Exponential decay of correlations functions in MIXMAX generator of pseudorandom numbers

DOI10.1016/J.CHAOS.2018.01.007zbMATH Open1380.65015OpenAlexW2786643614WikidataQ115579739 ScholiaQ115579739MaRDI QIDQ1697607FDOQ1697607

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

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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)

Cites Work

• Mersenne twister
• Spectrum and entropy of C-systems MIXMAX random number generator
• Good Parameters and Implementations for Combined Multiple Recursive Random Number Generators
• The MIXMAX random number generator
• Title not available (Why is that?)
• Decay of correlations for certain quadratic maps
• Title not available (Why is that?)
• Title not available (Why is that?)
• The Monte Carlo Method
• Equilibrium states and the ergodic theory of Anosov diffeomorphisms
• Title not available (Why is that?)
• Particle creation by black holes
• Black hole explosions?
• On decay of correlations in Anosov flows
• The central limit theorem for geodesic flows on \(n\)-dimensional manifolds of negative curvature
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• TestU01
• Perturbations of geodesic flows on surfaces of constant negative curvature and their mixing properties
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• Random numbers for parallel computers: requirements and methods, with emphasis on gpus
• Markov approximations and decay of correlations for Anosov flows
• On the Monte Carlo simulation of physical systems
• The Jacobi metric for timelike geodesics in static spacetimes
• Anosov C-systems and random number generators
• Title not available (Why is that?)
• Title not available (Why is that?)
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• Handbook of computational statistics. Concepts and methods.
• A bound on chaos
• Title not available (Why is that?)
• On the distribution of values of sums of the type \(\sum f(2^kt)\)
• Lipschitz distributions and Anosov flows
• Limit theorems and Markov approximations for chaotic dynamical systems
• Title not available (Why is that?)
• Ergodic and statistical properties of piecewise linear hyperbolic automorphisms of the 2-torus
• Combined Multiple Recursive Random Number Generators
• Estimates of correlation decay in auto/endomorphisms of the \(n\)-torus
• Jacobi-Maupertuis-Eisenhart metric and geodesic flows
• A Central Limit Theorem for Additive Random Functions
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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

Uses Software

• MersenneTwister
• TestU01
• MRG32k3a
• MIXMAX

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