Random Number Generators: Selection Criteria and Testing

@inproceedings{LEcuyer1998RandomNG,
  title={Random Number Generators: Selection Criteria and Testing},
  author={Pierre L’Ecuyer and Peter Hellekalek},
  year={1998}
}
A random number generator produces a periodic sequence of numbers on a computer. The starting point can be random, but after it is chosen, everything else is deterministic. The goal is to “fake” the realization of a sequence of independent and identically distributed (i.i.d.) random variables uniformly distributed over some set U, which is most often the unit interval [0, 1]. In the latter case, the random variables are denoted U(0, 1). 

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