A Statistical Evaluation of Algorithms for Independently Seeding Pseudo-Random Number Generators of Type Multiplicative Congruential (Lehmer-Class).

To be effective, a linear congruential random number generator (LCG) should produce values that are (a) uniformly distributed on the unit interval (0,1) excluding endpoints and (b) substantially free of serial correlation. It has been found that many statistical methods produce inflated Type I error rates for correlated observations. Theoretically, independently seeding an LCG under the following conditions attenuates serial correlation: (a) simple random sampling of seeds, (b) non-replicate streams, (c) non-overlapping streams, and (d) non-adjoining streams. Accordingly, 4 algorithms (each satisfying at least 1 condition) were developed: (a) zero-leap, (b) fixed-leap, (c) scaled random-leap, and (d) unscaled random-leap. Note that the latter satisfied all 4 independent seeding conditions. To assess serial correlation, univariate and multivariate simulations were conducted at 3 equally spaced intervals for each algorithm (N=24) and measured using 3 randomness tests: (a) the serial correlation test, (b) the runs up test, and (c) the white noise test. A one-way balanced multivariate analysis of variance (MANOVA) was used to test 4 hypotheses: (a) omnibus, (b) contrast of unscaled vs. others, (c) contrast of scaled vs. others, and (d) contrast of fixed vs. others. The MANOVA assumptions of independence, normality, and homogeneity were satisfied. In sum, the seeding algorithms did not differ significantly from each other (omnibus hypothesis). For the contrast hypotheses, only the fixed-leap algorithm differed significantly from all other algorithms. Surprisingly, the scaled random-leap offered the least difference among the algorithms (theoretically this algorithm should have produced the second largest difference). Although not fully supported by the research design used in this study, it is thought that the unscaled random-leap algorithm is the best choice for independently seeding the multiplicative congruential random number generator. Accordingly, suggestions for further research are proposed

Hardware Accelerated Scalable Parallel Random Number Generation

The Scalable Parallel Random Number Generators library (SPRNG) is widely used due to its speed, quality, and scalability. Monte Carlo (MC) simulations often employ SPRNG to generate large quantities of random numbers. Thanks to fast Field-Programmable Gate Array (FPGA) technology development, this thesis presents Hardware Accelerated SPRNG (HASPRNG) for the Virtex-II Pro XC2VP30 FPGAs. HASPRNG includes the full set of SPRNG generators and provides programming interfaces which hide detailed internal behavior from users. HASPRNG produces identical results with SPRNG, and it is verified with over 1 million consecutive random numbers for each type of generator. The programming interface allows a developer to use HASPRNG the same way as SPRNG. HASPRNG introduces 4-70 times faster execution than the original SPRNG. This thesis describes the implementation of HASPRNG, the verification platform, the programming interface, and its performance

Portable random number generators

Computers are deterministic devices, and a computer-generated random number is a contradiction in terms. As a result, computer-generated pseudorandom numbers are fraught with peril for the unwary. We summarize much that is known about the most well-known pseudorandom number generators: congruential generators. We also provide machine-independent programs to implement the generators in any language that has 32-bit signed integers-for example C, C++, and FORTRAN. Based on an extensive search, we provide parameter values better than those previously available.Programming (Mathematics) ; Computers

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

Generation of pseudo-random numbers

Practical methods for generating acceptable random numbers from a variety of probability distributions which are frequently encountered in engineering applications are described. The speed, accuracy, and guarantee of statistical randomness of the various methods are discussed

Hurst's Rescaled Range Statistical Analysis for Pseudorandom Number Generators used in Physical Simulations

The rescaled range statistical analysis (R/S) is proposed as a new method to detect correlations in pseudorandom number generators used in Monte Carlo simulations. In an extensive test it is demonstrated that the RS analysis provides a very sensitive method to reveal hidden long run and short run correlations. Several widely used and also some recently proposed pseudorandom number generators are subjected to this test. In many generators correlations are detected and quantified.Comment: 12 pages, 12 figures, 6 tables. Replaces previous version to correct citation [19

Portable random number generators

Computers are deterministic devices, and a computer-generated random number is a contradiction in terms. As a result, computer-generated pseudorandom numbers are fraught with peril for the unwary. We summarize much that is known about the most well-known pseudorandom number generators: congruential generators. We also provide machine-independent programs to implement the generators in any language that has 32-bit signed integers-for example C, C++, and FORTRAN. Based on an extensive search, we provide parameter values better than those previously available

Computers and Liquid State Statistical Mechanics

The advent of electronic computers has revolutionised the application of statistical mechanics to the liquid state. Computers have permitted, for example, the calculation of the phase diagram of water and ice and the folding of proteins. The behaviour of alkanes adsorbed in zeolites, the formation of liquid crystal phases and the process of nucleation. Computer simulations provide, on one hand, new insights into the physical processes in action, and on the other, quantitative results of greater and greater precision. Insights into physical processes facilitate the reductionist agenda of physics, whilst large scale simulations bring out emergent features that are inherent (although far from obvious) in complex systems consisting of many bodies. It is safe to say that computer simulations are now an indispensable tool for both the theorist and the experimentalist, and in the future their usefulness will only increase. This chapter presents a selective review of some of the incredible advances in condensed matter physics that could only have been achieved with the use of computers.Comment: 22 pages, 2 figures. Chapter for a boo