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We have carried out extensive statistical, bit level and visual tests of several random number generators used in the applications of physics. Two of the generators tested were recently included in a paper by Ferrenberg {\it et al.} (Phys.…

Condensed Matter · Physics 2007-05-23 I. Vattulainen , K. Kankaala , J. Saarinen , T. Ala-Nissila

The aim of this Thesis is to present five new tests for random numbers, which are widely used {\em e.g.} in computer simulations in physics applications. The first two tests, the cluster test and the autocorrelation test, are based on…

Condensed Matter · Physics 2008-02-03 I. Vattulainen

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

Pseudo-random number generators are widely used in many branches of science, mainly in applications related to Monte Carlo methods, although they are deterministic in design and, therefore, unsuitable for tackling fundamental problems in…

Monte Carlo simulations are an important tool in statistical physics, complex systems science, and many other fields. An increasing number of these simulations is run on parallel systems ranging from multicore desktop computers to…

Statistical Mechanics · Physics 2009-06-10 Stephan Mertens

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

Monte Carlo simulations are one of the major tools in statistical physics, complex system science, and other fields, and an increasing number of these simulations is run on distributed systems like clusters or grids. This raises the issue…

Other Condensed Matter · Physics 2007-07-03 Heiko Bauke , Stephan Mertens

We use a set of Schwinger-Dyson equations for the Ising Model to check several random number generators. For the model in two and three dimensions, it is shown that the equations are sensitive tests of bias originated by the random numbers.…

Condensed Matter · Physics 2008-12-18 H. G. Ballesteros , V. Martin-Mayor

Empirical tests for pseudorandom number generators based on the use of processes or physical models have been successfuly used and are considered as complementary to theoretical test of randomness. In this work a statistical methodology for…

Computational Physics · Physics 2011-11-09 H. F. Coronel-Brizio , A. R. Hernandez-Montoya , M. A. Jimenez-Montano , L. E. Mora-Forsbach , .

We present an extensive analysis of systematic deviations in Wolff cluster simulations of the critical Ising model, using random numbers generated by binary shift registers. We investigate how these deviations depend on the lattice size,…

Statistical Mechanics · Physics 2009-10-30 Lev N. Shchur , Henk W. J. Blöte

We investigate the mechanism that leads to systematic deviations in cluster Monte Carlo simulations when correlated pseudo-random numbers are used. We present a simple model, which enables an analysis of the effects due to correlations in…

Disordered Systems and Neural Networks · Physics 2015-06-25 L. N. Shchur , J. R. Heringa , H. W. J. Blöte

The rescaled range statistical analysis (R/S) is proposed as a new method to detect correlations in pseudorandom number generators used in Monte Carlo simulations. In an extensive test it is demonstrated that the RS analysis provides a very…

Computational Physics · Physics 2009-10-30 B. M. Gammel

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

We propose a novel pseudorandom number generator based on R\"ossler attractor and bent Boolean function. We estimated the output bits properties by number of statistical tests. The results of the cryptanalysis show that the new pseudorandom…

Cryptography and Security · Computer Science 2018-07-31 Borislav Stoyanov , Krzysztof Szczypiorski , Krasimir Kordov

Since the work of Ferrenberg et al.[PRL 69, (1992)] some pseudo random number generators are known to yield wrong results in cluster Monte Carlo simulations. In this contribution the fundamental mechanism behind this failure is discussed.…

Statistical Mechanics · Physics 2007-05-23 Stephan Mertens , Heiko Bauke

One of the striking properties of quantum mechanics is the occurrence of the Bell-type non-locality. They are a fundamental feature of the theory that allows two parties that share an entangled quantum system to observe correlations…

The ever-increasing need for random numbers is clear in many areas of computer science, from neural networks to optimization. As such, most common programming language provide easy access to Pseudorandom Number Generators. However, these…

Programming Languages · Computer Science 2021-09-28 Nils van den Honert , Diederick Vermetten , Anna V. Kononova

Randomness is a fundamental feature in nature and a valuable resource for applications ranging from cryptography and gambling to numerical simulation of physical and biological systems. Random numbers, however, are difficult to characterize…

Random numbers are an important resource for applications such as numerical simulation and secure communication. However, it is difficult to certify whether a physical random number generator is truly unpredictable. Here, we exploit the…

We propose three physical tests to measure correlations in random numbers used in Monte Carlo simulations. The first test uses autocorrelation times of certain physical quantities when the Ising model is simulated with the Wolff algorithm.…

Condensed Matter · Physics 2009-10-22 I. Vattulainen , T. Ala-Nissila , K. Kankaala
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