Archive for RNG

truly and uniquely pseudo-random?

Posted in Books, pictures, Statistics, Travel, University life with tags , , , , , , , , , , , , , on July 10, 2024 by xi'an

I came across a Web paper entitled The Impact of Google’s Random Number Generator on Accurate Results that I found most puzzling in failing to explain the specific nature of this random generator and that included gems as below

“PRNGs (…) outputs are inherently predictable given a specific seed value, thus deviating from true randomness”

or stating that linear congruential generators suffered from “discernible patterns”, or yet advancing a bonus in using Google’s generator for “leveraging Gaussian distributions”… Referring to a specific and possibly obscure arXival proposing to construct (yet) a PRNG by reinforced learning, with an objective function based on randomness tests reminded me of Marsaglia’s Die Hard. And to “true randomness”. Plus being repetitive and obsequious. Until I found the piece was “written” by Quthor with no typo, an AI “writer” powered by Quick Creator. I should have paid more attention to the level of nonsense…

On the same occurrence, I also read a recent Scientific American paper on randomness tests pseudo-random number generators by Christopher Lutsko. Which does not start that well, since it reproduces the Laplace démon’s argument that a die roll outcome is not random. Also repeating the above pleonasm that PRNGs are not random since they are deterministic. And failing to not mention lava generators! The core of the article is however about recent papers by the author and Niclas Technau of the only examples of sequences that prove passed extremely strong pseudorandom tests. They focus on tests based on gap distribution and pair correlation.

“The [gap distribution] measures the size of the gaps between the points, and the [pair correlation’ measures the clustering of the points—how much they group up or stay apart (…) If these agree with what we would expect from random data, we say that the gap distribution or pair correlation is “Poissonian”.”  Christopher Lutsko

Along with Athanasios Sourmelidis, they proved that exponential sequences {α exp(θ log[n]) mod 1} have Poissonian pair correlation when θ<⅓, for any value of α. And higher Poissonian correlations for θ “smaller and smaller“. (This does not come out of the blue, as the proof relates to Van der Corput’s method of exponential sums, with links to the leading Austrian random generator community.) This is definitely an achievement. However, when θ gets “smaller and smaller“, the terms in the sequence grow more and more slowly, which forces calling for larger and larger values of α to make the generator useful. And the pseudo-randomness test based on Poissonian correlations is only one of many from the toolbox, so the debate seems far from over.

 

 

laser sharp random number generator

Posted in Books, pictures, Statistics, University life with tags , , , , , , , , on April 1, 2021 by xi'an

Caught the headline of Science News on a super-fast random number generator based on a dysfunctional laser! Producing “254 trillion random digits per second”.

“…when the laser is shined on a surface, its light contains a constantly changing pattern of tiny pinpricks that brighten and dim randomly. The brightness at each spot in the pattern over time can be translated by a computer into a random series of ones and zeros.”

I presume this is covered in the original Science paper [which I cannot access] but the parallel series of 0’s and 1’s should be checked to produce independent Bernoulli B(½) variates before being turned into a genuine random number generator.

certified RNGs

Posted in Statistics with tags , , , , , , , on April 27, 2020 by xi'an

A company called Gaming Laboratories International (GLI) is delivering certificates of randomness. Apparently using Marsaglia’s DieHard tests. Here are some unforgettable quotes from their webpage:

“…a Random Number Generator (RNG) is a key component that MUST be adequately and fully tested to ensure non-predictability and no biases exist towards certain game outcomes.”

“GLI has the most experienced and robust RNG testing methodologies in the world. This includes software-based (pseudo-algorithmic) RNG’s, Hardware RNG’s, and hybrid combinations of both.”

“GLI uses custom software written and validated through the collaborative effort of our in-house mathematicians and industry consultants since our inception in 1989. An RNG Test Suite is applied for randomness testing.”

“No lab in the world provides the level of iGaming RNG assurance that GLI does. Don’t take a chance with this most critical portion of your iGaming system.”
 

certified randomness, 187m away…

Posted in Statistics with tags , , , , , , , on May 3, 2018 by xi'an

As it rarely happens with Nature, I just read an article that directly relates to my research interests, about a secure physical random number generator (RNG). By Peter Bierhost and co-authors, mostly physicists apparently. Security here means that the outcome of the RNG is unpredictable. This very peculiar RNG is based on two correlated photons sent to two measuring stations, separated by at least 187m, which have to display unpredictable outcomes in order to respect the impossibility of faster-than-light communications, otherwise known as Bell inequalities. This is hardly practical though, especially when mentioning that the authors managed to produce 2¹⁰ random bits over 10 minutes, post processing “the measurement of 55 million photon pairs”. (I however fail to see why the two-arm apparatus would be needed for regular random generation as it seems relevant solely for the demonstration of randomness.) I also checked the associated supplementary material, which is mostly about proving some total variation bound, and constructing a Bell function. What is most puzzling in this paper (and the associated supplementary material) is the (apparent) lack of guarantee of uniformity of the RNG. For instance, a sentence (Supplementary Material, p.11) about  a distribution being “within TV distance of uniform” hints at the method being not provably uniform, which makes the whole exercise incomprehensible…