Exponential decay of correlations functions in MIXMAX generator of pseudorandom numbers

DOI10.1016/j.chaos.2018.01.007zbMath1380.65015OpenAlexW2786643614WikidataQ115579739 ScholiaQ115579739MaRDI QIDQ1697607

Konstantin G. Savvidy, George K. Savvidy

Publication date: 20 February 2018

Published in: Chaos, Solitons and Fractals (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.chaos.2018.01.007

zbMATH Keywords

hyperbolic systemsexponential decay of correlationspseudorandom number generatorsAnosov C-systemsentropy of chaotic systemsKolmogorov K-systems

Mathematics Subject Classification ID

Random number generation in numerical analysis (65C10)

Related Items (4)

Spectral test of the MIXMAX random number generators ⋮ Maximally chaotic dynamical systems ⋮ Artin billiard: exponential decay of correlation functions ⋮ Black hole S-matrix for a scalar field

Uses Software

• MersenneTwister
• TestU01
• MRG32k3a
• MIXMAX

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Anosov C-systems and random number generators
• Particle creation by black holes
• The MIXMAX random number generator
• Handbook of computational statistics. Concepts and methods.
• Perturbations of geodesic flows on surfaces of constant negative curvature and their mixing properties
• Markov approximations and decay of correlations for Anosov flows
• On decay of correlations in Anosov flows
• On the Monte Carlo simulation of physical systems
• Decay of correlations for certain quadratic maps
• Ergodic and statistical properties of piecewise linear hyperbolic automorphisms of the 2-torus
• A bound on chaos
• Limit theorems and Markov approximations for chaotic dynamical systems
• The central limit theorem for geodesic flows on \(n\)-dimensional manifolds of negative curvature
• Random numbers for parallel computers: requirements and methods, with emphasis on gpus
• Spectrum and entropy of C-systems MIXMAX random number generator
• On the distribution of values of sums of the type \(\sum f(2^kt)\)
• The Jacobi metric for timelike geodesics in static spacetimes
• Jacobi-Maupertuis-Eisenhart metric and geodesic flows
• A Central Limit Theorem for Additive Random Functions
• TestU01
• Mersenne twister
• Combined Multiple Recursive Random Number Generators
• Good Parameters and Implementations for Combined Multiple Recursive Random Number Generators
• Lipschitz distributions and Anosov flows
• Black hole explosions?
• The Monte Carlo Method
• Equilibrium states and the ergodic theory of Anosov diffeomorphisms
• Estimates of correlation decay in auto/endomorphisms of the \(n\)-torus

This page was built for publication: Exponential decay of correlations functions in MIXMAX generator of pseudorandom numbers