74,553 research outputs found
Periodic orbits of the ensemble of Sinai-Arnold cat maps and pseudorandom number generation
We propose methods for constructing high-quality pseudorandom number
generators (RNGs) based on an ensemble of hyperbolic automorphisms of the unit
two-dimensional torus (Sinai-Arnold map or cat map) while keeping a part of the
information hidden. The single cat map provides the random properties expected
from a good RNG and is hence an appropriate building block for an RNG, although
unnecessary correlations are always present in practice. We show that
introducing hidden variables and introducing rotation in the RNG output,
accompanied with the proper initialization, dramatically suppress these
correlations. We analyze the mechanisms of the single-cat-map correlations
analytically and show how to diminish them. We generalize the Percival-Vivaldi
theory in the case of the ensemble of maps, find the period of the proposed RNG
analytically, and also analyze its properties. We present efficient practical
realizations for the RNGs and check our predictions numerically. We also test
our RNGs using the known stringent batteries of statistical tests and find that
the statistical properties of our best generators are not worse than those of
other best modern generators.Comment: 18 pages, 3 figures, 9 table
Geometric Random Inner Products: A New Family of Tests for Random Number Generators
We present a new computational scheme, GRIP (Geometric Random Inner
Products), for testing the quality of random number generators. The GRIP
formalism utilizes geometric probability techniques to calculate the average
scalar products of random vectors generated in geometric objects, such as
circles and spheres. We show that these average scalar products define a family
of geometric constants which can be used to evaluate the quality of random
number generators. We explicitly apply the GRIP tests to several random number
generators frequently used in Monte Carlo simulations, and demonstrate a new
statistical property for good random number generators
On the design of state-of-the-art pseudorandom number generators by means of genetic programming
Congress on Evolutionary Computation. Portland, EEUU, 19-23 June 2004The design of pseudorandom number generators by means of evolutionary computation is a classical problem. Today, it has been mostly and better accomplished by means of cellular automata and not many proposals, inside or outside this paradigm could claim to be both robust (passing all the statistical tests, including the most demanding ones) and fast, as is the case of the proposal we present here. Furthermore, for obtaining these generators, we use a radical approach, where our fitness function is not at all based in any measure of randomness, as is frequently the case in the literature, but of nonlinearity. Efficiency is assured by using only very efficient operators (both in hardware and software) and by limiting the number of terminals in the genetic programming implementation
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