Unreliability of available pseudorandom number generators

DOI10.1134/S0965542520110044MaRDI QIDQ2214601zbMATH OpenOpenAlexFDO

Authors Yanyan Li

Publication date 10 December 2020

Published in Computational Mathematics and Mathematical Physics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1134/s0965542520110044

zbMATH Keywords

Monte Carlo methodspseudorandom numbers

Mathematics Subject Classification ID

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

Recommendations

• A comparative study of some pseudorandom number generators
• Uniform random number generation
• On the adequacy of pseudy-random number generators (or: How big a period do we need?)
• Generation and statistical tests of sequences of n-distributed pseudorandom numbers
• scientific article; zbMATH DE number 1103064

Cites work

• A new class of random number generators
• A PRNG specialized in double precision floating point numbers using an affine transition
• Good Parameters and Implementations for Combined Multiple Recursive Random Number Generators
• scientific article; zbMATH DE number 3115436 (Why is no real title available?)
• scientific article; zbMATH DE number 3454731 (Why is no real title available?)
• Mersenne twister

Cited in

(4)

• Efficiency test of pseudorandom number generators using random walks
• scientific article; zbMATH DE number 1203818 (Why is no real title available?)
• scientific article; zbMATH DE number 710580 (Why is no real title available?)
• Re-seeding invalidates tests of random number generators

Describes a project that uses

Uses Software

• MersenneTwister
• Ziggurat
• AS 183
• rnorrexp

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