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- W2898067980 abstract "Abstract It is well-known that the quality of random number generators can often be improved by combining several generators, e.g. by summing or subtracting their results. In this paper we investigate the ratio of two random number generators as an alternative approach: the smaller of two input random numbers is divided by the larger, resulting in a rational number from [ 0 , 1 ] . We investigate some basic theoretical properties of this approach and show that it yields a good approximation to the ideal uniform distribution. The focus of this paper, however, is on the empirical performance of the new transformation when applied to different generators. For a thorough statistical evaluation, we use the well-known test suite TestU01 (see L’Ecuyer and Simard, 2007). We apply the ratio transformation to moderately bad generators, i.e. those that failed up to 40% of the tests from the test battery Crush of TestU01. We show that more than half of them turn into empirically very good generators that pass all tests of Crush and BigCrush from TestU01 when the ratio transformation is applied. In particular, generators based on linear operations seem to benefit from the ratio, as this breaks up some of the unwanted regularities in the input sequences. Thus the additional effort to produce a second random number and to calculate the ratio allows to increase the quality of available random number generators, at least in a statistical sense." @default.
- W2898067980 created "2018-10-26" @default.
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- W2898067980 date "2019-03-01" @default.
- W2898067980 modified "2023-09-24" @default.
- W2898067980 title "Improving the statistical quality of random number generators by applying a simple ratio transformation" @default.
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- W2898067980 doi "https://doi.org/10.1016/j.matcom.2018.10.002" @default.
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