Efficiency test of pseudorandom number generators using random walks

DOI10.1016/j.cam.2004.04.005zbMath1083.65003OpenAlexW2160994413MaRDI QIDQ1765462

Mihyun Kang

Publication date: 23 February 2005

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

Full work available at URL: https://doi.org/10.1016/j.cam.2004.04.005

zbMATH Keywords

numerical experimentsabelian groupsrandom walkpseudarondom number generators

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Random number generation in numerical analysis (65C10) Pseudo-random numbers; Monte Carlo methods (11K45)

Cites Work

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