A search for good pseudo-random number generators: Survey and empirical studies

Pseudo-Random Number Generators

The first option here is not easy. Some pieces of data of this kind exist, for example from the decay of radioactive elements, but generally generation is slow and you cannot get the quantity of random numbers you require for modern applications. The second option here is what I’ll talk about today. Algorithms of this type are called “PseudoRandom Number Generators” (PRNGs). Many bad algorithms...

PSEUDO-RANDOM DIRECTIONAL SEARCH: A NEW HEURISTIC FOR OPTIMIZATION

Meta-heuristics have already received considerable attention in various fields of engineering optimization problems. Each of them employes some key features best suited for a specific class of problems due to its type of search space and constraints. The present work develops a Pseudo-random Directional Search, PDS, for adaptive combination of such heuristic operators. It utilizes a short term...

Random walk tests for pseudo-random number generators

It is well known that there are no perfectly good generators of random number sequences, implying the need of testing the randomness of the sequences produced by such generators. There are many tests for measuring the uniformity of random sequences, and here we propose a few new ones, designed by random walks. The experiments we have made show that our tests discover some discrepancies of rando...

Entropy of pseudo-random-number generators.

Since the work of Phys. Rev. Lett. 69, 3382 (1992)]] some pseudo-random-number generators are known to yield wrong results in cluster Monte Carlo simulations. In this contribution the fundamental mechanism behind this failure is discussed. Almost all random-number generators calculate a new pseudo-random-number x(i) from preceding values, x(i) =f( x(i-1), x(i-2), ..., x(i-q) ). Failure of these...

On Quaternionic Pseudo-Random Number Generators