Sum-discrepancy test on pseudorandom number generators

DOI10.1016/S0378-4754(02)00227-6MaRDI QIDQ1873053zbMATH OpenOpenAlexFDO

Authors Makoto Matsumoto, Takuji Nishimura

Publication date 19 May 2003

Published in Mathematics and Computers in Simulation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/s0378-4754(02)00227-6

zbMATH Keywords

Fourier transformrandom number generationstatistical testRANLUXPoisson's summation formulaBSD-C libraryFibonacci geneatorsHamming weight functionLevy's inversion formularan\_arrayRCARRYsum-discrepancy test

Mathematics Subject Classification ID

Random number generation in numerical analysis (65C10) Packaged methods for numerical algorithms (65Y15) Euler-Maclaurin formula in numerical analysis (65B15)

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Cites work

• scientific article; zbMATH DE number 4060392 (Why is no real title available?)
• scientific article; zbMATH DE number 1246222 (Why is no real title available?)
• scientific article; zbMATH DE number 1178976 (Why is no real title available?)
• scientific article; zbMATH DE number 1543270 (Why is no real title available?)
• scientific article; zbMATH DE number 1790447 (Why is no real title available?)
• A new class of random number generators
• A portable high-quality random number generator for lattice field theory simulations
• Mersenne twister
• On the Lattice Structure of Certain Linear Congruential Sequences Related to AWC/SWB Generators
• On the lattice structure of the add-with-carry and subtract-with-borrow random number generators
• RANLUX: A Fortran implementation of the high-quality pseudorandom number generator of Lüscher
• Sparse Serial Tests of Uniformity for Random Number Generators

Cited in

(6)

• A method to compute an appropriate sample size of a two-level test for the NIST test suite
• A non-empirical test on the second to the sixth least significant bits of pseudorandom number generators
• scientific article; zbMATH DE number 6538334 (Why is no real title available?)
• A new test for Hamming-weight dependencies
• scientific article; zbMATH DE number 1790447 (Why is no real title available?)
• Subset sum pseudorandom numbers: fast generation and distribution

Describes a project that uses

Uses Software

• MersenneTwister
• RANLUX

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