On Combining Pseudorandom Number Generators
STANFORD UNIV CA DEPT OF STATISTICS
Pagination or Media Count:
Let X X1,...,Xn and Y Y1,...,Yn be independent random vectors whose components take values in O,1,...,m-1. Let r be the joint distribution of n independent random variables uniformly distributed on O,1,...,m-1. We show that the distribution of Z X Y mod m is closer to r, in several metrics, than is either the distribution of X or of Y. The principle suggested by this result is that combining strings of pseudorandom numbers, generated by different generators, by addition mod m, will result in a string more random than any of the separate strings.
- Statistics and Probability