A new statistical test for uniform pseudo-random number generators (PRNGs) is presented. The idea is that a sequence of pseudo-random numbers should have numbers reappear with a certain probability. The expectation time that a repetition occurs provides the metric for the test. For linear congruential generators (LCGs) failure can be shown theoretically. Empirical test results for a number of commonly used PRNGs are reported, showing that some PRNGs considered to have good statistical properties fail. A sample implementation of the test is provided over the Internet.
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A Repetition Test for Pseudo-Random Number Generators
Manuel Gil / Gaston H. Gonnet / Wesley P. Petersen
1SAM, Mathematik, ETHZ, HG G-52.1 Zurich, CH8092
Citation Information: Monte Carlo Methods and Applications mcma. Volume 12, Issue 5, Pages 385–393, ISSN (Online) 1569-3961, ISSN (Print) 0929-9629, DOI: 10.1515/156939606779329017,
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