On the adequacy of pseudo-random number generators (or: How big a period do we need?)

  • Authors:

  • David Heath;Paul Sanchez

  • Affiliations:

  • School of Operations Research and Industrial Engineering, Cornell University, Ithaca, NY 14853, USA;Systems and Industrial Engineering Department, University of Arizona, Tucson, AZ 85721, USA

  • Venue:
  • Operations Research Letters
  • Year:
  • 1986

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Abstract

Generating pseudo-random number sequences is central to discrete-event computer simulations. Traditionally, generators are used only after they have passed several statistical tests. We propose a new, easy-to-implement test of randomness based upon the 'birthday problem', which has certain optimal properties. When applied to a broad class of generators (which includes linear congruential generators) the test illuminates a previously unknown relationship between the period of the generator and the number of pseudo-random observations which can be safely used.