Review on Ultra-Fast Physical Random Number Generators Based on Optical Random Phenomena

Random-number Generators Physical Random-number Generators

R andom numbers have applications in many areas: simulation, game-playing, cryptography, statistical sampling, evaluation of multiple integrals, particletransport calculations, and computations in statistical physics, to name a few. Since each application involves slightly different criteria for judging the “worthiness” of the random numbers generated, a variety of generators have been develope...

On Uniform Random Number Generators

Fast normal random number generators on vector processors

We consider pseudo-random number generators suitable for vector processors. In particular, we describe vectorised implementations of the Box-Muller and Polar methods, and show that they give good performance on the Fujitsu VP2200. We also consider some other popular methods, e.g. the Ratio method and the method of Von Neumann and Forsythe, and show why they are unlikely to be competitive with t...

Fast and Reliable Random Number Generators

Fast and reliable pseudo-random number generators are required for simulation and other applications in Scientific Computing. We outline the requirements for good uniform random number generators, and describe a class of generators having very fast vector/parallel implementations with excellent statistical properties. We also discuss the problem of initialising random number generators, and con...

On Quaternionic Pseudo-Random Number Generators