATH Keywords

close pairs testempirical test resultsrandom number generatorsserial testssurvey paperuniformity test

Mathematics Subject Classification ID

Pseudo-random numbers; Monte Carlo methods (11K45) Research exposition (monographs, survey articles) pertaining to numerical analysis (65-02) Random number generation in numerical analysis (65C10)

Review text

A survey paper with a large set of empirical test results for a collection of linear congruential (various word lengths), explicit inversive, and compound cubic generators. Test performed: uniformity test, serial tests, close pairs test. The paper contains a general overview describing the problem of testing and presenting the most important tests. The results presented in the paper lead to the conclusion, that the sequences of the length greather than the square root of the period should not be used. The references list contains 68 items. For the entire collection see [Zbl 0903.00053].

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Cited in

(19)

• Monkey tests for random number generators
• Uniform random number generation
• Portable random number generators.
• A generalized \(\varphi\)-divergence for asymptotically multivariate normal models.
• Combined generators with components from different families
• Sum-discrepancy test on pseudorandom number generators
• Definition of necessary length of random sequences at execution of the empirical tests (criterion \(\chi^2\)).
• A practical approach to testing random number generators in computer algebra systems
• scientific article; zbMATH DE number 4016012 (Why is no real title available?)
• Note on a Proposed Test for Random Number Generators
• A Third Classified Bibliography on Random Number Generation and Testing
• scientific article; zbMATH DE number 3958535 (Why is no real title available?)
• Bit-Wise Behavior of Random Number Generators
• An Expanded Set of Correlation Tests for Linear Congruential Random Number Generators
• Random number generators and empirical tests
• Sparse Serial Tests of Uniformity for Random Number Generators
• Empirical testing of some pseudo-random numbers generators
• On the performance of birthday spacings tests with certain families of random number generators
• Tests of randomness by the gambler's ruin algorithm

Describes a project that uses

Uses Software

• MersenneTwister

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