Sum-discrepancy test on pseudorandom number generators

DOI10.1016/S0378-4754(02)00227-6zbMath1018.65008OpenAlexW2131893246MaRDI QIDQ1873053

Takuji Nishimura, Makoto Matsumoto

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

Uses Software

• RANLUX
• MersenneTwister

Cites Work

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• A new class of random number generators
• A portable high-quality random number generator for lattice field theory simulations
• RANLUX: A Fortran implementation of the high-quality pseudorandom number generator of Lüscher
• Mersenne twister
• On the Lattice Structure of Certain Linear Congruential Sequences Related to AWC/SWB Generators
• Sparse Serial Tests of Uniformity for Random Number Generators
• On the lattice structure of the add-with-carry and subtract-with-borrow random number generators

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