Spectral test of the MIXMAX random number generators

DOI10.1016/J.CHAOS.2018.11.024MaRDI QIDQ2201449zbMATH OpenOpenAlexWikidataFDO

Authors Narek Martirosyan, K. G. Savvidy, George Savvidy

Publication date 29 September 2020

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

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)

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.

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• scientific article; zbMATH DE number 2205587

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Cited in

(5)

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• Parallel streams of linear random numbers in the spectral test
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• Power spectrum tests of random numbers
• The MIXMAX random number generator

Describes a project that uses

Uses Software

• MIXMAX
• TestU01

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