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A Repetition Test for Pseudo-Random Number Generators

Gil, Manuel ; Gonnet, Gaston H. ; Petersen, Wesley P.

In: Monte Carlo Methods and Applications, 2006, vol. 12, no. 5, p. 385-393

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    Title
    • A Repetition Test for Pseudo-Random Number Generators
    Author
    • Gil, Manuel. SAM, Mathematik, ETHZ, HG G-52.1 Zurich, CH8092
    • Gonnet, Gaston H.. SAM, Mathematik, ETHZ, HG G-52.1 Zurich, CH8092
    • Petersen, Wesley P.. SAM, Mathematik, ETHZ, HG G-52.1 Zurich, CH8092
    Document Type
    • Postprint
    Classification
    • Health
    OAI-PMH Identifier
    • oai:doc.rero.ch:296810
    Summary
    A new statistical test for uniform pseudo-random number generators (PRNGs) is presented. The idea is that a sequence of pseudo-random numbers should have numbers reappear with a certain probability. The expectation time that a repetition occurs provides the metric for the test. For linear congruential generators (LCGs) failure can be shown theoretically. Empirical test results for a number of commonly used PRNGs are reported, showing that some PRNGs considered to have good statistical properties fail. A sample implementation of the test is provided over the Internet