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arXiv:cond-mat/9406054cond-mat

Physical tests for Random Numbers in Simulations

I. Vattulainen, T. Ala-Nissila, K. Kankaala

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Abstract

We propose three physical tests to measure correlations in random numbers used in Monte Carlo simulations. The first test uses autocorrelation times of certain physical quantities when the Ising model is simulated with the Wolff algorithm. The second test is based on random walks, and the third on blocks of n successive numbers. We apply the tests to show that recent errors in high precision simulations using generalized feedback shift register algorithms are due to short range correlations in random number sequences. We also determine the length of these correlations.

arXiv comments
16 pages, Post Script file, HU-TFT-94-2
Journal reference
DOI
doi:10.1103/PhysRevLett.73.2513
Subjects
cond-matCondensed Matter hep-latHigh Energy Physics, Lattice nlin.AOAdaptation and Self-Organizing Systems

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  1. Original source of `(seed * 9301 and 49297) % 233280` random algorithm? (2014) 1 comment

    • It's a lagged Fibonacci generator https://en.wikipedia.org/wiki/Lagged_Fibonacci_generator In the third edition (1998) there are a few more notes, most importantly: "Lagged Fibonacci generators have been used successfully in many situations since 1958, so it came as a shock to…

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