This is a review of pseudorandom number generators (RNGs) of the highest quality, suitable for use in the most demanding Monte Carlo calculations. All the RNGs we recommend here are based on the Kolmogorov-Anosov theory of mixing in classical mechanical systems, which guarantees under certain conditions and in certain asymptotic limits, that points on the trajectories of these systems can be used to produce random number sequences of exceptional quality. We outline this theory of mixing and establish criteria for deciding which RNGs are sufficiently good approximations to the ideal mathematical systems that guarantee highest quality. The well-known RANLUX (at highest luxury level) and its recent variant RANLUX++ are seen to meet our criteria, and some of the propos
The problem of constructing effective statistical tests for random number generators (RNG) is considered. Currently, statistical tests for RNGs are a mandatory part of cryptographic information protection systems, but their effectiveness is mainly estimated based on experiments with various RNGs. We find an asymptotic estimate for the p-value of an optimal test in the case where the alternative hypothesis is a known stationary ergodic source, and then describe a family of tests each of which has the same asymptotic estimate of the p-value for any (unknown) stationary ergodic source.
In this work we present a simple and efficient algorithm which, with high probability, provides an almost uniform sample from the set of proper k-colourings on an instance of a sparse random graph G(n,d/n), where k=k(d) is a sufficiently large constant. Our algorithm is not based on the Markov Chain Monte Carlo method (M.C.M.C.). Instead, we provide a novel proof of correctness of our Algorithm that is based on interesting spatial mixing properties of colourings of G(n,d/n). Our result improves upon previous results (based on M.C.M.C.) that required a number of colours growing unboundedly with n.
We deal with randomness-quantifiers and concentrate on their ability do discern the hallmark of chaos in time-series used in connection with pseudo random number generators (PRNG). Workers in the field are motivated to use chaotic maps for generating PRNGs because of the simplicity of their implementation. Although there exist very efficient general-purpose benchmarks for testing PRNGs, we feel that the analysis provided here sheds additional didactic light on the importance of the main statistical characteristics of a chaotic map, namely, i) its invariant measure and ii) the mixing constant. This is of help in answering two questions that arise in applications, that is, (1) which is the best PRNG among the available ones? and (2) If a given PRNG turns out not to be good enough and a randomization procedure must still be applied to it, which is the best applicable randomization procedure?. Our answer provides a comparative analysis of several quantifiers advanced in the extant literature.
The problem of constructing effective statistical tests for random number generators (RNG) is considered. Currently, there are hundreds of RNG statistical tests that are often combined into so-called batteries, each containing from a dozen to more than one hundred tests. When a battery test is used, it is applied to a sequence generated by the RNG, and the calculation time is determined by the length of the sequence and the number of tests. Generally speaking, the longer the sequence, the smaller deviations from randomness can be found by a specific test. So, when a battery is applied, on the one hand, the better tests are in the battery, the more chances to reject a bad RNG. On the other hand, the larger the battery, the less time can be spent on each test and, therefore, the shorter the test sequence. In turn, this reduces the ability to find small deviations from randomness. To reduce this trade-off, we propose an adaptive way to use batteries (and other sets) of tests, which requires less time but, in a certain sense, preserves the power of the original battery. We call this method time-adaptive battery of tests.