This article is cited in 5 papers

Empirical testing of some pseudo-random numbers generators

E. A. Tsvetkov

Moscow Institute of Physics and Technology (State University)

Abstract: Empirical testing of statistical properties of some pseudo-random numbers generators based on a partition of the unit hypercube with dimension from 1 to 15 was performed. Some CLHEP library pseudo-random numbers generators, Mersenne Twister generator and MCNP generator were tested. The results of tests allowed to determine the parts of the pseudo-random numbers sequences with bad statistical properties. The easy recoverable defects of two CLHEP generators were found.

Keywords: empirical testing of pseudo-random numbers generators, Monte Carlo simulation.

UDC: 519.245

Received: 20.05.2010

 English version: Mathematical Models and Computer Simulations, 2011, 3:6, 697–705

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