Studies of the Matrix Generator Statistical Features
Abstract
The statistical features for the optimized matrix generator of pseudorandom numbers are studied. The X2 and Kolmogorov-Smirnov tests are applied for very long sequences of the tested pseudorandom numbers.
References
N.Z. Akopov, G.K. Savvidy and N. G. Ter-Arutyunian, Matrix generator of pseudorandom number, p.573-579, 1991
D. E. Knuth, The Art of the computer programming, Vol. 2. Semi numerical Algorithms, Addison-Wesley, 1981
N.Z. Akopov, G.G. Athanasiu, E.G. Floratos, G.K. Savvidy, Period of K system generator of pseudorandom numbers, Create University preprint CRETE.TH/12/95
B. Jansson, Random Number Generators, Stockholm, 1966.
G.A. Galperin, N.I. Chernow, Billiardi I Khaos, 1967.
F. Gutbrod, New trends in pseudorandom number generation, DESYT-98-01, 1998.
F. James, Monte Carlo theory and practice, CERN Geneva, 1980.
J.H. Ahrens and U. Deiter, “Extension of Forsythe's method for random sampling from the Normal distribution", Math. Comp 27, pp. 927-937, 1973.
U. Dieter, “Pseudo-random numbers. The exact distribution of pairs", Math Comp, 25, pp. 855-883, 1971.
D. Carey and D. Drijard, “Monte Carlo phase space with limited transverse momentum", J. Comp. Phys, vol. 28, pp. 327-356, 1978.
P. L’Ecuyer. Efficient and portable random number generators. Com. ACM31: 742, 1988.
I.M. Cobol, Chislennie metodi Monte-Carlo, Nauka, 1973.
F. James, A Review or practical random number generators, October 1988.
Downloads
Published
How to Cite
Issue
Section
License
This work is licensed under a Creative Commons Attribution-NonCommercial 4.0 International License.
