Geometric random inner products: A family of tests for random number generators

  • Shu Ju Tu*
  • , Ephraim Fischbach
  • *Corresponding author for this work

Research output: Contribution to journalJournal Article peer-review

11 Scopus citations

Abstract

Geometric random inner products (GRIP), a method to measure n-dimensional randomness was studied. The GRIP tests were formulated to characterize the geometric correlations which may cause unexpected errors in Monte Carlo simulations. The GRIP family of tests is based on the observation that the average scalar products of random vectors produced in geometric objects, such as circles and spheres, define geometric constants which can be used to evaluate the quality of random number generators.

Original languageEnglish
Article number016113
Pages (from-to)161131-161137
Number of pages7
JournalPhysical Review E - Statistical Physics, Plasmas, Fluids, and Related Interdisciplinary Topics
Volume67
Issue number1 2
DOIs
StatePublished - 01 2003
Externally publishedYes

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