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The 32-bit Mersenne Twister generator MT19937 is a widely used random number generator. To generate numbers with more than 32 bits in bit length, and particularly when converting into 53-bit double-precision floating-point numbers in…

Numerical Analysis · Mathematics 2020-03-13 Shin Harase

Many simulation applications require the generation of long sequences of pseudo-random numbers. Linear recurrences modulo 2 are commonly used as the fundamental building block for constructing pseudo-random number generators with extended…

Distributed, Parallel, and Cluster Computing · Computer Science 2026-05-19 Fabio Cannizzo

CPUs and operating systems are moving from 32 to 64 bits, and hence it is important to have good pseudorandom number generators designed to fully exploit these word lengths. However, existing 64-bit very long period generators based on…

Numerical Analysis · Mathematics 2019-01-25 Shin Harase , Takamitsu Kimoto

The Mersenne Twister MT19937 pseudorandom number generator, introduced by the last two authors in 1998, is still widely used. It passes all existing statistical tests, except for the linear complexity test, which measures the ratio of the…

Mathematical Software · Computer Science 2026-01-05 Alain Schumacher , Takuji Nishimura , Makoto Matsumoto

When the Mersenne Twister made his first appearance in 1997 it was a powerful example of how linear maps on $\mathbf F_2$ could be used to generate pseudorandom numbers. In particular, the easiness with which generators with long periods…

Data Structures and Algorithms · Computer Science 2025-06-23 Sebastiano Vigna

We combine the design of two \emph{random number generators}, \emph{Mersenne Twister} and \emph{Xorgens}, to obtain a new class of generators with heavy-weight characteristic polynomials (exceeded only by the {\sc well} generators) and high…

Data Structures and Algorithms · Computer Science 2020-11-17 Marcel Van de Vel

This paper proposes a type of pseudorandom number generator, Mersenne Twister for Graphic Processor (MTGP), for efficient generation on graphic processessing units (GPUs). MTGP supports large state sizes such as 11213 bits, and uses the…

Mathematical Software · Computer Science 2013-03-14 Mutsuo Saito , Makoto Matsumoto

$\mathbf F_2$-linear pseudorandom number generators are very popular due to their high speed, to the ease with which generators with a sizable state space can be created, and to their provable theoretical properties. However, they suffer…

Data Structures and Algorithms · Computer Science 2022-03-29 David Blackman , Sebastiano Vigna

We define two a priori tests of pseudo-random number generators for the class of linear matrix-recursions. The first desirable property of a random number generator is the smallness of serial or lagged correlations between generated…

Data Analysis, Statistics and Probability · Physics 2018-04-06 Spyros Konitopoulos , Konstantin G. Savvidy

We develop a method for generating pseudorandom binary sequences using the Bernoulli map on cubic algebraic integers. The distinguishing characteristic of our generator is that it generates chaotic true orbits of the Bernoulli map by exact…

Number Theory · Mathematics 2018-11-14 Asaki Saito , Akihiro Yamaguchi

Gaussian random number generators attract a widespread interest due to their applications in several fields. Important requirements include easy implementation, tail accuracy, and, finally, a flat spectrum. In this work, we study the…

Information Theory · Computer Science 2024-04-04 Francisco-Javier Soto , Ana I. Gómez , Domingo Gómez-Pérez

We establish new correlation bounds and pseudorandom generators for a collection of computation models. These models are all natural generalizations of structured low-degree $F_2$-polynomials that we did not have correlation bounds for…

Computational Complexity · Computer Science 2025-01-07 Vinayak M. Kumar

In quasi-Monte Carlo methods, generating high-dimensional low discrepancy sequences by generator matrices is a popular and efficient approach. Historically, constructing or finding such generator matrices has been a hard problem. In…

In this survey we summarize properties of pseudorandomness and non-randomness of some number-theoretic sequences and present results on their behaviour under the following measures of pseudorandomness: balance, linear complexity,…

Number Theory · Mathematics 2023-05-22 Arne Winterhof

Deep generative models provide a systematic way to learn nonlinear data distributions, through a set of latent variables and a nonlinear "generator" function that maps latent points into the input space. The nonlinearity of the generator…

Machine Learning · Statistics 2021-12-14 Georgios Arvanitidis , Lars Kai Hansen , Søren Hauberg

We obtain new explicit pseudorandom generators for several computational models involving groups. Our main results are as follows: 1. We consider read-once group-products over a finite group $G$, i.e., tests of the form $\prod_{i=1}^n…

Computational Complexity · Computer Science 2025-06-05 Chin Ho Lee , Emanuele Viola

We present results of an extensive test program of a group of pseudorandom number generators which are commonly used in the applications of physics, in particular in Monte Carlo simulations. The generators include public domain programs,…

High Energy Physics - Lattice · Physics 2009-10-22 I. Vattulainen , K. Kankaala , J. Saarinen , T. Ala-Nissila

We present an iterative approach to constructing pseudorandom generators, based on the repeated application of mild pseudorandom restrictions. We use this template to construct pseudorandom generators for combinatorial rectangles and…

Computational Complexity · Computer Science 2012-10-02 Parikshit Gopalan , Raghu Meka , Omer Reingold , Luca Trevisan , Salil Vadhan

Gaussian process-based latent variable models are flexible and theoretically grounded tools for nonlinear dimension reduction, but generalizing to non-Gaussian data likelihoods within this nonlinear framework is statistically challenging.…

Machine Learning · Statistics 2020-06-22 Gregory W. Gundersen , Michael Minyi Zhang , Barbara E. Engelhardt

The behavior of a family of dissipative dynamical systems representing transformations of two-dimensional torus is studied on a discrete lattice and compared with that of conservative hyperbolic automorphisms of the torus. Applying…

Computational Physics · Physics 2011-06-21 L. Yu. Barash
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