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A Generic Random Number Generator Test Suite

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 Added by Matthias Troyer
 Publication date 2004
  fields Physics
and research's language is English




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The heart of every Monte Carlo simulation is a source of high quality random numbers and the generator has to be picked carefully. Since the ``Ferrenberg affair it is known to a broad community that statistical tests alone do not suffice to determine the quality of a generator, but also application-based tests are needed. With the inclusion of an extensible random number library and the definition of a generic interface into the revised C++ standard it will be important to have access to an extensive C++ random number test suite. Most currently available test suites are limited to a subset of tests are written in Fortran or C and cannot easily be used with the C++ random number generator library.



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124 - Boris Ryabko 2021
Currently, statistical tests for random number generators (RNGs) are widely used in practice, and some of them are even included in information security standards. But despite the popularity of RNGs, consistent tests are known only for stationary ergodic deviations of randomness (a test is consistent if it detects any deviations from a given class when the sample size goes to $ infty $). However, the model of a stationary ergodic source is too narrow for some RNGs, in particular, for generators based on physical effects. In this article, we propose computable consistent tests for some classes of deviations more general than stationary ergodic and describe some general properties of statistical tests. The proposed approach and the resulting test are based on the ideas and methods of information theory.
We investigate the mechanism that leads to systematic deviations in cluster Monte Carlo simulations when correlated pseudo-random numbers are used. We present a simple model, which enables an analysis of the effects due to correlations in several types of pseudo-random-number sequences. This model provides qualitative understanding of the bias mechanism in a class of cluster Monte Carlo algorithms.
A novel Mathematical Random Number Generator (MRNG) is presented here. In this case, mathematical refers to the fact that to construct that generator it is not necessary to resort to a physical phenomenon, such as the thermal noise of an electronic device, but rather to a mathematical procedure. The MRNG generates binary strings - in principle, as long as desired - which may be considered genuinely random in the sense that they pass the statistical tests currently accepted to evaluate the randomness of those strings. From those strings, the MRNG also generates random numbers expressed in base 10. An MRNG has been installed as a facility on the following web page: http://www.appliedmathgroup.org. This generator may be used for applications in tasks in: a) computational simulation of probabilistic-type systems, and b) the random selection of samples of different populations. Users interested in applications in cryptography can build another MRNG, but they would have to withhold information - specified in section 5 - from people who are not authorized to decode messages encrypted using that resource.
We report a cluster of results on k-QSAT, the problem of quantum satisfiability for k-qubit projectors which generalizes classical satisfiability with k-bit clauses to the quantum setting. First we define the NP-complete problem of product satisfiability and give a geometrical criterion for deciding when a QSAT interaction graph is product satisfiable with positive probability. We show that the same criterion suffices to establish quantum satisfiability for all projectors. Second, we apply these results to the random graph ensemble with generic projectors and obtain improved lower bounds on the location of the SAT--unSAT transition. Third, we present numerical results on random, generic satisfiability which provide estimates for the location of the transition for k=3 and k=4 and mild evidence for the existence of a phase which is satisfiable by entangled states alone.
The generation of random bits is of enormous importance in modern information science. Cryptographic security is based on random numbers which require a physical process for their generation. This is commonly performed by hardware random number generators. These exhibit often a number of problems, namely experimental bias, memory in the system, and other technical subtleties, which reduce the reliability in the entropy estimation. Further, the generated outcome has to be post-processed to iron out such spurious effects. Here, we present a purely optical randomness generator, based on the bi-stable output of an optical parametric oscillator. Detector noise plays no role and no further post-processing is required. Upon entering the bi-stable regime, initially the resulting output phase depends on vacuum fluctuations. Later, the phase is rigidly locked and can be well determined versus a pulse train, which is derived from the pump laser. This delivers an ambiguity-free output, which is reliably detected and associated with a binary outcome. The resulting random bit stream resembles a perfect coin toss and passes all relevant randomness measures. The random nature of the generated binary outcome is furthermore confirmed by an analysis of resulting conditional entropies.
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