Celso C. Ribeiro, Reinaldo C. Souza and Carlos Eduardo C. Vieira
Key words:
random numbers, generators, statistical tests, randomized algorithms
Mathematices Subject Classification: 65C10, 68W20, 90C59
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Abstract:
Randomization plays a very important role in algorithm design. Metaheuristics such as simulated annealing, GRASP, genetic algorithms, and VNS make systematic use of randomization at different levels. Therefore, the use of consistent random number generators is highly recommended. We considered three well known generators and we investigated some of their properties. The three generators were submitted to two different classes of statistical tests. We conclude by showing some good properties of the Mersenne Twister generator that do not seem to be met by the others.
A comparative computational study of random number generators industry

Special Issue in Honor of the 65th Birthday of Toshihide Ibaraki
Volume 1, Number 3, September 2005, pp. 565-578