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Gambling tests for pseudorandom number generators

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  • Wegenkittl, Stefan

Abstract

This paper extends the idea of serial tests by employing a carefully selected dimension reduction which is equivalent to playing a gambling strategy in a fair coin flipping game. We apply the generalized φ-divergence for testing the hypothesis that the simulated coin is fair and memoryless. An application to twisted GFSR generators shows the ability of our test to detect deviations from equidistribution in high dimensions.

Suggested Citation

  • Wegenkittl, Stefan, 2001. "Gambling tests for pseudorandom number generators," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 55(1), pages 281-288.
    • Handle: RePEc:eee:matcom:v:55:y:2001:i:1:p:281-288
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    References listed on IDEAS

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    1. Lev N. Shchur & Paolo Butera, 1998. "The RANLUX Generator: Resonances in a Random Walk Test," International Journal of Modern Physics C (IJMPC), World Scientific Publishing Co. Pte. Ltd., vol. 9(04), pages 607-624.
    2. Hellekalek, P., 1998. "Good random number generators are (not so) easy to find," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 46(5), pages 485-505.
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