Graphical analysis of some pseudo-random number generators
External research report
Lewis, Peter A. W.
- Publisher: Monterey, California. Naval Postgraduate School
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