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Article #110Re: "True" REG (was re: random number generator)
From: Andrew Mullhaupt
Date: Thu, 30 Jul 1992 22:17
Date: Thu, 30 Jul 1992 22:17
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2622 bytes
In article <1992Jul29.132817.7113@Princeton.EDU> rdnelson@phoenix.Princeton.EDU (Roger D Nelson) writes: >Why don't people interested in "good" RNG's simply use one or another of >the physical random sources, such as radioactive decay or quantum tunneling. >Obviously these would not be appropriate for cases where a repetition of >the random sequence is desired, but otherwise...? For a couple of >thousand dollars, which is a trivial cost compared to the time spent on >algorithmic RNG research, one can buy excellent, well designed and >executed commercial RNG's. I would be interested in some discussion of >problems or inadequacies (or indeed virtues) of so-called "true" random >event generators. As far as I can tell, there are 4 big problems with using experimental observations as RNG's. 1. Says who they're _really_ random? Sure we like to think so, but how do you know there isn't a little bias in say, the A/D converter, etc. Keep in mind that a high correlation over a long period is usually as bad as a periodicity, and that if you think about how long a period you get with algorithms, it means that you need to have very good control over the frequency response of your measurement device over a range of frequencies covering more than 10 decades. This is not trivial. 2. They aren't repeatable. This lets out the crypto people who need pseudo-random numbers, anyways, and it probably isn't so convenient for people with giant Monte Carlo things to debug. 3. You can't prove theorems about their outputs very easily. This is similar to (1), but it can also be a defect of some algorithms too. 4. They tend to have low bandwidth compared to the same quality digital algorithms. I'm not really current on this, but last time I knew anything about this question, there was just no way to beat parallel implementation of algorithmic RNG's on chips. The way I look at it, the problem with 'natural' RNG is that the market is small for it, and so the use of general purpose hardware is always economically favored - i.e. algorithmic RNG. Later, Andrew Mullhaupt
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Path: arc1-ca.pugleaf.net!sparky!uunet!psinntp!kepler1!andrew From: andrew@rentec.com (Andrew Mullhaupt) Newsgroups: sci.math.stat Subject: Re: "True" REG (was re: random number generator) Keywords: pseudo-random, C , uniform, normal Message-ID: <1130@kepler1.rentec.com> Date: 30 Jul 92 22:17:02 GMT References: <1126@kepler1.rentec.com> <1992Jul29.092934.23335@cl.cam.ac.uk> <1992Jul29.132817.7113@Princeton.EDU> Organization: Renaissance Technologies Corp., Setauket, NY. Lines: 45