Abstract. The authors analyze the dependence of the uniformity of distribution of signs of empirical autocorrelation function with respect to the number of overlapping symbols of intervals into which a sequence of random numbers is divided. A feasible “threshold” of overlap is established, below which the signs of the autocorrelation function are uniformly distributed. The concept of barrier function is defined and used to develop a criterion for the quality assessment of random number generators. The technique of its application and its implementation for several well-known generators are presented.
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Translated from Kibernetika i Sistemnyi Analiz, No. 2, March–April, 2016, pp. 116–124.
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Faure, E.V., Shcherba, A.I. & Rudnytskyi, V.M. The Method and Criterion for Quality Assessment of Random Number Sequences. Cybern Syst Anal 52, 277–284 (2016). https://doi.org/10.1007/s10559-016-9824-3
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DOI: https://doi.org/10.1007/s10559-016-9824-3