RUS  ENG
Full version
JOURNALS // Preprints of the Keldysh Institute of Applied Mathematics // Archive

Keldysh Institute preprints, 2019 137, 28 pp. (Mi ipmp2775)

This article is cited in 2 papers

Visual verification of pseudo-random number generators

A. A. Belov, N. N. Kalitkin, M. A. Tintul


Abstract: We consider construction of uniformly distributed pseudo-random number sequences. To estimate the sequence randomness, simple visual criterion is implied. This test shows the most widespread generators based on the Mersenne twister, linear congruent sequence and some other principles do not provide satisfactory results. Therefore, construction of good generators is still an unsolved problem. Also, results of stochastic process calculations (e.g., molecular dynamics etc.) should be treated with caution.

Keywords: Monte-Carlo methods, pseudo-random numbers, testing.

DOI: 10.20948/prepr-2019-137



© Steklov Math. Inst. of RAS, 2024