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

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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. 
@article{MM_2011_23_5_a5,
     author = {E. A. Tsvetkov},
     title = {Empirical testing of some pseudo-random numbers generators},
     journal = {Matemati\v{c}eskoe modelirovanie},
     pages = {81--94},
     publisher = {mathdoc},
     volume = {23},
     number = {5},
     year = {2011},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/MM_2011_23_5_a5/}
}
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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/