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TH Informal Lattice Meeting

Fred James, "Random Number Generation based on the Ergodic Hierarchy in Classical Dynamical Systems"

Europe/Zurich
4/2-037 - TH meeting room (CERN)

4/2-037 - TH meeting room

CERN

20
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Description

When Martin Lüscher introduced RANLUX in 1994, it was the first pseudorandom number generator based on the theory of Mixing in classical dynamical systems.  Now 25 years later, it is still very successful but it is no longer alone, since two more recent algorithms, MIXMAX and RANLUX++, also based on the same theory of Mixing, are now available. A study of the behaviour of these algorithms sheds new light on the conditions under which the computer algorithm can be considered to have the same ergodic properties as the continuous dynamical systems described by the theory.