The myth of equidistribution for high-dimensional simulation
Brent, Richard P.
Mathematical Software
Data Structures and Algorithms
Numerical Analysis
Number Theory
65C10 (Primary) 11K36, 11K38, 11K45 (Secondary)
G.3; G.4
Original · EN
A pseudo-random number generator (RNG) might be used to generate w-bit random samples in d dimensions if the number of state bits is at least dw. Some RNGs perform better than others and the concept of equidistribution has been introduced in the literature in order to rank different RNGs. We define what it means for a RNG to be (d,w)-equidistributed, and then argue that (d,w)-equidistribution is not necessarily a desirable property.
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