Resolution-stationary random number generators

9 years 29 days ago
Resolution-stationary random number generators
Besides speed and period length, the quality of uniform random number generators is usually assessed by measuring the uniformity of their point sets, formed by taking vectors of successive output values over their entire period length. For F2-linear generators, the commonly adopted measures of uniformity are based on the equidistribution of the most significant bits of the output. In this paper, we point out weaknesses of these measures and introduce generalizations that also give importance to the low-order (less significant) bits. These measures look at the equidistribution obtained when we permute the bits of each output value in a certain way. In a parameter search for good generators, a quality criterion based on these new measures of equidistribution helps avoiding generators that fail statistical tests targeting their low-order bits. We also introduce the notion of resolution-stationary generators, whose point sets are invariant under a multiplication by certain powers of 2, ...
François Panneton, Pierre L'Ecuyer
Added 29 Jan 2011
Updated 29 Jan 2011
Type Journal
Year 2010
Where MCS
Authors François Panneton, Pierre L'Ecuyer
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