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L'Ecuyer, P., 1992. Testing random number generators. In J.J. Swain, D. Goldsman, R.C. Crain, and J.R. Wilson, editors, Proceedings of the 1992 Winter Simulation Conference, pages 305--313. IEEE Press, Piscataway, N.J.

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Monkeys, Gambling, And Return Times: Assessing Pseudorandomness - Wegenkittl (1999)   (Correct)

....we try to remodel important features of the target application in a test statistic and to seek for any non monkeyness in the corresponding test results. The huge amount of empirical tests presented in literature in various setups and styles (see Bratley, Fox, and Schrage 1983, Knuth 1997, and L Ecuyer 1992 for surveys, and Altman 1988, Bernhofen et al. 1996, DeMatteis and Pagnutti 1995, Dudewicz et al. 1995, EichenauerHerrmann, Herrmann, and Wegenkittl 1997, Entacher, Uhl, and Wegenkittl 1998, Ferrenberg, Landau, and Wong 1992, Marsaglia 1985, and Vattulainen, Ala Nissila, and Kankaala 1994, 1995 ....

L'Ecuyer, P., 1992. Testing random number generators. In J.J. Swain, D. Goldsman, R.C. Crain, and J.R. Wilson, editors, Proceedings of the 1992 Winter Simulation Conference, pages 305--313. IEEE Press, Piscataway, N.J.


Uniform Random Number Generation - L'Ecuyer (1993)   (8 citations)  Self-citation (L'ecuyer)   (Correct)

.... currently available on computers are useless (or dangerous) For example, for applications dealing with the geometrical behavior of random vectors in high dimensions, many generators must be avoided because of the bad geometrical structure of the vectors of successive points that they produce [50]. For cryptology, most available generators are dangerous because there are efficient ways of predicting the next value, given the sequence of values already produced by the generator [9, 42, 45] 1.2. BAD AND DANGEROUS GENERATORS There is a well developed body of theory concerning the ....

....next value, given the sequence of values already produced by the generator [9, 42, 45] 1.2. BAD AND DANGEROUS GENERATORS There is a well developed body of theory concerning the construction and analysis of (pseudo)random number generators. Good introductory references and survey papers include [6, 10, 16, 41, 44, 47, 49, 50, 75, 76, 77, 82]. Unfortunately, practice does not always keep up with theory. Many of the default generators currently offered in popular computer 1 softwares, or suggested in some simulation textbooks, are old ones, and are not competitive with those based on the more recent theory. Much worse, many bad ....

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P. L'Ecuyer, Testing Random Number Generators, Proceedings of the 1992 Winter Simulation Conference, IEEE Press (1992), 305--313.


Recent Advances in Uniform Random Number Generation - L'Ecuyer   Self-citation (L'ecuyer)   (Correct)

....use for generating uniform random numbers, mainly because of their simplicity and ease of implementation. However, LCGs have several well known defects and no longer satisfy the requirements of today s computerintensive simulations, especially when their modulus fits into a 32 bit computer word (L Ecuyer 1992; L Ecuyer 1994c; Marsaglia 1985; Niederreiter 1992b) Practically all random number generators (RNGs) used for simulation are deterministic automata with a finite state space, and so have a periodic behavior. Quality requirements for a general purpose RNG include a huge period length, good ....

....allowed. The idea of empirical statistical testing may then seem meaningless. However, from a pragmatic point of view, people usually feel good if the RNG passes a certain set of statistical tests which can be run in reasonable time. Further discussion of statistical testing can be found in L Ecuyer (1992). In the next section, we describe several popular classes of RNG based on linear recurrences. That includes the LGC, MRG, Tausworthe, GFSR, TGFSR, and AWC SWB generators. In Section 3, we survey some recent developments regarding the combination of such linear type generators. Section 4 ....

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L'Ecuyer, P. 1992. Testing random number generators. In Proceedings of the 1992 Winter Simulation Conference, 305--313. IEEE Press.

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