A Comparative Study of Some Pseudorandom Number Generators

We present results of an extensive test program of a group of pseudorandom number generators which are commonly used in the applications of physics, in particular in Monte Carlo simulations. The generators include public domain programs, manufacturer installed routines and a random number sequence produced from physical noise. We start by traditional statistical tests, followed by detailed bit level and visual tests. The computational speed of various algorithms is also scrutinized. Our results allow direct comparisons between the properties of different generators, as well as an assessment of the efficiency of the various test methods. This information provides the best available criterion to choose the best possible generator for a given problem. However, in light of recent problems reported with some of these generators, we also discuss the importance of developing more refined physical tests to find possible correlations not revealed by the present test methods.Comment: University of Helsinki preprint HU-TFT-93-22 (minor changes in Tables 2 and 7, and in the text, correspondingly

Applying dissipative dynamical systems to pseudorandom number generation: Equidistribution property and statistical independence of bits at distances up to logarithm of mesh size

The behavior of a family of dissipative dynamical systems representing transformations of two-dimensional torus is studied on a discrete lattice and compared with that of conservative hyperbolic automorphisms of the torus. Applying dissipative dynamical systems to generation of pseudorandom numbers is shown to be advantageous and equidistribution of probabilities for the sequences of bits can be achieved. A new algorithm for generating uniform pseudorandom numbers is proposed. The theory of the generator, which includes proofs of periodic properties and of statistical independence of bits at distances up to logarithm of mesh size, is presented. Extensive statistical testing using available test packages demonstrates excellent results, while the speed of the generator is comparable to other modern generators.Comment: 6 pages, 3 figures, 3 table