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 language | English |
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Pages (from-to) | 263-274 |
Number of pages | 12 |
Journal | Journal of Computational and Applied Mathematics |
Volume | 143 |
Issue number | 2 |
DOIs | |
State | Published - 15 Jun 2002 |
Keywords
- Entropy
- Probability density
- Pseudorandom number generator
- Randomness
- The first return time