Exponential decay of correlations functions in MIXMAX generator of pseudorandom numbers

DOI10.1016/J.CHAOS.2018.01.007MaRDI QIDQ1697607zbMATH OpenOpenAlexWikidataFDO

Authors George Savvidy, K. G. Savvidy

Publication date 20 February 2018

Published in Chaos, Solitons and Fractals (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.chaos.2018.01.007

zbMATH Keywords

pseudorandom number generatorshyperbolic systemsexponential decay of correlationsAnosov C-systemsentropy of chaotic systemsKolmogorov K-systems

Mathematics Subject Classification ID

Random number generation in numerical analysis (65C10)

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Cites work

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• TestU01
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• The MIXMAX random number generator
• The Monte Carlo Method
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Cited in

(6)

• Maximally chaotic dynamical systems
• Spectrum and entropy of C-systems MIXMAX random number generator
• Artin billiard: exponential decay of correlation functions
• The MIXMAX random number generator
• Spectral test of the MIXMAX random number generators
• Black hole S-matrix for a scalar field

Describes a project that uses

Uses Software

• MIXMAX
• MRG32k3a
• TestU01
• MersenneTwister

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