CRITERIA FOR THE ASSESSMENT OF RANDOM NUMBER GENERATORS

被引：10

作者：

AFFLERBACH, L ^{[1
]}

机构：

[1] TH DARMSTADT,FACHBEREICH MATH,W-6100 DARMSTADT,GERMANY

来源：

JOURNAL OF COMPUTATIONAL AND APPLIED MATHEMATICS | 1990年 / 31卷 / 01期

关键词：

discrepancy; hyperplanes; lattice structure; linear congruential generators; Random number generation; spectral test;

D O I：

10.1016/0377-0427(90)90330-3

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

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. © 1990.

引用

页码：3 / 10

页数：8

共 35 条

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[2] THE LATTICE STRUCTURE OF PSEUDO-RANDOM VECTORS GENERATED BY MATRIX GENERATORS
AFFLERBACH, L
GROTHE, H
[J]. JOURNAL OF COMPUTATIONAL AND APPLIED MATHEMATICS, 1988, 23 (01) : 127 - 131
[3] CALCULATION OF MINKOWSKI-REDUCED LATTICE BASES
AFFLERBACH, L
GROTHE, H
[J]. COMPUTING, 1985, 35 (3-4) : 269 - 276
[4] THE SUB-LATTICE STRUCTURE OF LINEAR CONGRUENTIAL RANDOM NUMBER GENERATORS
AFFLERBACH, L
[J]. MANUSCRIPTA MATHEMATICA, 1986, 55 (3-4) : 455 - 465
[5] AFFLERBACH L, 1985, STATISTISCHE HEFTE, V26, P321
[6] AFFLERBACH L, 1983, THESIS TH DARMSTADT
[7] AFFLERBACH L, 1988, STATISTICAL PAPERS, V29, P237
[8] AFFLERBACH L, 1988, 1196 TH DARMST PREPR
[9] AHRENS JH, 1988, UNPUB NONUNIFORM RAN
[10] Alexi W., 1984, 25th Annual Symposium on Foundations of Computer Science (Cat. No. 84CH2085-9), P449, DOI 10.1109/SFCS.1984.715947

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