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Phys. Rev. E 67, 016113 (2003) [7 pages]

Geometric random inner products: A family of tests for random number generators

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Shu-Ju Tu* and Ephraim Fischbach
Department of Physics, Purdue University, West Lafayette, Indiana 47907-1396

Received 4 October 2002; published 28 January 2003

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.

© 2003 The American Physical Society

URL:
http://link.aps.org/doi/10.1103/PhysRevE.67.016113
DOI:
10.1103/PhysRevE.67.016113
PACS:
02.50.Ng

*Electronic address: sjtu@physics.purdue.edu

Electronic address: ephraim@physics.purdue.edu