How to improve a random number generator
type: Item
instance of: scholarly article
title: How to improve a random number generator
zbMATH Open document ID: 0951.65005
DOI: 10.1016/S0010-4655(99)00434-8
author: Ana Proykova
published in: Computer Physics Communications
publication date: 2000-12-06T00:00:00Z
review text: Numerical experiments with random walking indicate the sensitivity of the results on the autocorrelation of the used (pseudo)random numbers. The author experiment with the double randomization technique. This technique uses one generator to produce a large array of random numbers. A second generator (not necesarily a different one) samples numbers from the array. Experiments are performed with various combinations of generators. The results of random walking experiments using the numbers are used as the indicator of the quality of such tools. The conclusion, not surprising, is that the quality depends mainly on the quality of the generator filling the array. One combination of generators has very good results. The paper presents no formal tests. All its conclusions are based on the diagrams showing graphically the results of the random walk experiments.
Mathematics Subject Classification ID: 65C10
Mathematics Subject Classification ID: 11K45
Mathematics Subject Classification ID: 60G50
zbMATH DE Number: 1422844
zbMATH Keywords: random number generation
zbMATH Keywords: autocorrelation
zbMATH Keywords: random walk
zbMATH Keywords: numerical examples
zbMATH Keywords: pseudo-random numbers
reviewed by: Jaroslav Král
MaRDI profile type: Publication
full work available at URL: s0010-4655(99)00434-8
OpenAlex ID: W2166816996
description: scientific article; zbMATH DE number 1422844