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About this Page   This page is maintained by Peter Hellekalek.
On this page, you will find information on RNGs in stochastic simulation but, not yet, on cryptographical applications.
You might want to study last year's news on the old page.
     
Automatic Nonuniform Random Variates
(February 2004)
  Wolfgang Hörmann, Josef Leydold, and Gerhard Derflinger (Univ. of Economics, Vienna) have published a new book on nonuniform random variate generation, see this link to amazon.com.
Empirical Evidence concerning AES
(December 2002)
  pLab members Stefan Wegenkittl and Peter Hellekalek have tested AES, the advanced encryption standard, in random generator modes. The results were convincing, the paper is available online from our ftp server. This paper also contains a discussion of Maurer's Universal Statistical Test.
Entropy
(June 2002)
  pLab member Stefan Wegenkittl has uploaded the slides of his talk at the Workshop on Random Number Generators and Highly Uniform Point Sets at the University of Montreal, 17-28 June, 2002. Stefan's talk focuses upon Maurer's Universal Randomness Test.
Workshop
(May 2002)
  Pierre L'Ecuyer is organizing a Workshop on Random Number Generators and Highly Uniform Point Sets at the University of Montreal, 17-28 June, 2002. This workshop will unite many of the leading specialists in those two fields. (See our LINKS page for a list of webpages and/or e-mail addresses of these collegues)
Improved ran_array Initialization
(February 2002)
  Knuth's famous generator ran_array has been updated. You can read part of the story at the Recent News page of Donald Knuth as well as get the new code from there. ran_array showed similar deficiencies to those that the new Mersenne Twister initialization tries to cure. Pedro Gimeno and Richard Brent have also been involved in this effort.
Improved Mersenne Twister Initialization
(February 2002)
  Makoto Matsumoto has improved the initialization routine of his famous Mersenne Twister random number generator, follow this link for further information. This 'update' corrects a minor problem that has been described first by Jeff Szuhay of Psychology Software Tools in the context of simulations using TT800, see the cautionary tale about reseeding random number generators.
Important Conference
(January 2002)
  The series of the MCQMC conferences continues with MCQMC2002 in Singapore, Nov. 25-28, 2002. This international conference will be organized by Harald Niederreiter (chair) and his collegues at National University of Singapore. The MCQMC conferences are a "must" for anyone interested in random number generation and/or quasi-Monte Carlo methods.
Literature on RNGs
(January 2002)
  I have updated the LITERATURE page on this server and added a section on cryptographical RNGs, see Literature on Random Number Generators.
Spectral Test
(December 2001)
  Within my research projects NB7576 and FWF-S8303, we have documented and implemented the most important practical test for linear random number generators, the spectral test. Our Spectral Test Server is available in a beta-version. This server is being constructed by Karl Entacher and Peter Hellekalek
Nonuniform Random Numbers
(September 2001)
  In addition to their most helpful collection of fast and reliable collection of algorithms for nonuniform random numbers UNURAN, the ARVAG Team has now presented ANURAN, a project to develop and implement automatic code generators for non-uniform random number generation. The goal of this project is that programmers (that might have little or no experience with random number generation) can produce source code for fast, reliable, high quality random variate generators for large classes of distributions which are not necessarily standard distributions.
Spectral Test Server Down
(September 2001)
  pLab is sorry to announce that our new Spectral Test Server is down for much longer than expected because of a hardware problem. This server had been constructed by Karl Entacher and Peter Hellekalek. It will take us some time to get this thing running again.
Safe Sample Sizes
(September 2001)
  Makoto Matsumoto (see also his page at http://www.math.keio.ac.jp/~matumoto/eindex.html) has developed a clever technique to determine safe and risky sample sizes for random number generators. These results are of interest to practitioners: we now know for several RNGs (like the UNIX "random" function, or RANLUX of Lüscher, etc.) which sample sizes are likely to give correct results in simulations. His papers will appear in the MCQMC2000 proceedings (Springer Verlag), the results on RANLUX have been presented at the MCM2001.
Entropy Measures
(September 2001)
  Stefan Wegenkittl has compared Ueli Maurer's "Universal Statistical Test for Random Bit Generators" to the well-known family of serial tests. Stefan was able to find interesting relations and provides further insight into empirical (statistical) testing of RNGs.
RNGs for Quasi-Monte Carlo
(September 2001)
  Karl Entacher has used widely available LCGs to generate low-discrepancy point sets for quasi-Monte Carlo integration, see his new page. This new approach to employ RNGs not only for Monte Carlo but also for quasi-Monte Carlo purposes was also taken up by Pierre L'Ecuyer and Christiane Lemieux, see their recent joint publications.
AES Implementation in C++
(May 2001)
  pLab member Gerhard Wesp has implemented Rijndael, in other words, the Advanced Encryption Standard AES, in C++. The implementation is available via the Rijndael home page
Exploring Randomness
(April 2001)
  Gregory J. Chaitin is exploring randomness again, in his recent book published by Springer-Verlag, London. I would recommend anyone interested in randomness to visit Gregory's homepage and study his numerous publications on the limits . See also the on-line article in New Scientist.
Nonuniform Random Numbers
(April 2001)
  Josef Leydold, Wolfgang Hoermann, Erich Janka, and Günter Tirler of the University of Economics Vienna have written a library of functions to generate non-uniform random numbers called UNURAN which reflects the state-of-the-art in this field. UNU.RAN is an ANSI C library licensed under GPL. It contains universal (also called automatic or black-box) algorithms that can generate random numbers from large classes of continuous or discrete distributions, and also from practically all standard distributions.
Parameters for ICGs
(March 2001)
  In order to implement inversive congruential generators (ICGs), one needs to know so-called IMP-polynomials. Their coefficients will be the parameters for the ICGs. Tables of such polynomials and, hence, tables of parameters for ICGs are availabe from the Winter Simulation Conference 1995 survey paper by Peter Hellekalek and in the form of extensive tables of IMP-polynomials.
Conference
(February 2001)
  The 3rd IMACS Seminar on Monte Carlo Methods MCM2001 will take place at Salzburg University from September 10-14, 2001. A session on random number generation will be organized by Peter Hellekalek. As invited speakers, Luc Devroye (Montreal), Karl Entacher (Salzburg), Pierre L'Ecuyer (Montreal), and Ueli Maurer (ETH Zurich) have already agreed to give a talk. We will cover the whole range from uniform RNGs for Monte Carlo simulation (L'Ecuyer), via non-uniform random numbers (Devroye) to random numbers in cryptography (Maurer) and the relation to quasi-Monte Carlo methods (Entacher).
Spectral Test Server
(August 2000)
  pLab is proud to announce our new Spectral Test Server. This server allows you to find good LCGs (linear congruential generators) by the spectral test, an important figure of merit for random number generators. This server has been constructed by Karl Entacher and Peter Hellekalek.
A Cautionary Tale from Practice
(August 2000)
  Jeff Szuhay of Psychology Software Tools has provided a cautionary tale about reseeding random number generators. He experienced problems when reseeding the excellent generator TT800 of Makoto Matsumoto in field use. Anyone interested in further details is asked to contact Jeff directly.
MCQMC 2000, Hongkong
(August 2000)
  The Fourth International Conference on Monte Carlo and Quasi-Monte Carlo Methods in Scientific Computing in Hongkong, Nov. 27 - Dec. 3, 2000, will unite most of the leading specialists in these fields. It is the most important meeting in this field and takes place every two years. This series of conferences is closely connected with Harald Niederreiter, who has initiated this series of conferences with his 1990 Alaska lectures. All conference proceedings have been published by Springer-Verlag.

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