Re-seeding invalidates tests of random number generators

DOI10.1016/j.amc.2010.05.066zbMath1206.65017OpenAlexW2040931499MaRDI QIDQ708186

Hans Ekkehard Plesser, Anders Grønvik Jahnsen

Publication date: 11 October 2010

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

Full work available at URL: https://doi.org/10.1016/j.amc.2010.05.066

zbMATH Keywords

random walkpseudorandom number generatorgambler's ruin

Mathematics Subject Classification ID

Random number generation in numerical analysis (65C10)

Related Items (1)

On testing pseudorandom generators via statistical tests based on the arcsine law

Uses Software

• MersenneTwister
• GSL
• TestU01
• MRG32k3a

Cites Work

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• Improved long-period generators based on linear recurrences modulo 2
• Tests of randomness by the gambler's ruin algorithm
• TestU01
• Mersenne twister
• Good Parameters and Implementations for Combined Multiple Recursive Random Number Generators

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