Geometric Random Inner Products: A New Family of Tests for Random Number Generators

Details Geometric Random Inner Products: A New Family of Tests for Random Number Generators Geometric Random Inner Products: A New Family of Tests for Random Number Generators

2002-09-07

arxiv.org/abs/physics/0209032v1

Physics

Computational Physics

Scientific paper

10.1103/PhysRevE.67.016113

We present a new 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 generated 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 new statistical property for good random number generators.

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