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A novel Mathematical Random Number Generator (MRNG) is presented here. In this case, "mathematical" refers to the fact that to construct that generator it is not necessary to resort to a physical phenomenon, such as the thermal noise of an…

Numerical Analysis · Computer Science 2012-11-22 Osvaldo Skliar , Ricardo E. Monge , Sherry Gapper , Guillermo Oviedo

High quality random numbers are necessary in the modern world. Ranging from encryption keys in cyber security to models and simulations for scientific use: it's important that these random numbers are of high quality and quickly attainable.…

Cryptography and Security · Computer Science 2024-05-16 Dmitriy Beznosko , Keith Driscoll , Fernando Guadarrama , Steven Mai , Nikolas Thornton

A Pseudo-Random Number Generator (PRNG) is any algorithm generating a sequence of numbers approximating properties of random numbers. These numbers are widely employed in mid-level cryptography and in software applications. Test suites are…

Cryptography and Security · Computer Science 2020-11-20 Luca Pasqualini , Maurizio Parton

Pseudo-random number generators (PRNGs) are essential in a wide range of applications, from cryptography to statistical simulations and optimization algorithms. While uniform randomness is crucial for security-critical areas like…

Cryptography and Security · Computer Science 2025-01-03 Jianan Wu , Ahmet Yusuf Salim , Eslam Elmitwalli , Selçuk Köse , Zeljko Ignjatovic

The RngStreams software package provides one viable solution to the problem of creating independent random number streams for simulations in parallel processing environments. Techniques are presented for effectively using RngStreams with…

Mathematical Software · Computer Science 2015-05-26 Andrew T. Karl , Randy Eubank , Jelena Milovanovic , Mark Reiser , Dennis Young

The problem of constructing effective statistical tests for random number generators (RNG) is considered. Currently, there are hundreds of RNG statistical tests that are often combined into so-called batteries, each containing from a dozen…

Statistics Theory · Mathematics 2020-07-15 Boris Ryabko

High-Level Synthesis (HLS) enables rapid prototyping of complex hardware designs by translating C or C++ code to low-level RTL code. However, the testing and evaluation of HLS designs still typically rely on slow RTL-level simulators that…

Performance · Computer Science 2024-04-18 Rishov Sarkar , Rachel Paul , Cong Hao

The problem of constructing effective statistical tests for random number generators (RNG) is considered. Currently, statistical tests for RNGs are a mandatory part of cryptographic information protection systems, but their effectiveness is…

Information Theory · Computer Science 2019-12-16 Boris Ryabko

Langevin Dynamics, Monte Carlo, and all-atom Molecular Dynamics simulations in implicit solvent, widely used to access the microscopic transitions in biomolecules, require a reliable source of random numbers. Here we present the two main…

Chemical Physics · Physics 2010-03-05 A. Zhmurov , K. Rybnikov , Y. Kholodov , V. Barsegov

Parsing is a fundamental building block in modern compilers, and for industrial programming languages, it is a surprisingly involved task. There are known approaches to generate parsers automatically, but the prevailing consensus is that…

Formal Languages and Automata Theory · Computer Science 2022-09-20 Joe Zimmerman

The library PRAND for pseudorandom number generation for modern CPUs and GPUs is presented. It contains both single-threaded and multi-threaded realizations of a number of modern and most reliable generators recently proposed and studied in…

Computational Physics · Physics 2014-02-18 L. Yu. Barash , L. N. Shchur

In the quantum Monte Carlo (QMC) method, the Pseudo-Random Number Generator (PRNG) plays a crucial role in determining the computation time. However, the hidden structure of the PRNG may lead to serious issues such as the breakdown of the…

Strongly Correlated Electrons · Physics 2024-03-12 Dong-Xu Liu , Wei Xu , Xue-Feng Zhang

Even if the output of a Random Number Generator (RNG) is perfectly uniformly distributed, it may be correlated to pre-existing information and therefore be predictable. Statistical tests are thus not sufficient to guarantee that an RNG is…

Quantum Physics · Physics 2013-11-20 Daniela Frauchiger , Renato Renner , Matthias Troyer

Emergence of stochastic simulations as an extensively used computational tool for scientific purposes intensified the need for more accurate ways of generating sufficiently long sequences of uncorrelated random numbers. Even though several…

Mathematical Software · Computer Science 2014-08-14 Ayse Ferhan Yesil , M. Cemal Yalabik

Optimizing the performance of large-scale software repositories demands expertise in code reasoning and software engineering (SWE) to reduce runtime while preserving program correctness. However, most benchmarks emphasize what to fix rather…

In recent years, significant progress has been made in the field of robotic reinforcement learning (RL), enabling methods that handle complex image observations, train in the real world, and incorporate auxiliary data, such as…

A C library for random number generation, Randompack, is presented. The library implements several modern random number generators (engines), including xoshiro256, PCG64, Philox, ranlux++, and sfc64; 14 continuous distributions including…

Applications · Statistics 2026-05-11 Kristján Jónasson

Pseudo-Random Numbers Generators (PRNGs) are algorithms produced to generate long sequences of statistically uncorrelated numbers, i.e. Pseudo-Random Numbers (PRNs). These numbers are widely employed in mid-level cryptography and in…

Cryptography and Security · Computer Science 2019-12-30 Luca Pasqualini , Maurizio Parton

This article contains the first published example of a real economic balance sheet where the Solvency II ratio substantially depends on the seed selected for the random number generator (RNG) used. The theoretical background and the main…

Risk Management · Quantitative Finance 2018-02-06 Quinn Culver , Dennis Heitmann , Christian Weiß

Third-party libraries are crucial to the development of software projects. To get suitable libraries, developers need to search through millions of libraries by filtering, evaluating, and comparing. The vast number of libraries places a…

Software Engineering · Computer Science 2020-05-26 Zhensu Sun , Yan Liu , Ziming Cheng , Chen Yang , Pengyu Che