The myth of equidistribution for high-dimensional simulation
نویسنده
چکیده
A pseudo-random number generator (RNG) might be used to generate w-bit random samples in d dimensions if the number of state bits is at least dw. Some RNGs perform better than others and the concept of equidistribution has been introduced in the literature in order to rank different RNGs. We define what it means for a RNG to be (d,w)-equidistributed, and then argue that (d,w)-equidistribution is not necessarily a desirable property. ∗Copyright c ©2007–2010 R. P. Brent rpb240
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ورودعنوان ژورنال:
- CoRR
دوره abs/1005.1320 شماره
صفحات -
تاریخ انتشار 2007