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Unreliability of Available Pseudorandom Number Generators
Computational Mathematics and Mathematical Physics ( IF 0.7 ) Pub Date : 2020-12-08 , DOI: 10.1134/s0965542520110044
A. A. Belov , N. N. Kalitkin , M. A. Tintul

Abstract

The problem of generating sequences of uniformly distributed pseudorandom numbers is considered. A simple visual test for estimating the randomness of numbers in a sequence is used. The test shows that the most popular modern random number generators, such as the Mersenne Twister, linear congruential sequence, and others, yield unsatisfactory results. Accordingly, the generation of good generators remains an open problem, and results of computing stochastic processes (molecular dynamics method, etc.) have to be treated with caution.



中文翻译:

可用的伪随机数生成器的不可靠性

摘要

考虑了生成均匀分布的伪随机数序列的问题。使用简单的视觉测试来估计序列中数字的随机性。测试表明,最流行的现代随机数生成器(例如Mersenne Twister,线性同余序列等)产生的结果并不令人满意。因此,好的发电机的产生仍然是一个悬而未决的问题,并且必须谨慎对待计算随机过程(分子动力学方法等)的结果。

更新日期:2020-12-08
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