Random variable generators

In 1985, G. Marsaglia proposed the m-tuple test, a runs test on bits, as a test of nonrandomness of a sequence of pseudorandom integers. We try this test on the outputs from a large set of pseudorandom number generators and discuss the behavior of the ...

Besides speed and period length, the quality of uniform random number generators (RNGs) is usually assessed by measuring the uniformity of their point sets, formed by taking vectors of successive output values over their entire period length. For F"2-...

Monte Carlo computations are considered easy to parallelize. However, the results can be adversely affected by defects in the parallel pseudorandom number generator used. A parallel pseudorandom number generator must be tested for two types of ...