The first return time test of pseudorandom numbers

Geon Ho Choe, Dong Han Kim

Research output: Contribution to journalArticlepeer-review

3 Scopus citations

Abstract

An algorithm for obtaining the probability distribution of the first return time Rn with an overlapping for the initial n-block is presented and used to test pseudorandom number generators. First, the averages and the standard deviations of Rn, √Rn and log Rn are computed theoretically and next their sample values are obtained and finally, the usual Z-test is applied.

Original languageEnglish
Pages (from-to)263-274
Number of pages12
JournalJournal of Computational and Applied Mathematics
Volume143
Issue number2
DOIs
StatePublished - 15 Jun 2002

Keywords

  • Entropy
  • Probability density
  • Pseudorandom number generator
  • Randomness
  • The first return time

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