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SPARSE SERIAL TESTS OF UNIFORMITY FOR RANDOM Number Generators
 SIAM JOURNAL ON SCIENTIFIC COMPUTING
, 2002
"... Different versions of the serial test for testing the uniformity and independence of vectors of successive values produced by a (pseudo)random number generator are studied. These tests partition the tdimensional unit hypercube into k cubic cells of equal volume, generate n points (vectors) in this ..."
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Cited by 15 (8 self)
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Different versions of the serial test for testing the uniformity and independence of vectors of successive values produced by a (pseudo)random number generator are studied. These tests partition the tdimensional unit hypercube into k cubic cells of equal volume, generate n points (vectors) in this hypercube, count how many points fall in each cell, and compute a test statistic defined as the sum of values of some univariate function f applied to these k individual counters. Both the overlapping and the nonoverlapping vectors are considered. For different families of generators, such as the linear congruential, Tausworthe, nonlinear inversive, etc., different ways of choosing these functions and of choosing k are compared, and formulas are obtained for the (estimated) sample size required to reject the null hypothesis of i.i.d. uniformity as a function of the period length of the generator. For the classes of alternatives that correspond to linear generators, the most e#cient tests turn out to have k n (in contrast to what is usually done or recommended in simulation books) and use overlapping vectors.
Randomized Polynomial Lattice Rules For Multivariate Integration And Simulation
 SIAM JOURNAL ON SCIENTIFIC COMPUTING
, 2001
"... Lattice rules are among the best methods to estimate integrals in a large number of dimensions. They are part of the quasiMonte Carlo set of tools. A new class of lattice rules, defined in a space of polynomials with coefficients in a finite field, is introduced in this paper, and a theoretical fra ..."
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Cited by 12 (3 self)
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Lattice rules are among the best methods to estimate integrals in a large number of dimensions. They are part of the quasiMonte Carlo set of tools. A new class of lattice rules, defined in a space of polynomials with coefficients in a finite field, is introduced in this paper, and a theoretical framework for these polynomial lattice rules is developed. A randomized version is studied, implementations and criteria for selecting the parameters are discussed, and examples of its use as a variance reduction tool in stochastic simulation are provided. Certain types of digital net constructions, as well as point sets constructed by taking all vectors of successive output values produced by a Tausworthe random number generator, turn out to be special cases of this method.
Tables of MaximallyEquidistributed Combined Lfsr Generators
, 1998
"... We give the results of a computer search for maximallyequidistributed combined linear feedback shift register (or Tausworthe) random number generators, whose components are trinomials of degrees slightly less than 32 or 64. These generators are fast and have good statistical properties. ..."
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Cited by 5 (0 self)
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We give the results of a computer search for maximallyequidistributed combined linear feedback shift register (or Tausworthe) random number generators, whose components are trinomials of degrees slightly less than 32 or 64. These generators are fast and have good statistical properties.