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28 March 2024
 
  » pubmed » pmid15244876

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Entropy of pseudo-random-number generators
Stephan Mertens ; Heiko Bauke ;
Date 30 Apr 2004
Journal Phys Rev E, 69 (5 Pt 2), 055702
AbstractSince the work of Phys. Rev. Lett. 69, 3382 (1992)]] some pseudo-random-number generators are known to yield wrong results in cluster Monte Carlo simulations. In this contribution the fundamental mechanism behind this failure is discussed. Almost all random-number generators calculate a new pseudo-random-number x(i) from preceding values, x(i) =f( x(i-1), x(i-2), ..., x(i-q) ). Failure of these generators in cluster Monte Carlo simulations and related experiments can be attributed to the low entropy of the production rule f() conditioned on the statistics of the input values x(i-1), ..., x(i-q). Being a measure only of the arithmetic operations in the generator rule, the conditional entropy is independent of the lag in the recurrence or the period of the sequence. In that sense it measures a more profound quality of a random-number generator than empirical tests with their limited horizon.
Source PubMed, pmid15244876
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