Spectral test of the MIXMAX random number generators

DOI10.1016/J.CHAOS.2018.11.024zbMATH Open1442.65003arXiv1806.05243OpenAlexW2808407288WikidataQ59447596 ScholiaQ59447596MaRDI QIDQ2201449FDOQ2201449

George Savvidy, Narek Martirosyan, K. G. Savvidy

Publication date: 29 September 2020

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

Abstract: An important statistical test on the pseudo-random number generators is called the spectral test. The test is aimed at answering the question of distribution of the generated pseudo-random vectors in dimensions $d$ that are larger than the genuine dimension of a generator $N$. In particular, the default MIXMAX generators have various dimensions: $N=8,17,240$ and higher. Therefore the spectral test is important to perform in dimensions $d>8$ for $N=8$ generator, $d>17$ for $N=17$ and $d>240$ for $N=240$ generator. These tests have been performed by L'Ecuyer and collaborators. When $d>N$ the vectors of the generated numbers fall into the parallel hyperplanes and the distances between them can be larger than the genuine "resolution" of the MIXMAX generators, which is $l=2^{-61}$. The aim of this article is to further study the spectral properties of the MIXMAX generators, to investigate the dependence of the spectral properties of the MIXMAX generators as a function of their internal parameters and in particular their dependence on the parameter $m$. We found that the best spectral properties are realized when $m$ is between $2^{24}$ and $2^{36}$, a range which is inclusive of the value of the $N=17$ generator. We also provide the alternative parameters for the generators, $N=8$ and $N=240$ with $m$ in this optimised range.

Full work available at URL: https://arxiv.org/abs/1806.05243

zbMATH Keywords

spectral testpseudorandom numbersMIXMAX number generator

Mathematics Subject Classification ID

Random number generation in numerical analysis (65C10) Pseudo-random numbers; Monte Carlo methods (11K45)

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Cited In (2)

• Parallel streams of linear random numbers in the spectral test
• Power spectrum tests of random numbers

Uses Software

• TestU01
• MIXMAX

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