The generation of random numbers on the IBM 360/44
A summary is presented of the generation and testing of random numbers on the IBM 360/44 computer. Various generators and statistical tests are considered.
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A summary is presented of the generation and testing of random numbers on the IBM 360/44 computer. Various generators and statistical tests are considered.
With an eye toward neural-inspired probabilistic computation, recent work has examined the development of true random number generators via stochastic devices. Typically, these devices are operated in a two-state regime to produce a sequence of binary outcomes (i.e., coin flips). However, there is no guarantee that stochastic devices will infallibly produce fair outputs and small deviations from a uniform distribution may have unwanted complications in applications. Using mathematical analysis, we contend that opting instead for a multi-state device (i.e., a dice roll) has benefits in these unfair paradigms. To demonstrate these benefits, we apply this framework to the analysis of a tunnel diode operated in a stochastic regime. In particular, interpreting the binary stochastic output of the tunnel diode as a multi-state die roll output also sees advantages in remaining closer to uniform. Overall, our approach provides a compelling argument for mathematical driven co-design and development of novel probabilistic computing devices and hardware.
Experimented on heuristic, based on an ant system approach for traveling Salesman problem, are several quasi and pseudo-random number generators. This experiment is to explore if any particular generator is most desirable. Such an experiment on large samples has the potential to rank the performance of the generators for the foregoing heuristic. This is just to seek an answer to the controversial performance ranking of the generators in probabilistic/statically sense.
Experimented on heuristic, based on an ant system approach for traveling salesman problem, are several quasi- and pseudo-random number generators. This experiment is to explore if any particular generator is most desirable. Such an experiment on large samples has the potential to rank the performance of the generators for the foregoing heuristic. This is mainly to seek an answer to the controversial issue "which generator is the best in terms of quality of the result (accuracy) as well as cost of producing the result (time/computational complexity) in a probabilistic/statistical sense."
An analytic solution to a previously studied toy problem is derived and used as a code verification benchmark. Using various Random Number Generators (RNGs) in MCNP6, including the newest SFC64 RNG available in MCNP6.3.1, and their various properties (e.g., RNG stride), we show how these RNGs perform and how to correct or workaround potential issues with respect to the analytic benchmark problem.
Package features comprehensive selection of probabilistic distributions. Monte Carlo simulations resorted to whenever systems studied not amenable to deterministic analyses or when direct experimentation not feasible. Random numbers having certain specified distribution characteristic integral part of simulations. Package consists of collector of "pseudorandom" number generators for use in Monte Carlo simulations.
A machine-independent algorithm is presented and analyzed for generating pseudorandom numbers suitable for the standard MBASIC system. The algorithm used is the polynomial congruential or linear recurrence modulo 2 method. Numbers, formed as nonoverlapping adjacent 28-bit words taken from the bit stream produced by the formula a sub m + 532 = a sub m + 37 + a sub m (modulo 2), do not repeat within the projected age of the solar system, show no ensemble correlation, exhibit uniform distribution of adjacent numbers up to 19 dimensions, and do not deviate from random runs-up and runs-down behavior.
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Methods for generating pseudorandom numbers from nonuniform statistical distributions
Pseudorandom number generation within digital computers
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Two methods for generating sets of vectors which approximate normal distribution
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Algorithm generates pairs drawn from bivariate normal distribution with any desired values of two means, two standard deviations, and correlation coefficient.
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