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KIAM Preprint № 137, Moscow, 2019
Authors: Belov A.A., Kalitkin N. N., Tintul M.A.
Visual verification of pseudo-random number generators
Abstract:
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.
Keywords:
Monte-Carlo methods, pseudo-random numbers, testing
Publication language: russian,  страниц: 28
Research direction:
Mathematical problems and theory of numerical methods
Russian source text:
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