Verification of pseudorandom number streams
Abstract:
A method of assessing parallel random number streams includes mixing two or more parallel random number streams. Mixing the parallel random number streams may include pairing at least one of the random number streams with other random number streams. For each mixed random number stream, an inter-stream correlation value may be computed based on a correlation among the random number steams used. A quality metric for the parallel random number streams may be determined from inter-stream correlation values for the two or more mixed streams created from the parallel random number streams. A quality metric for a single random number stream may be computed by segmenting the single random number stream into multiple substreams and applying the methods of mixing streams and computing quality metric in the case of parallel streams.
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