Efficient and portable combined random number generators
Communications of the ACM
Random number generators: good ones are hard to find
Communications of the ACM
Numerical recipes in C (2nd ed.): the art of scientific computing
Numerical recipes in C (2nd ed.): the art of scientific computing
A universal statistical test for random bit generators
Journal of Cryptology
Numerical recipes in Fortran 90 (2nd ed.): the art of parallel scientific computing
Numerical recipes in Fortran 90 (2nd ed.): the art of parallel scientific computing
The Art of Computer Programming, 2nd Ed. (Addison-Wesley Series in Computer Science and Information
The Art of Computer Programming, 2nd Ed. (Addison-Wesley Series in Computer Science and Information
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An algorithm for obtaining the probability distribution of the first return time Rn with an overlapping for the initial n-block is presented and used to test pseudorandom number generators. First, the averages and the standard deviations of Rn, √Rn and log Rn are computed theoretically and next their sample values are obtained and finally, the usual Z-test is applied.