• 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
  • Pages
    8
  • From page
    281
  • To page
    288
  • 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
  • Serial Year
    2001
  • Journal title
    Mathematics and Computers in Simulation
  • Record number

    853737