Close-point spatial tests and their application to random number generators

Citation
P. L'Ecuyer et al., Close-point spatial tests and their application to random number generators, OPERAT RES, 48(2), 2000, pp. 308-317
Citations number
34
Categorie Soggetti
Engineering Mathematics
Journal title
OPERATIONS RESEARCH
ISSN journal
0030364X → ACNP
Volume
48
Issue
2
Year of publication
2000
Pages
308 - 317
Database
ISI
SICI code
0030-364X(200003/04)48:2<308:CSTATA>2.0.ZU;2-0
Abstract
We study statistical tests of uniformity based on the L-p-distances between the m nearest pairs of points, for n points generated uniformly over the k -dimensional unit hypercube or unit torus. The number of distinct pairs at distance no more than t, for t greater than or equal to 0, is a stochastic process whose initial part, after an appropriate transformation and as n -- > infinity, is asymptotically a Poisson process with unit rate. Convergence to this asymptotic is slow in the hypercube as soon as k exceeds 2 or 3, d ue to edge effects, but is reasonably fast in the torus. We look at the qua lity of approximation of the exact distributions of the tests statistics by their asymptotic distributions, discuss computational issues, and apply th e tests to random number generators. Linear congruential generators fail de cisively certain variants of the tests as soon as n approaches the square r oot of the period length.