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Unreliability of Available Pseudorandom Number Generators

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Abstract

The problem of generating sequences of uniformly distributed pseudorandom numbers is considered. A simple visual test for estimating the randomness of numbers in a sequence is used. The test shows that the most popular modern random number generators, such as the Mersenne Twister, linear congruential sequence, and others, yield unsatisfactory results. Accordingly, the generation of good generators remains an open problem, and results of computing stochastic processes (molecular dynamics method, etc.) have to be treated with caution.

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ACKNOWLEDGMENTS

We are sincerely grateful to I.M. Sobol, I.A. Kozlitin, and D.D. Sokolov for helpful discussions.

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Authors and Affiliations

  1. Faculty of Physics, Lomonosov Moscow State University, 119991, Moscow, Russia

    A. A. Belov & M. A. Tintul

  2. RUDN University, 115419, Moscow, Russia

    A. A. Belov

  3. Federal Research Center Keldysh Institute of Applied Mathematics, Russian Academy of Sciences, 125047, Moscow, Russia

    N. N. Kalitkin

Authors
  1. A. A. Belov
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  2. N. N. Kalitkin
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  3. M. A. Tintul
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Correspondence to A. A. Belov or N. N. Kalitkin.

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Translated by I. Ruzanova

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Belov, A.A., Kalitkin, N.N. & Tintul, M.A. Unreliability of Available Pseudorandom Number Generators. Comput. Math. and Math. Phys. 60, 1747–1753 (2020). https://doi.org/10.1134/S0965542520110044

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  • DOI: https://doi.org/10.1134/S0965542520110044

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