蒙特卡洛模拟中伪随机数的STTDMR检验

伪随机数发生器(PNG)是蒙特卡洛法概率模拟中的基本工具,但它也成为影响蒙特卡洛法精确度的最大误差源.提出了一种检验方法——二维介质辐射对称性检验法STTDMR,它可在不同条件下对各种伪随机数程序进行无限制的检验,在更精细的层次上区分伪随机数发生器的优劣.STTDMR不仅可检验伪随机数的特性,还可检验概率模型是否正确.利用STTDMR分析了多种典型的伪随机数产生法,获得一个性能上较优越的组合伪随机数ZH产生程序.

STTDMR of Pseudo-random Number in Monte-Carlo Simulation

Pseudo-random number generator(PNG) is necessary in the computing works using Monte-Carlo method.The main error lies in the calculation of pseudo-random number to influence the accuracy of the calculation by the Monte-Carlo method.In this paper,a new more sufficient method through which one can hope a better outcome-the STTDMR (symmetry test in two dimension media radiation)is presented.The STTDMR is feasible under several of conditions to test unlimited the PNG.Good generators may be distinguished from bad ones more successfully in further level.The STTDMR is used to test not only properties of pseudo-random numbers but also the correctness of the probability models.In order to give a full view of the STTDMR,the STTDMR is applied to test several PNGs,and finally a PNG-ZH which is better than traditional PNG in many ways is obtained.