Geometric random inner products: a family of tests for random number generators.
Phys Rev E Stat Nonlin Soft Matter Phys
; 67(1 Pt 2): 016113, 2003 Jan.
Article
em En
| MEDLINE
| ID: mdl-12636570
ABSTRACT
We present a computational scheme, GRIP (geometric random inner products), for testing the quality of random number generators. The GRIP formalism utilizes geometric probability techniques to calculate the average scalar products of random vectors distributed in geometric objects, such as circles and spheres. We show that these average scalar products define a family of geometric constants which can be used to evaluate the quality of random number generators. We explicitly apply the GRIP tests to several random number generators frequently used in Monte Carlo simulations, and demonstrate a statistical property for good random number generators.
Buscar no Google
Base de dados:
MEDLINE
Tipo de estudo:
Clinical_trials
Idioma:
En
Ano de publicação:
2003
Tipo de documento:
Article