Pseudo Random Coins Show More Heads Than Tails

Tossing a coin is the most elementary Monte Carlo experiment. In a computer the coin is replaced by a pseudo random number generator. It can be shown analytically and by exact enumerations that popular random number generators are not capable of imitating a fair coin: pseudo random coins show more heads than tails. This bias explains the empirically observed failure of some random number generators in random walk experiments. It can be traced down to the special role of the value zero in the algebra of finite fields.Comment: 10 pages, 12 figure

Pseudo-random number generators for Monte Carlo simulations on Graphics Processing Units

Basic uniform pseudo-random number generators are implemented on ATI Graphics Processing Units (GPU). The performance results of the realized generators (multiplicative linear congruential (GGL), XOR-shift (XOR128), RANECU, RANMAR, RANLUX and Mersenne Twister (MT19937)) on CPU and GPU are discussed. The obtained speed-up factor is hundreds of times in comparison with CPU. RANLUX generator is found to be the most appropriate for using on GPU in Monte Carlo simulations. The brief review of the pseudo-random number generators used in modern software packages for Monte Carlo simulations in high-energy physics is present.Comment: 31 pages, 9 figures, 3 table

A novel pseudo-random number generator based on discrete chaotic iterations

Security of information transmitted through the Internet, against passive or active attacks is an international concern. The use of a chaos-based pseudo-random bit sequence to make it unrecognizable by an intruder, is a field of research in full expansion. This mask of useful information by modulation or encryption is a fundamental part of the TLS Internet exchange protocol. In this paper, a new method using discrete chaotic iterations to generate pseudo-random numbers is presented. This pseudo-random number generator has successfully passed the NIST statistical test suite (NIST SP800-22). Security analysis shows its good characteristics. The application for secure image transmission through the Internet is proposed at the end of the paper.Comment: The First International Conference on Evolving Internet:Internet 2009 pp.71--76 http://dx.doi.org/10.1109/INTERNET.2009.1

Improvement and analysis of a pseudo random bit generator by means of cellular automata

In this paper, we implement a revised pseudo random bit generator based on a rule-90 cellular automaton. For this purpose, we introduce a sequence matrix H_N with the aim of calculating the pseudo random sequences of N bits employing the algorithm related to the automaton backward evolution. In addition, a multifractal structure of the matrix H_N is revealed and quantified according to the multifractal formalism. The latter analysis could help to disentangle what kind of automaton rule is used in the randomization process and therefore it could be useful in cryptanalysis. Moreover, the conditions are found under which this pseudo random generator passes all the statistical tests provided by the National Institute of Standards and Technology (NIST)Comment: 20 pages, 12 figure

Properties making a chaotic system a good Pseudo Random Number Generator

We discuss two properties making a deterministic algorithm suitable to generate a pseudo random sequence of numbers: high value of Kolmogorov-Sinai entropy and high-dimensionality. We propose the multi dimensional Anosov symplectic (cat) map as a Pseudo Random Number Generator. We show what chaotic features of this map are useful for generating Pseudo Random Numbers and investigate numerically which of them survive in the discrete version of the map. Testing and comparisons with other generators are performed.Comment: 10 pages, 3 figures, new version, title changed and minor correction