Article ID Journal Published Year Pages File Type
4634114 Applied Mathematics and Computation 2008 16 Pages PDF
Abstract
In the gambler's ruin algorithm on the cyclic group Zn={0,1,…,n-1} we consider arrival time at 0 starting from a fixed point x ≠ 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.
Related Topics
Physical Sciences and Engineering Mathematics Applied Mathematics
Authors
, , ,