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Random Number Generators and Empirical Tests

  • Pierre L’Ecuyer
Part of the Lecture Notes in Statistics book series (LNS, volume 127)

Abstract

We recall some requirements for “good” random number generators and argue that while the construction of generators and the choice of their parameters must be based on theory, a posteriori empirical testing is also important. We then give examples of tests failed by some popular generators and examples of generators passing these tests.

Keywords

Random Number Generator Period Length Pseudorandom Number Output Sequence Uniform Random Variable 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.

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Copyright information

© Springer Science+Business Media New York 1998

Authors and Affiliations

  • Pierre L’Ecuyer
    • 1
  1. 1.Département d’informatique et de recherche opérationnelleUniversité de MontréalMontréalCanada

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