Pseudo-random properties of a linear congruential generator investigated by b-adic diaphony
Peter Stoev, Stanislava Stoilova
Abstract
Peter Stoev, Stanislava Stoilova
Abstract
In the proposed paper we continue the study of the diaphony, defined in b-adic number system, and we extend it in different directions. We investigate this diaphony as a tool for estimation of the pseudorandom properties of some of the most used random number generators. This is done by evaluating the distribution of specially constructed two-dimensional nets on the base of the obtained random numbers. The aim is to see how the generated numbers are suitable for calculations in some numerical methods (Monte Carlo etc.).
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In the proposed paper we continue the study of the diaphony, defined in b-adic number system, and we extend it in different directions. We investigate this diaphony as a tool for estimation of the pseudorandom properties of some of the most used random number generators. This is done by evaluating the distribution of specially constructed two-dimensional nets on the base of the obtained random numbers. The aim is to see how the generated numbers are suitable for calculations in some numerical methods (Monte Carlo etc.).
Key concepts: Pseudorandom number generator, Random number generation, Linear congruential generator, Monte Carlo method, Generator (circuit theory), Pseudorandomness, Computer science, Base (topology)