Geometric random inner products: a family of tests for random number generators.
We present a computational scheme, GRIP (geometric random inner products), for testing the quality of random number generators. The GRIP formalism utilizes geometric probability techniques to calculate the average scalar products of random vectors distributed in geometric objects, such as circles and spheres. We show that these average scalar products define a family of geometric constants which can be used to evaluate the quality of random number generators. We explicitly apply the GRIP tests to several random number generators frequently used in Monte Carlo simulations, and demonstrate a statistical property for good random number generators.
Tu
Shu-Ju
SJ
Department of Physics, Purdue University, West Lafayette, Indiana 47907-1396, USA. sjtu@physics.purdue.edu
Fischbach
Ephraim
E