A new empirical test for parallel pseudo-random number generators

Citation
Yf. Liang et Pa. Whitlock, A new empirical test for parallel pseudo-random number generators, MATH COMP S, 55(1-3), 2001, pp. 149-158
Citations number
24
Categorie Soggetti
Engineering Mathematics
Journal title
MATHEMATICS AND COMPUTERS IN SIMULATION
ISSN journal
03784754 → ACNP
Volume
55
Issue
1-3
Year of publication
2001
Pages
149 - 158
Database
ISI
SICI code
0378-4754(20010215)55:1-3<149:ANETFP>2.0.ZU;2-H
Abstract
Recently, Percus derived probabilities and distributions for parallel, i.i. d. random sequences of integers. This was accomplished by considering s giv en bit locations in each random variable (represented as a predetermined nu mber of bits) in each sequence. These s bits were used to create a new bina ry sequence whose expected behavior can be analyzed. Based upon Percus work , an empirical test for parallel pseudo-random number generators has been d evised. For each generator, parallel sequences of various lengths are consi dered and analyzed as proposed by Percus and the results are statistically compared to the expected behavior for truly random sequences. A variety of parallel pseudo-random number generators from the literature are studied an d the usefulness of the new empirical test is discussed. (C) 2001 Published by Elsevier Science B.V. on behalf of IMACS.