Review of High-Quality Random Number Generators

This is a review of pseudorandom number generators (RNG's) of the highest quality, suitable for use in the most demanding Monte Carlo calculations. All the RNG's we recommend here are based on the Kolmogorov-Anosov theory of mixing in classical mechanical systems, which guarantees under certain conditions and in certain asymptotic limits, that points on the trajectories of these systems can be used to produce random number sequences of exceptional quality. We outline this theory of mixing and establish criteria for deciding which RNG's are sufficiently good approximations to the ideal mathematical systems that guarantee highest quality. The well-known RANLUX (at highest luxury level) and its recent variant RANLUX++ are seen to meet our criteria, and some of the proposed versions of MIXMAX can be modified easily to meet the same criteria.Comment: 21 pages, 4 figure

Distribution of periodic trajectories of Anosov C-system

The hyperbolic Anosov C-systems have a countable set of everywhere dense periodic trajectories which have been recently used to generate pseudorandom numbers. The asymptotic distribution of periodic trajectories of C-systems with periods less than a given number is well known, but a deviation of this distribution from its asymptotic behaviour is less known. Using fast algorithms, we are studying the exact distribution of periodic trajectories and their deviation from asymptotic behaviour for hyperbolic C-systems which are defined on high dimensional tori and are used for Monte-Carlo simulations. A particular C-system which we consider in this article is the one which was implemented in the MIXMAX generator of pseudorandom numbers. The generator has the best combination of speed, reasonable size of the state, and availability for implementing the parallelization and is currently available generator in the ROOT and CLHEP software packages at CERN.Comment: 22 pages, 14 figure