Title of article :
Gambling tests for pseudorandom number generators Original Research Article
Author/Authors :
Stefan Wegenkittl، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 2001
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.
Keywords :
Gambling test , Generalized phi-divergence , Pseudorandom number generator , Twisted GFSR generator
Journal title :
Mathematics and Computers in Simulation
Journal title :
Mathematics and Computers in Simulation