The first return time test of pseudorandom numbers

Geon Ho Choe; Dong Han Kim

doi:10.1016/S0377-0427(01)00510-6

The first return time test of pseudorandom numbers

Geon Ho Choe
, Dong Han Kim

Department of Mathematics Education

Korea Advanced Institute of Science and Technology

Research output: Contribution to journal › Article › peer-review

3 Scopus citations

Abstract

An algorithm for obtaining the probability distribution of the first return time R_n 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 R_n, √R_n and log R_n are computed theoretically and next their sample values are obtained and finally, the usual Z-test is applied.

Original language	English
Pages (from-to)	263-274
Number of pages	12
Journal	Journal of Computational and Applied Mathematics
Volume	143
Issue number	2
DOIs	https://doi.org/10.1016/S0377-0427(01)00510-6
State	Published - 15 Jun 2002

Keywords

Entropy
Probability density
Pseudorandom number generator
Randomness
The first return time

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10.1016/S0377-0427(01)00510-6

Cite this

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title = "The first return time test of pseudorandom numbers",

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.",

keywords = "Entropy, Probability density, Pseudorandom number generator, Randomness, The first return time",

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AU - Choe, Geon Ho

AU - Kim, Dong Han

PY - 2002/6/15

Y1 - 2002/6/15

N2 - 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.

AB - 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.

KW - Entropy

KW - Probability density

KW - Pseudorandom number generator

KW - Randomness

KW - The first return time

UR - https://www.scopus.com/pages/publications/0037097950

U2 - 10.1016/S0377-0427(01)00510-6

DO - 10.1016/S0377-0427(01)00510-6

M3 - Article

AN - SCOPUS:0037097950

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VL - 143

SP - 263

EP - 274

JO - Journal of Computational and Applied Mathematics

JF - Journal of Computational and Applied Mathematics

IS - 2

ER -

The first return time test of pseudorandom numbers

Abstract

Keywords

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