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The RANLUX Generator: Resonances in a Random Walk Test

Author

Listed:
  • Lev N. Shchur

    (Landau Institute for Theoretical Physics, 142432 Chernogolovka, Russia)

  • Paolo Butera

    (Istituto Nazionale di Fisica Nucleare, Dipartimento di Fisica, Università di Milano, Via Celoria 16, 20133 Milano, Italy)

Abstract

Using a recently proposed directed random walk test, we systematically investigate the popular random number generator RANLUX developed by Lüscher and implemented by James. We confirm the good quality of this generator with the recommended luxury level. At a smaller luxury level (for instance equal to 1) resonances are observed in the random walk test. We also find that the lagged Fibonacci and Subtract-with-Carry recipes exhibit similar failures in the random walk test. A revised analysis of the corresponding dynamical systems leads to the observation of resonances in the eigenvalues of Jacobi matrix.

Suggested Citation

  • Lev N. Shchur & Paolo Butera, 1998. "The RANLUX Generator: Resonances in a Random Walk Test," International Journal of Modern Physics C (IJMPC), World Scientific Publishing Co. Pte. Ltd., vol. 9(04), pages 607-624.
    • Handle: RePEc:wsi:ijmpcx:v:09:y:1998:i:04:n:s0129183198000509
    DOI: 10.1142/S0129183198000509
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    Cited by:

    1. Wegenkittl, Stefan, 2001. "Gambling tests for pseudorandom number generators," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 55(1), pages 281-288.

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