Unreliability of Available Pseudorandom Number Generators

Abstract: The problem of generating sequences of uniformly distributed pseudorandom numbers is considered. A simple visual test for estimating the randomness of numbers in a sequence is used. The test shows that the most popular modern random number generators, such as the Mersenne Twister, linear congruential sequence, and others, yield unsatisfactory results. Accordingly, the generation of good generators remains an open problem, and results of computing stochastic processes (molecular dynamics method, etc.) have to be treated with caution. © 2020, Pleiades Publishing, Ltd.

Authors
Belov A.A. 1, 2 , Kalitkin N.N. 3 , Tintul M.A.1
Journal
Computational Mathematics and Mathematical Physics
Number of issue
11
Language
English
Pages
1747-1753
Status
Published
Link
External link
DOI
10.1134/S0965542520110044
Volume
60
Year
2020
Organizations
  • 1 Faculty of Physics, Lomonosov Moscow State University, Moscow, 119991, Russian Federation
  • 2 RUDN University, Moscow, 115419, Russian Federation
  • 3 Federal Research Center Keldysh Institute of Applied Mathematics, Russian Academy of Sciences, Moscow, 125047, Russian Federation
Keywords
Monte Carlo methods; pseudorandom numbers; testing
Date of creation
20.04.2021
Date of change
20.04.2021
Short link
https://repository.rudn.ru/en/records/article/record/72590/
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