Related papers: Statistical tests for MIXMAX pseudorandom number g…
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…
We investigate Monte Carlo based algorithms for solving stochastic control problems with probabilistic constraints. Our motivation comes from microgrid management, where the controller tries to optimally dispatch a diesel generator while…
The hyperbolic Anosov C-systems have a countable set of everywhere dense periodic trajectories which have been recently used to generate pseudorandom numbers. The asymptotic distribution of periodic trajectories of C-systems with periods…
This paper has a practical aim. For a long time, implementations of pseudorandom number generators in standard libraries of programming languages had poor quality. The situation started to improve only recently. Up to now, a large number of…
Stochastic simulations are often sensitive to the source of randomness that character-izes the statistical quality of their results. Consequently, we need highly reliable Random Number Generators (RNGs) to feed such applications. Recent…
The heart of every Monte Carlo simulation is a source of high quality random numbers and the generator has to be picked carefully. Since the ``Ferrenberg affair'' it is known to a broad community that statistical tests alone do not suffice…
The library RNGSSELIB for random number generators (RNGs) based upon the SSE2 command set is presented. The library contains realization of a number of modern and most reliable generators. Usage of SSE2 command set allows to substantially…
Recently the collider physics community has seen significant advances in the formalisms and implementations of event generators. This review is a primer of the methods commonly used for the simulation of high energy physics events at…
We shall review the cellular automaton(CA)-based pseudorandom-number generators (PRNGs), and show that one of these PRNGs can generate high-quality random numbers which can pass all of the statistical tests provided by the National…
Monte Carlo event generators are central to high-energy physics analysis. However, workflows based on handwritten scripts can be difficult to reuse, modify, and reproduce when multiple Monte Carlo models, tune variations, run variations,…
The goal of this project is to design a digital dice that displays dice numbers in real-time. The number is generated by a pseudo-random number generator (PRNG) using XORshift algorithm that is implemented in Verilog HDL on an FPGA. The…
We present a new version of TRQS package for Mathematica computing system. The package allows harnessing quantum random number generators (QRNG) for investigating the statistical properties of quantum states. It implements a number of…
We show that the latest version of massively parallel processing associative string processing architecture (System-V) is applicable for fast Monte Carlo simulation if an effective on-processor random number generator is implemented. Our…
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…
Marsaglia proposed recently xorshift generators as a class of very fast, good-quality pseudorandom number generators. Subsequent analysis by Panneton and L'Ecuyer has lowered the expectations raised by Marsaglia's paper, showing several…
This paper focuses on the design and implementation of a high-quality and high-throughput true-random number generator (TRNG) in FPGA. Various practical issues which we encountered are highlighted and the influence of the various parameters…
Histogram-based template fits are the main technique used for estimating parameters of high energy physics Monte Carlo generators. Parametrized neural network reweighting can be used to extend this fitting procedure to many dimensions and…
Pulsars exhibit signals with precise inter-arrival times that are on the order of milliseconds to seconds, depending on the individual pulsar. There are subtle variations in the timing of pulsar signals. We show that these variations can…
Revisions are almost entirely in the introduction and conclusion. Results are unchanged, however the comments and recommendations on different generators were changed, and more references were added.
Designing a pseudorandom number generator (PRNG) is a difficult and complex task. Many recent works have considered chaotic functions as the basis of built PRNGs: the quality of the output would indeed be an obvious consequence of some…