Spectrum and entropy of C-systems MIXMAX random number generator

Konstantin Savvidy and George Savvidy

Chaos, Solitons & Fractals, 2016, vol. 91, issue C, 33-38

Abstract: The uniformly hyperbolic Anosov C-systems defined on a torus have very strong instability of their trajectories, as strong as it can be in principle. These systems have exponential instability of all their trajectories and as such have mixing of all orders, nonzero Kolmogorov entropy and a countable set of everywhere dense periodic trajectories. In this paper we are studying the properties of their spectrum and of the entropy. For a two-parameter family of C-system operators A(N, s), parameterised by the integers N and s, we found the universal limiting form of the spectrum, the dependence of entropy on N and the period of its trajectories on a rational sublattice. One can deduce from this result that the entropy and the periods are sharply increasing with N. We present a new three-parameter family of C-operators A(N, s, m) and analyse the dependence of its spectrum and of the entropy on the parameter m. We are developing our earlier suggestion to use these tuneable Anosov C-systems for multipurpose Monte-Carlo simulations. The MIXMAX family of random number generators based on Anosov C-systems provide high quality statistical properties, thanks to their large entropy, have the best combination of speed, reasonable size of the state, tuneable parameters and availability for implementing the parallelisation.

Keywords: Hyperbolic systems; Anosov C-systems; C-systems spectrum; Kolmogorov entropy; Monte-Carlo simulations; pseudo random number generators (search for similar items in EconPapers)
Date: 2016
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Citations: View citations in EconPapers (3)

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Persistent link: https://EconPapers.repec.org/RePEc:eee:chsofr:v:91:y:2016:i:c:p:33-38

DOI: 10.1016/j.chaos.2016.05.003

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