Title
Pseudorandom Number Generation: Impossibility and Compromise
Abstract
Pseudorandom number generators are widely used in the area of simulation. Defective generators are still widely used in standard library programs, although better pseudorandom number generators such as the Mersenne Twister are freely available. This manuscript gives a brief explanation on pseudorandom number generators for Monte Carlo simulation. The existing definitions of pseudorandomness are not satisfactorially practical, since the generation of sequences satisfying the definitions is sometimes impossible, somtimes rather slow. As a compromise, to design a fast and reliable generator, some mathematical indices are used as measures of pseudorandomness, such as the period and the higher-dimensional equidistribution property. There is no rigorous justification for the use of these indices as measures of pseudorandomness, but experiences show their usefulness in choosing pseudorandom number generators.
Year
Venue
Keywords
2006
JOURNAL OF UNIVERSAL COMPUTER SCIENCE
random number generation,pseudorandom number generation,Mersenne Twister,Monte Carlo methods,simulation
Field
DocType
Volume
Pseudorandom function family,Pseudorandom generators for polynomials,Pseudorandomness,Computer science,Algorithm,Random seed,Random number generation,Pseudorandom generator,Pseudorandom generator theorem,Pseudorandom number generator
Journal
12
Issue
ISSN
Citations 
6
0948-695X
12
PageRank 
References 
Authors
1.01
8
4
Name
Order
Citations
PageRank
Makoto Matsumoto11231126.72
Mutsuo Saito2193.25
Hiroshi Haramoto3192.17
Takuji Nishimura41240126.89