Fourier Analysis of Uniform Random Number Generators

@article{Coveyou1967FourierAO,
  title={Fourier Analysis of Uniform Random Number Generators},
  author={R. R. Coveyou and R. D. Macpherson},
  journal={J. ACM},
  year={1967},
  volume={14},
  pages={100-119}
}
A method of analysis of uniform random number generators is developed, applicable to almost all practical methods of generation. The method is that of Fourier analysis of the output sequences of such generators. With this tool it is possible to understand and predict relevant statistical properties of such generators and compare and evaluate such methods. Many such analyses and comparisons have been carried out. The performance of these methods as implemented on differing computers is also… CONTINUE READING

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