COMPARING THE INDEPENDENCE OF DIFFERENT RANDOM NUMBER GENERATORS  

作　　者：WANGDongqian 

机构地区：[1]SchoolofMathematics,StatisticsandComputerScience,VictoriaUniversityofWellington,P.O.Box600,Wellington,NewZealand

出　　处：《Journal of Systems Science & Complexity》2005年第3期309-318,共10页系统科学与复杂性学报（英文版）

摘　　要：Pseudo-random number generators have always been important in experimental design, computer simulation, cryptography and statistical analysis. This paper presents a method of comparing the degree of independence exhibited by various random number generators, a procedure, based on consideration of the largest (in modulus) non-unit eigenvalue of the observed Markov transition matrix, is used to assess the 'randomness' of a random number generator.

关 键 词：markov chain random number generator EIGENVALUE test of independence SIMULATION curve fitting 

分 类 号：TP391.9[自动化与计算机技术—计算机应用技术]