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Zhurnal Vychislitel'noi Matematiki i Matematicheskoi Fiziki, 2020, Volume 60, Number 11, Pages 1807–1814
DOI: https://doi.org/10.31857/S0044466920110046 (Mi zvmmf11153) 		 
This article is cited in 4 scientific papers (total in 4 papers)

General numerical methods

Unreliability of available pseudorandom number generators

A. A. Belovab, N. N. Kalitkinc, M. A. Tintula

a Faculty of Physics, Lomonosov Moscow State University, Moscow, 119991 Russia
b RUDN University, Moscow, 115419 Russia
c Federal Research Center Keldysh Institute of Applied Mathematics, Russian Academy of Sciences, Moscow, 125047 Russia
Citations (4)
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DOI: https://doi.org/10.31857/S0044466920110046
Abstract: The problem of generating sequences of uniformly distributed pseudorandom numbers is considered. A simple visual test for estimating the randomness of numbers in a sequence is used. The test shows that the most popular modern random number generators, such as the Mersenne Twister, linear congruential sequence, and others, yield unsatisfactory results. Accordingly, the generation of good generators remains an open problem, and results of computing stochastic processes (molecular dynamics method, etc.) have to be treated with caution.
Key words: Monte Carlo methods, pseudorandom numbers, testing.
Received: 07.02.2020
Revised: 07.02.2020
Accepted: 07.07.2020
English version:
Computational Mathematics and Mathematical Physics, 2020, Volume 60, Issue 11, Pages 1747–1753
DOI: https://doi.org/10.1134/S0965542520110044
Bibliographic databases:
Document Type: Article
UDC: 519.65
Language: Russian
Citation: A. A. Belov, N. N. Kalitkin, M. A. Tintul, “Unreliability of available pseudorandom number generators”, Zh. Vychisl. Mat. Mat. Fiz., 60:11 (2020), 1807–1814; Comput. Math. Math. Phys., 60:11 (2020), 1747–1753
Citation in format AMSBIB
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    • This publication is cited in the following 4 articles:
    Citing articles in Google Scholar: Russian citations, English citations
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    		Журнал вычислительной математики и математической физики Computational Mathematics and Mathematical Physics
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