The MIXMAX random number generator

@article{Savvidy2015TheMR,
  title={The MIXMAX random number generator},
  author={Konstantin G. Savvidy},
  journal={Comput. Phys. Commun.},
  year={2015},
  volume={196},
  pages={161-165}
}
  • Konstantin G. Savvidy
  • Published 2015
  • Computer Science, Physics, Mathematics
  • Comput. Phys. Commun.
  • Abstract In this paper, we study the randomness properties of unimodular matrix random number generators. Under well-known conditions, these discrete-time dynamical systems have the highly desirable K-mixing properties which guarantee high quality random numbers. It is found that some widely used random number generators have poor Kolmogorov entropy and consequently fail in empirical tests of randomness. These tests show that the lowest acceptable value of the Kolmogorov entropy is around 50… CONTINUE READING

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