Getting rid of correlations among pseudorandom numbers

DOI10.1145/347823.347835zbMath1391.65017OpenAlexW2094776201MaRDI QIDQ4575343

Stefan Wegenkittl, Makoto Matsumoto

Publication date: 13 July 2018

Published in: ACM Transactions on Modeling and Computer Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1145/347823.347835

zbMATH Keywords

gambling testpseudorandom number generatorempirical testscorrelation analysistemperingdiscarding

Mathematics Subject Classification ID

Random number generation in numerical analysis (65C10) Pseudo-random numbers; Monte Carlo methods (11K45)

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A new test for randomness and its application to some cryptographic problems ⋮ A generalized \(\varphi\)-divergence for asymptotically multivariate normal models.

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