The myth of equidistribution for high-dimensional simulation

Details The myth of equidistribution for high-dimensional simulation The myth of equidistribution for high-dimensional simulation

2010-05-08

arxiv.org/abs/1005.1320v1

Computer Science

Mathematical Software

8 pages. Based on material presented at a Workshop on High Dimensional Approximation held at the Australian National Universit

Scientific paper

A pseudo-random number generator (RNG) might be used to generate w-bit random samples in d dimensions if the number of state bits is at least dw. Some RNGs perform better than others and the concept of equidistribution has been introduced in the literature in order to rank different RNGs. We define what it means for a RNG to be (d,w)-equidistributed, and then argue that (d,w)-equidistribution is not necessarily a desirable property.

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