On the adequacy of pseudy-random number generators (or: How big a period do we need?)
type: Item
instance of: scholarly article
title: On the adequacy of pseudy-random number generators (or: How big a period do we need?)
zbMATH Open document ID: 0606.65002
DOI: 10.1016/0167-6377(86)90092-1
published in: Operations Research Letters
publication date: 1986-01-01T00:00:00Z
review text: Let G be a pseudorandom number generator generating a permutation of numbers 1,2,...,N-1 (e.g. a linear congruential generator). The randomness of G can be tested by the following procedure. The randomness hypothesis is rejected if no number occurs more than once in the sequence of the length K(N). It is shown that \(K^ 2(N)/N\) should be small (otherwise the hypothesis is rejected with great probability). So in common situations we can use surprisingly short sequences generated by G. Some further remarks on the combinatorial properties of the sequence generated by G are given.
Mathematics Subject Classification ID: 65C10
Mathematics Subject Classification ID: 62F03
zbMATH DE Number: 3980347
zbMATH Keywords: discrete event simulation
zbMATH Keywords: statistical tests of randomness
zbMATH Keywords: pseudorandom number generator
zbMATH Keywords: linear congruential generator
author: David Heath
reviewed by: Jaroslav Král
MaRDI profile type: Publication
full work available at URL: 0167-6377(86)90092-1
OpenAlex ID: W1987467280
cites work: Q3662646
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cites work: Limit Theorems for Some Occupancy and Sequential Occupancy Problems
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cites work: The serial test for pseudo-random numbers generated by the linear congruential method
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description: scientific article; zbMATH DE number 3980347