随机数生成器的逐位行为

N. Altman
{"title":"随机数生成器的逐位行为","authors":"N. Altman","doi":"10.1137/0909065","DOIUrl":null,"url":null,"abstract":"In 1985, G. Marsaglia proposed the m-tuple test, a runs test on bits, as a test of nonrandomness of a sequence of pseudorandom integers. We try this test on the outputs from a large set of pseudorandom number generators and discuss the behavior of the generators. The lower-order bits of a linear congruential generator taken modulo $2^p $ always have small period, and hence fail the test. However, we also show by example that sequences of bits with long period can display substantial nonrandom behavior. Linear congruential generators with prime modulus can fail the test in their low-order bits. Shift-register (Tausworthe) generators can fail in their central bits. The combination generators proposed by Marsaglia also fail the test.Fibonacci generators perform well on the test, if properly initialized. These generators require a vector of seeds which can be conveniently set using the output of a simple (that is, congruential or shift-register) generator. Shift-register generators are good initializers for almost every combination of lags and operators reported here. Fibonacci generators initialized by linear congruential generators pass if the initializer passes and fail if it fails.","PeriodicalId":200176,"journal":{"name":"Siam Journal on Scientific and Statistical Computing","volume":"57 1","pages":"0"},"PeriodicalIF":0.0000,"publicationDate":"1988-09-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"20","resultStr":"{\"title\":\"Bit-Wise Behavior of Random Number Generators\",\"authors\":\"N. Altman\",\"doi\":\"10.1137/0909065\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"In 1985, G. Marsaglia proposed the m-tuple test, a runs test on bits, as a test of nonrandomness of a sequence of pseudorandom integers. We try this test on the outputs from a large set of pseudorandom number generators and discuss the behavior of the generators. The lower-order bits of a linear congruential generator taken modulo $2^p $ always have small period, and hence fail the test. However, we also show by example that sequences of bits with long period can display substantial nonrandom behavior. Linear congruential generators with prime modulus can fail the test in their low-order bits. Shift-register (Tausworthe) generators can fail in their central bits. The combination generators proposed by Marsaglia also fail the test.Fibonacci generators perform well on the test, if properly initialized. These generators require a vector of seeds which can be conveniently set using the output of a simple (that is, congruential or shift-register) generator. Shift-register generators are good initializers for almost every combination of lags and operators reported here. Fibonacci generators initialized by linear congruential generators pass if the initializer passes and fail if it fails.\",\"PeriodicalId\":200176,\"journal\":{\"name\":\"Siam Journal on Scientific and Statistical Computing\",\"volume\":\"57 1\",\"pages\":\"0\"},\"PeriodicalIF\":0.0000,\"publicationDate\":\"1988-09-01\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"20\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"Siam Journal on Scientific and Statistical Computing\",\"FirstCategoryId\":\"1085\",\"ListUrlMain\":\"https://doi.org/10.1137/0909065\",\"RegionNum\":0,\"RegionCategory\":null,\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"\",\"JCRName\":\"\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"Siam Journal on Scientific and Statistical Computing","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.1137/0909065","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"","JCRName":"","Score":null,"Total":0}
引用次数: 20

摘要

1985年,G. Marsaglia提出了m-tuple检验,一种对比特的运行检验,作为伪随机整数序列的非随机性检验。我们对大量伪随机数生成器的输出进行了测试,并讨论了生成器的行为。以2^p $为模的线性同余发生器的低阶位总是具有较小的周期,因此不能通过检验。然而,我们也通过实例表明,具有长周期的比特序列可以显示出大量的非随机行为。具有素数模的线性同余发生器在其低阶位上不能通过检验。移位寄存器(Tausworthe)生成器可能在其中心位失效。Marsaglia提出的组合发电机也未能通过测试。如果正确初始化,斐波那契生成器在测试中表现良好。这些生成器需要一个种子向量,可以使用简单(即同余或移位寄存器)生成器的输出方便地设置种子向量。移位寄存器生成器对于这里报告的几乎所有滞后和操作符的组合都是很好的初始化器。由线性同余生成器初始化的斐波那契生成器如果初始化器通过,则通过;如果初始化器失败,则失败。
本文章由计算机程序翻译,如有差异,请以英文原文为准。
Bit-Wise Behavior of Random Number Generators
In 1985, G. Marsaglia proposed the m-tuple test, a runs test on bits, as a test of nonrandomness of a sequence of pseudorandom integers. We try this test on the outputs from a large set of pseudorandom number generators and discuss the behavior of the generators. The lower-order bits of a linear congruential generator taken modulo $2^p $ always have small period, and hence fail the test. However, we also show by example that sequences of bits with long period can display substantial nonrandom behavior. Linear congruential generators with prime modulus can fail the test in their low-order bits. Shift-register (Tausworthe) generators can fail in their central bits. The combination generators proposed by Marsaglia also fail the test.Fibonacci generators perform well on the test, if properly initialized. These generators require a vector of seeds which can be conveniently set using the output of a simple (that is, congruential or shift-register) generator. Shift-register generators are good initializers for almost every combination of lags and operators reported here. Fibonacci generators initialized by linear congruential generators pass if the initializer passes and fail if it fails.
求助全文
通过发布文献求助,成功后即可免费获取论文全文。 去求助
来源期刊
自引率
0.00%
发文量
0
×
引用
GB/T 7714-2015
复制
MLA
复制
APA
复制
导出至
BibTeX EndNote RefMan NoteFirst NoteExpress
×
提示
您的信息不完整,为了账户安全,请先补充。
现在去补充
×
提示
您因"违规操作"
具体请查看互助需知
我知道了
×
提示
确定
请完成安全验证×
copy
已复制链接
快去分享给好友吧!
我知道了
右上角分享
点击右上角分享
0
联系我们:info@booksci.cn Book学术提供免费学术资源搜索服务,方便国内外学者检索中英文文献。致力于提供最便捷和优质的服务体验。 Copyright © 2023 布克学术 All rights reserved.
京ICP备2023020795号-1
ghs 京公网安备 11010802042870号
Book学术文献互助
Book学术文献互助群
群 号:604180095
Book学术官方微信