Related papers: A Priori Tests for the MIXMAX Random Number Genera…
An important statistical test on the pseudo-random number generators is called the spectral test. The test is aimed at answering the question of distribution of the generated pseudo-random vectors in dimensions $d$ that are larger than the…
Congruential pseudorandom number generators rely on good multipliers, that is, integers that have good performance with respect to the spectral test. We provide lists of multipliers with a good lattice structure up to dimension eight and up…
In this note, we give a practical solution to the problem of determining the maximal period of matrix generators of pseudo-random numbers which are based on an integer-valued unimodular matrix of size NxN known as MIXMAX and arithmetic…
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,…
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…
$\mathbf F_2$-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…
Sequence generators obtained by linear recursions over the two-element field $\mathbb{F}_2$, i.e., $\mathbb{F}_2$-linear generators, are widely used as pseudorandom number generators. For example, the Mersenne Twister MT19937 is one of the…
The spectral test of random number generators (R.R. Coveyou and R.D. McPherson, 1967) is generalized. The sequence of random numbers is analyzed explicitly, not just via their n-tupel distributions. We find that the mixed multiplicative…
The authors prove that the probability of choosing a nonlinear filter of m-sequences with optimal properties, that is, maximum period and maximum linear complexity, tends assymptotically to 1 as the linear feedback shift register length…
The spectral test of random number generators (R.R. Coveyou and R.D. McPherson, 1967) is generalized. The sequence of random numbers is analyzed explicitly not just via their n-tupel distributions. The generalized analysis of many…
High-dimensional feature vectors are likely to contain sets of measurements that are approximate replicates of one another. In complex applications, or automated data collection, these feature sets are not known a priori, and need to be…
The theory underlying a proposed random number generator for numerical simulations in elementary particle physics and statistical mechanics is discussed. The generator is based on an algorithm introduced by Marsaglia and Zaman, with an…
A lattice is a set of all the integer linear combinations of certain linearly independent vectors. One of the most important concepts on lattice is the successive minima which is of vital importance from both theoretical and practical…
A major problem in using iterative number generators of the form x_i=f(x_{i-1}) is that they can enter unexpectedly short cycles. This is hard to analyze when the generator is designed, hard to detect in real time when the generator is…
Pseudorandom number generators have been widely used in Monte Carlo methods, communication systems, cryptography and so on. For cryptographic applications, pseudorandom number generators are required to generate sequences which have good…
The Pseudo-Random Number Generators (PRNGs) are key tools in Monte Carlo simulations. More recently, the MIXMAX PRNG has been included in ROOT and Class Library for High Energy Physics (CLHEP) software packages and claims to be a state of…
The purpose of this article is to give, for any commutative ring A, an explicit minimal set of generators for the ring of multisymmetric functions TS^d_A(A[x_1,...,x_r]) as an A-algebra. In characteristic zero, i.e. when A is an algebra…
The matrix factor model has drawn growing attention for its advantage in achieving two-directional dimension reduction simultaneously for matrix-structured observations. In this paper, we propose a simple iterative least squares algorithm…
The vanishing ideal of a set of points $X\subseteq \mathbb{R}^n$ is the set of polynomials that evaluate to $0$ over all points $\mathbf{x} \in X$ and admits an efficient representation by a finite set of polynomials called generators. To…
In nonadaptive group testing, the main research objective is to design an efficient algorithm to identify a set of up to $t$ positive elements among $n$ samples with as few tests as possible. Disjunct matrices and separable matrices are two…