publication . Article . 2017

A Repetition Test for Pseudo-Random Number Generators

Manuel Gil; Gaston H. Gonnet; Wesley P. Petersen;
Open Access English
  • Published: 02 Aug 2017
  • Country: Switzerland
Abstract
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
Subjects
free text keywords: Statistics and Probability, Applied Mathematics
Powered by OpenAIRE Open Research Graph
Any information missing or wrong?Report an Issue
publication . Article . 2017

A Repetition Test for Pseudo-Random Number Generators

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