Framework for testing random numbers in parallel calculations

Ilpo Tapio Vattulainen

    Research output: Contribution to journalJournal articleResearchpeer-review

    227 Downloads (Pure)

    Abstract

    We propose a framework for testing the quality of random numbers in parallel calculations. The key idea. is to study cross-correlations between distinct sequences of random numbers via correlations between various diffusing random walkers, each of which is governed by a distinct random number sequence. The asymptotic power-law behavior of the corresponding correlation functions yields exponents, which can be compared with exact theoretical results. Correlations prior to the asymptotic regime can be further investigated by other complementary methods. We demonstrate this approach by three efficient tests. which find correlations in various commonly used pseudorandom number generators. Finally, we discuss some ideas for applying this framework in other contexts. [S1063-651X(99)05106-5].
    Original languageEnglish
    JournalPhysical Review E. Statistical, Nonlinear, and Soft Matter Physics
    Volume59
    Issue number6
    Pages (from-to)7200-7204
    ISSN1063-651X
    DOIs
    Publication statusPublished - 1999

    Bibliographical note

    Copyright (1999) by the American Physical Society.

    Keywords

    • INVARIANCE
    • MONTE-CARLO SIMULATIONS
    • WALKS
    • ALGORITHM
    • RANLUX
    • GENERATORS

    Fingerprint Dive into the research topics of 'Framework for testing random numbers in parallel calculations'. Together they form a unique fingerprint.

    Cite this