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This paper develops the first method for the exact simulation of reflected Brownian motion (RBM) with non-stationary drift and infinitesimal variance. The running time of generating exact samples of non-stationary RBM at any time $t$ is…

Probability · Mathematics 2013-12-30 Mohammad Mousavi , Peter W. Glynn

In recent years, true random number generators (TRNGs) based on magnetic tunnelling junction (MTJ) have become increasingly attractive. This is because MTJ-based TRNGs offer some advantages over traditional CMOS-based TRNGs, such as smaller…

Quantum Physics · Physics 2023-03-28 Hong Jie Ng , Shuhan Yang , Zhaoyang Yao , Hyunsoo Yang , Charles C. -W. Lim

The Mersenne Twister (MT) is a pseudo-random number generator (PRNG) widely used in High Performance Computing for parallel stochastic simulations. We aim to assess the quality of common parallelization techniques used to generate large…

Distributed, Parallel, and Cluster Computing · Computer Science 2024-01-31 Benjamin Antunes , Claude Mazel , David R. C Hill

The decoder-based machine learning generative algorithms such as Generative Adversarial Networks (GAN), Variational Auto-Encoders (VAE), Transformers show impressive results when constructing objects similar to those in a training ensemble.…

Computer Vision and Pattern Recognition · Computer Science 2024-02-20 Gabriel Turinici

The optimizations of the track fittings require complex simulations of silicon strip detectors to be compliant with the fundamental properties of the hit heteroscedasticity. Many different generations of random numbers must be available…

Instrumentation and Detectors · Physics 2023-09-06 Gregorio Landi , Giovanni E. Landi

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

The numerical renormalization group (NRG) is rephrased as a variational method with the cost function given by the sum of all the energies of the effective low-energy Hamiltonian. This allows to systematically improve the spectrum obtained…

Quantum Physics · Physics 2013-05-23 Iztok Pizorn , Frank Verstraete

Device-independent quantum random number generation (DIQRNG) is the gold standard for generating truly random numbers, as it can produce certifiably random numbers from untrusted devices. However, the stringent device requirements of…

Quantum Physics · Physics 2025-09-09 Ignatius William Primaatmaja , Hong Jie Ng , Koon Tong Goh

Bluetooth chips must include a Random Number Generator (RNG). This RNG is used internally within cryptographic primitives but also exposed to the operating system for chip-external applications. In general, it is a black box with…

Cryptography and Security · Computer Science 2020-07-01 Jörn Tillmanns , Jiska Classen , Felix Rohrbach , Matthias Hollick

The emerging magneto-resistive RAM (MRAM) has considerable potential to become a universal memory technology because of its several advantages: unlimited endurance, lower read/write latency, ultralow-power operation, high-density, and CMOS…

Emerging Technologies · Computer Science 2021-04-02 Farah Ferdaus , B. M. S. Bahar Talukder , Mehdi Sadi , Md Tauhidur Rahman

Pseudorandom values are often generated as 64-bit binary words. These random words need to be converted into ranged values without statistical bias. We present an efficient algorithm to generate multiple independent uniformly-random bounded…

Data Structures and Algorithms · Computer Science 2025-04-08 Nevin Brackett-Rozinsky , Daniel Lemire

$\mathbf F_2$-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

Certifying random number generators is challenging, especially in security-critical fields like cryptography. Here, we demonstrate a measurement-device-independent quantum random number generator (MDI-QRNG) using high-dimensional photonic…

A recursive random number generator using prime reciprocals is described.

Cryptography and Security · Computer Science 2009-07-31 Subhash Kak

Quantum Key Distribution(QKD) thrives to achieve perfect secrecy of One time Pad (OTP) through quantum processes. One of the crucial components of QKD are Quantum Random Number Generators(QRNG) for generation of keys. Unfortunately, these…

Cryptography and Security · Computer Science 2023-11-07 Arun Mishra , Kanaka Raju Pandiri , Anupama Arjun Pandit , Lucy Sharma

In this work, we argue that the implications of Pseudo and Quantum Random Number Generators (PRNG and QRNG) inexplicably affect the performances and behaviours of various machine learning models that require a random input. These…

Machine Learning · Computer Science 2019-10-11 Jordan J. Bird , Anikó Ekárt , Diego R. Faria

Score-based generative models have demonstrated significant practical success in data-generating tasks. The models establish a diffusion process that perturbs the ground truth data to Gaussian noise and then learn the reverse process to…

Machine Learning · Computer Science 2024-05-24 Ziqing Wen , Xiaoge Deng , Ping Luo , Tao Sun , Dongsheng Li

We present a simple setup to implement truly random number generator based on the measurement of the laser phase noise. From the entropy point of view, we estimate the number of truly random bits that can be extracted from the sampled Byte.…

Quantum Physics · Physics 2010-06-18 Yu Liu , Mingyi Zhu , Hong Guo

We propose a novel modular debiasing technique applicable to any discrete random source, addressing the fundamental challenge of reliably extracting high-quality randomness from inherently imperfect physical processes. The method involves…

Data Analysis, Statistics and Probability · Physics 2025-05-12 Eduardo Gueron

The recently introduced multifractal network generator (MFNG), has been shown to provide a simple and flexible tool for creating random graphs with very diverse features. The MFNG is based on multifractal measures embedded in 2d, leading…

Data Analysis, Statistics and Probability · Physics 2015-03-17 G. Palla , P. Pollner , T. Vicsek
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