Verification of Random Number Generators

Erik E. Fair (Time Keeper) fair at clock.org
Tue Sep 19 09:04:52 PDT 1995


At 2:20 9/19/95, Eric Young wrote:

>Now I had not noticed this, my library runs like a charm and things
>appear random from the random number generator.  This sort of error can
>only be checked by reading the code and specifically looking at critical
>routines like this the RNG seeding routines.  The advantage of my code
>being public is that some-one like Mike can have a look and pick up
>problems like this.
>The moral of the story I suppose is to be
>paranoid about checking routines relating to RNG.

Just an idle thought: it might be possible to do a probabalistic
verification of a RNG by sampling it over some number of samples, and
statistically analyzing the sample space. This would be analysis under the
model of "RNG as black box" as opposed to (or rather, if you're smart, in
addition to) code inspection & review. Any statisticians among us?

Erik Fair








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