Graphical analysis of some pseudo-random number generators

External research report English OPEN
Lewis, Peter A. W. (1986)
  • Publisher: Monterey, California. Naval Postgraduate School
  • Subject: RANDOM NUMBER GENERATORS.

There exist today many 'good' pseudo-random number generators; the problem is to retrieve them. This document discusses three commonly used pseudo- random number generators, the first being RANDU, a notoriously bad generator, but one which is still occasionally used. The next is the widely used prime modulus, multiplicative congruential generator used in LL-RANDOMII, the Naval Postgraduate School random number package, and the last is the random number generator provided for microcomputers with the DOS operating system. This latter pseudo-random number generator is completely defective. Simple graphical methods for initial screening of pseudo-random number generators are given, and the problems which arise with bad pseudo-random number generators are detailed with graphics. Finally, recent work on obtaining even better pseudo-random number generators is discussed Prepared for: Naval Postgraduate School Monterey, CA http://archive.org/details/graphicalanalysi00lewi NA
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