The first return time test of pseudorandom numbers
type: Item
instance of: scholarly article
title: The first return time test of pseudorandom numbers
zbMATH Open document ID: 1002.65011
DOI: 10.1016/S0377-0427(01)00510-6
author: Geon Ho Choe
author: Dong Han Kim
published in: Journal of Computational and Applied Mathematics
publication date: 2002-08-22T00:00:00Z
review text: The authors discuss a new method of testing pseudorandom number generators based on the first return time of the initial block of some fixed length in a generated binary sequence. The authors present a formula for the exact conditional distribution of the first return time and then use it to compare observed return times of random number generators using the Kolmogorov-Smirnov test and the Z-test. The later relies on the means and standard deviations for the return time, its square root and the logarithm.
Mathematics Subject Classification ID: 65C10
Mathematics Subject Classification ID: 11K45
Mathematics Subject Classification ID: 28D20
zbMATH DE Number: 1787640
zbMATH Keywords: pseudorandom number generators
zbMATH Keywords: return time
zbMATH Keywords: Kolmogorov-Smirnov test
zbMATH Keywords: Z-test
reviewed by: Ilya S. Molchanov
MaRDI profile type: Publication
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description: scientific article; zbMATH DE number 1787640