Tests of randomness by the gamblers ruin algorithm

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In the gambler's ruin algorithm on the cyclic group Z(n) = {0, 1, ..., n - 1} we consider arrival time at 0 starting from a fixed point x not equal 0 and use several versions of arrival time algorithm to test pseudorandom number generators. This kind of test based on the exact probability density for a random walk on a finite group is done for the first time. The test results show hidden defects in some generators such as combined multiple recursive generators and Mersenne Twister generators. (C) 2007 Elsevier Inc. All rights reserved.
Publisher
ELSEVIER SCIENCE INC
Issue Date
2008-05
Language
English
Article Type
Article
Keywords

RANDOM NUMBER GENERATORS; CONGRUENTIAL PSEUDORANDOM NUMBERS

Citation

APPLIED MATHEMATICS AND COMPUTATION, v.199, no.1, pp.195 - 210

ISSN
0096-3003
DOI
10.1016/j.amc.2007.09.060
URI
http://hdl.handle.net/10203/90983
Appears in Collection
MA-Journal Papers(저널논문)
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