Geometric and Statistical Properties of Pseudorandom Number Generators Based on Multiple Recursive Transformations

Conference paper
Part of the Springer Proceedings in Mathematics & Statistics book series (PROMS, volume 23)

Abstract

The equidistribution property is studied for the generators of the MRG type. A new algorithm for generating uniform pseudorandom numbers is proposed. The theory of the generator, including detailed study of its geometric and statistical properties, in particular, proofs of periodic properties and of statistical independence of bits at distances up to logarithm of mesh size, is presented. Extensive statistical testing using available test packages demonstrates excellent results, while the speed of the generator is comparable to other modern generators.

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Copyright information

© Springer-Verlag Berlin Heidelberg 2012

Authors and Affiliations

  1. 1.Landau Institute for Theoretical PhysicsChernogolovkaRussia

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