Anyone have a reference for a robust analysis of C#'s uniform pseudo-random number generator? I am writing something that uses the Random class and want to make sure it satisfies marsaglia / bruce schmeiser's criteria for RNGs. I don't even know if it uses mersenne twister, for example; I was hoping since C# is popular enough I might save some time using the legwork of others. If nothing is out there, I might put together an analysis myself.<p>Any help is appreciated.
Thanks,
Myles
The standard one in System.Random uses Donald E. Knuth's subtractive random number generator algorithm according to the documentation. Which shouldn't be too hard to find an anlysis on.
<a href="http://msdn.microsoft.com/en-us/library/system.random(v=vs.110).aspx" rel="nofollow">http://msdn.microsoft.com/en-us/library/system.random(v=vs.1...</a><p>Then there is the Cryptographically secure one over in System.Security.Cryptography.RandomNumberGenerator I believe it uses CryptGenRandom under the hood, so I believe it has been analysed.