Testing random number generators

Abstract
So-called Random number generators on computersare deterministic functions producing a sequence of numberswhich should mimic a sample of i.i.d. U(0; 1) randomvariables. Two classes of tests are commonly applied tosuch generators. Firstly, the theoretical tests, which lookat the intrinsic structure of the generator to derive behavioralproperties of the sequence of points, usually overthe whole period. These theoretical tests are specific toeach class of generators and include the lattice ...

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