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The RANLUX Generator: Resonances in a Random Walk Test

Lev N. Shchur () and Paolo Butera ()
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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

International Journal of Modern Physics C (IJMPC), 1998, vol. 09, issue 04, 607-624

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.

Keywords: Random Numbers; Random Walks; Dynamical Systems; Anosov Systems; 02.70.Lq; 02.50.Ng; 05.50+q; 06.20.Dk (search for similar items in EconPapers)
Date: 1998
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Citations: View citations in EconPapers (1)

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DOI: 10.1142/S0129183198000509

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