Computing Reviews
Today's Issue Hot Topics Search Browse Recommended My Account Log In
Review Help
Search
Stochastic investigations of pseudo-random number generators
Ugrin-Šparac G. Computing46 (1):53-65,1991.Type:Article
Date Reviewed: Apr 1 1992

The accepted pseudorandom number generators (PRNGs) having a (0,1) uniform distribution are tested to check if their behavior is really random. The “good” PRNGs must pass all imaginable tests.

This paper establishes a hierarchy of known PRNGs. The author analyses the accuracy of the pseudorandom number (PRN) sequences produced by a given PRNG. The quality of a random sequence is dependent on some local properties, such as the presence or absence of correlation among neighbor members of the generated random string. It is also determined by global properties of that sequence, which are related to the real multivariate distribution of the random elements of the string. Classifying PRNGs is difficult because the resulting random strings are dependent on the chosen generator seeds and on the sample volumes.

The author imagines a transformation of any (0,1) uniform random sequence into a discrete random sequence that has a known distribution. The proposed transformation is chosen so as to amplify the imperfections of the initial uniform (0,1) random string. Thus, the quality rankings of the studied PRNGs are given by the “good” properties of the transformed discrete random sequences. Since the theoretical distribution of these discrete sequences can be computed, the quality of any sequence is determined by the difference between the empirical and theoretical results concerning statistical functions of the sequence members.

The author applied the following comparison procedures: the chi-square test for goodness of fit, the approximation of a distribution by the normal distribution using a central limit theorem, and global comparison of the theoretical and empirical moments for the discrete random string obtained from the transformation. Using these interesting and practical techniques, the author effectively analyses more than 50 imposed PRNGs.

Reviewer:  Stefan Stef&acaron;nescu Review #: CR115376
Bookmark and Share
 
Random Number Generation (G.3 ... )
 
Would you recommend this review?
yes
no
Other reviews under "Random Number Generation": Date
Implementing a random number package with splitting facilities
L’Ecuyer P. (ed), Côté S. ACM Transactions on Mathematical Software 17(1): 98-111, 1991. Type: Article
Nov 1 1991
Efficient and portable combined Tausworthe random number generators
Tezuka S., L’Ecuyer P. (ed) ACM Transactions on Modeling and Computer Simulation 1(2): 99-112, 1991. Type: Article
May 1 1992
How to generate cryptographically strong sequences of pseudo-random bits
Blum M., Micali S. SIAM Journal on Computing 13(4): 850-864, 1984. Type: Article
May 1 1985
more...

E-Mail This Printer-Friendly
Send Your Comments
Contact Us
Reproduction in whole or in part without permission is prohibited.   Copyright 1999-2024 ThinkLoud®
Terms of Use
| Privacy Policy