Search results for "Pseudorandomness"
showing 2 items of 2 documents
Study on the Effects of Pseudorandom Generation Quality on the Performance of Differential Evolution
2011
Experiences in the field of Monte Carlo methods indicate that the quality of a random number generator is exceedingly significant for obtaining good results. This result has not been demonstrated in the field of evolutionary optimization, and many practitioners of the field assume that the choice of the generator is superfluous and fail to document this aspect of their algorithm. In this paper, we demonstrate empirically that the requirement of high quality generator does not hold in the case of Differential Evolution.
Considerations on correlations in shift-register pseudorandom number generators and their removal
1997
Abstract We present a simple calculation quantitatively explaining the triplet correlations in the popular shift-register random number generator “R250”, which were recently observed numerically by Schmid and Wilding, and are known from general analysis of this type of generator. Starting from these considerations, we discuss various methods to remove these correlations by combining different shift-register generators. We implement and test a particularly simple and fast version, based on an XOR combination of two independent shift-register generators with different time lags. The results indicate that this generator has much better statistical properties than R250, while being only a facto…