Improving random number generators on micro-computers

DOI10.1016/0305-0548(90)90005-RMaRDI QIDQ911216zbMATH OpenOpenAlexFDO

Authors N. E. Zubov

Publication date 1990

Published in Computers \& Operations Research (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0305-0548(90)90005-r

zbMATH Keywords

analysis of generatorsauto-correlation of the output with shiftsclassifying tabular schemelow order serial correlationmicrocomputersnumerical resultsrandom number generatorstest

Mathematics Subject Classification ID

Random number generation in numerical analysis (65C10) Specification and verification (program logics, model checking, etc.) (68Q60)

Review text

The short and concise conclusion of this report reads mainly: The prudent (user of program packages) examines the [statistical] characteristics of embedded random number generators (RNG) before application, and that not only derived from its complete output sequence as a whole entity, but also from (n-tuples and) subsequences thereof, selected in the same way as actually in the envisaged application. - Herein with ``Embedded RNG is meant: RNG belonging to a package offered in the market, but distributed without any sufficient description of its implementation (which situation tends to become more and more a common habit) and without any substantial warranty concerning originator and use within the package. Conditio sine qua non: The RNG can be called and examined separately and independently from the rest of the package by the user applying statistical tests to the output via calling programs. The report itself describes an actual examination of three such RNG's - no identification given, only results - and subsequent trials of successively improving their weakness by modifying their output with the output of the same or another weak RNG (without revealing more of this latter one) along the lines of other authors. As main indicator for weakness (failure) is emphasized the outcome of tests for ``low order serial correlation i.e. auto-correlation of the output with shifts (``lags) of up to 16 places. The improvements are guided by qualitative considerations on the effect of the details and parameters of the modifications and by judging the numerical results of the main test and a set of other tests recommended in the standard (and mentioned) literature. For this a special described classifying tabular scheme is employed.

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Cites work

• An exact determination of serial correlations of pseudo-random numbers
• Autocorrelation Peaks in Congruential Pseudorandom Number Generators
• scientific article; zbMATH DE number 3770836 (Why is no real title available?)
• scientific article; zbMATH DE number 3303654 (Why is no real title available?)
• Improving a Poor Random Number Generator
• Improving random number generators on micro-computers
• Some Experimental Observations on the Behavior of Composite Random Number Generators
• Uniform Random Number Generators

Cited in

(6)

• How to improve a random number generator
• Random number generators for microcomputers
• scientific article; zbMATH DE number 4054889 (Why is no real title available?)
• scientific article; zbMATH DE number 1286145 (Why is no real title available?)
• Randomness of Low-Order Bits in Random Number Generators
• Improving random number generators on micro-computers

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