The effect of pseudo-random number bias on the simulation of a data collection system

The question of the effect of biased pseudo-random numbers on simulation results arises in a majority of industrial simulation applications. Results of the simulations were statistically analyzed

Fundamental Change in Random Number Generation�

The current state of the art in computer random number generation uses a method developed over thirty-five years ago. Although much has been done to improve the sequences generated by these methods, they still have serious problems. As the results become more "random", the methodology becomes more complex. Perhaps this explains the number of poor generators in use today. The following study is an attempt to develop a fundamental change in the methodology of random number generation in an effort to both simplify and improve current methods.Industrial Engineering and Managemen

Generation of random numbers by deterministic processes

Although the general principles of Monte Carlo and other simulation techniques have been known since the turn of the century, lack of efficient computational facilities has restricted their general application. The rapid advances in the field of electronic computing during the last three decades, however, have produced a new awareness of the potential of such techniques and as computing becomes even more sophisticated, such methods will no doubt play an increasingly important role in future scientific investigation. -- Effective application of Monte Carlo methods requires access to long sequences of random numbers. Since perfectly random numbers can not, of course, be obtained by practical means, all sets produced to date must properly be termed "pseudo-random". It is generally accepted, in the published literature, that such sets will be more limited in their application than perfectly random sets would be. Even though considerable research has gone into producing sequences for general application, such sequences produced to date are not equally satisfactory for all purposes and must be considered in the light of the particular problem under investigation. -- In this thesis, we consider the problem of finding sequences suitable for the Monte Carlo calculation of definite integrals. After a particular sequence is generated and tested for randomness, it is used in the evaluation of three definite integrals. The results of the statistical tests for each sequence are then compared with the values of the integrals produced by that sequence and an attempt is made to determine which properties a sequence should possess in order to produce good results in this application. Throughout the thesis, several small innovations are introduced which, we believe, have not been reported by other authors

Less Deterministic Method of Random Number Generation

As the number of uses for random numbers increases, the need for better methods of producing them increases. However, the most widely used method today was introduced over thirty years ago. These linear congruential generators are fast and compact, but the sequences they produce have been under fire for years. Attempts have been made to improve congruential sequences by shuffling them, but while this solves some of the problems, it does not solve all of the problems inherent in such a highly detenninistic method. The need was thus seen for a less detenninistic approach. The following study introduces such an approach, and compares it to accepted generators.Industrial Engineering and Managemen

Dynamic block encryption with self-authenticating key exchange

One of the greatest challenges facing cryptographers is the mechanism used for key exchange. When secret data is transmitted, the chances are that there may be an attacker who will try to intercept and decrypt the message. Having done so, he/she might just gain advantage over the information obtained, or attempt to tamper with the message, and thus, misguiding the recipient. Both cases are equally fatal and may cause great harm as a consequence. In cryptography, there are two commonly used methods of exchanging secret keys between parties. In the first method, symmetric cryptography, the key is sent in advance, over some secure channel, which only the intended recipient can read. The second method of key sharing is by using a public key exchange method, where each party has a private and public key, a public key is shared and a private key is kept locally. In both cases, keys are exchanged between two parties. In this thesis, we propose a method whereby the risk of exchanging keys is minimised. The key is embedded in the encrypted text using a process that we call `chirp coding', and recovered by the recipient using a process that is based on correlation. The `chirp coding parameters' are exchanged between users by employing a USB flash memory retained by each user. If the keys are compromised they are still not usable because an attacker can only have access to part of the key. Alternatively, the software can be configured to operate in a one time parameter mode, in this mode, the parameters are agreed upon in advance. There is no parameter exchange during file transmission, except, of course, the key embedded in ciphertext. The thesis also introduces a method of encryption which utilises dynamic blocks, where the block size is different for each block. Prime numbers are used to drive two random number generators: a Linear Congruential Generator (LCG) which takes in the seed and initialises the system and a Blum-Blum Shum (BBS) generator which is used to generate random streams to encrypt messages, images or video clips for example. In each case, the key created is text dependent and therefore will change as each message is sent. The scheme presented in this research is composed of five basic modules. The first module is the key generation module, where the key to be generated is message dependent. The second module, encryption module, performs data encryption. The third module, key exchange module, embeds the key into the encrypted text. Once this is done, the message is transmitted and the recipient uses the key extraction module to retrieve the key and finally the decryption module is executed to decrypt the message and authenticate it. In addition, the message may be compressed before encryption and decompressed by the recipient after decryption using standard compression tools