KIAM Main page Web Library  •  Publication Searh  Русский 

KIAM Preprint № 137, Moscow, 2019
Authors: Belov A.A., Kalitkin N. N., Tintul M.A.
Visual verification of pseudo-random number generators
We consider construction of uniformly distributed pseudo-random number sequences. To estimate the sequence randomness, simple visual criterion is implied. This test shows the most widespread generators based on the Mersenne twister, linear congruent sequence and some other principles do not provide satisfactory results. Therefore, construction of good generators is still an unsolved problem. Also, results of stochastic process calculations (e.g., molecular dynamics etc.) should be treated with caution.
Monte-Carlo methods, pseudo-random numbers, testing
Publication language: russian,  pages: 28
Research direction:
Mathematical problems and theory of numerical methods
Russian source text:
Export link to publication in format:   RIS    BibTeX
View statistics (updated once a day)
over the last 30 days — 17 (+1), total hit from 27.12.2019 — 1246
About authors:
  • Belov Aleksandr Aleksandrovich,  M.V. Lomonosov MSU, Faculty of Physics; PFUR
  • Kalitkin Nikolaj Nikolaevich, RAS
  • Tintul Maksim Aleksandrovich,  M.V. Lomonosov MSU, Faculty of Physics