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This article is cited in 3 scientific papers (total in 3 papers)
Empirical testing of some pseudo-random numbers generators
E. A. Tsvetkov Moscow Institute of Physics and Technology (State University)
Abstract:
Empirical testing of statistical properties of some pseudo-random numbers generators based on a partition of the unit hypercube with dimension from 1 to 15 was performed. Some CLHEP library pseudo-random numbers generators, Mersenne Twister generator and MCNP generator were tested. The results of tests allowed to determine the parts of the pseudo-random numbers sequences with bad statistical properties. The easy recoverable defects of two CLHEP generators were found.
Keywords:
empirical testing of pseudo-random numbers generators, Monte Carlo simulation.
Received: 20.05.2010
Citation:
E. A. Tsvetkov, “Empirical testing of some pseudo-random numbers generators”, Matem. Mod., 23:5 (2011), 81–94; Math. Models Comput. Simul., 3:6 (2011), 697–705
Linking options:
https://www.mathnet.ru/eng/mm3111 https://www.mathnet.ru/eng/mm/v23/i5/p81
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