Criteria for the assessment of random number generators

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摘要

For any finite sequence of (pseudo)random numbers special simulation problems can be constructed such that this sequence yields useless results. In order to study the quality of the result of a simulation the assessment of a pseudorandom number generator based on theoretical considerations is a great advantage. Several criteria for the assessment of random number generators are known. The most important criteria are discussed.

论文关键词:Random number generation,linear congruential generators,lattice structure,spectral test,hyperplanes,discrepancy

论文评审过程:Received 7 March 1989, Revised 26 January 1990, Available online 13 May 2002.

论文官网地址:https://doi.org/10.1016/0377-0427(90)90330-3