Geodesic
Empirical testing of some pseudo-random numbers generators
Matematičeskoe modelirovanie, Tome 23 (2011) no. 5, pp. 81-94.

Voir la notice de l'article provenant de la source Math-Net.Ru

Empirical testing of statistical properties of some pseudo-random numbers generators based on a partition of the unit hypercube with dimension from 1 to 15 was performed. Some CLHEP library pseudo-random numbers generators, Mersenne Twister generator and MCNP generator were tested. The results of tests allowed to determine the parts of the pseudo-random numbers sequences with bad statistical properties. The easy recoverable defects of two CLHEP generators were found.
Keywords: empirical testing of pseudo-random numbers generators
Mots-clés : Monte Carlo simulation. 
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E. A. Tsvetkov. Empirical testing of some pseudo-random numbers generators. Matematičeskoe modelirovanie, Tome 23 (2011) no. 5, pp. 81-94. http://geodesic.mathdoc.fr/item/MM_2011_23_5_a5/

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