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  5. Analysis of correlation properties of (pseudo) random numbers sequences

Analysis of correlation properties of (pseudo) random numbers sequences

E.V. Faure, A.I. Shcherba, A.O. Lavdanskyi
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The comparative analysis of autocorrelation properties of sequences generated by combination generator with its various parameters, "Mersenne twister" generator and the sequence of "true random" numbers is done. The results obtained in this work confirm the homogeneity of estimates of autocorrelation functions of pseudorandom numbers from combination generator and "Mersenne twister" generator with an estimate of autocorrelation function of a random sequence of numbers, as well as allow to use the combination generator in tasks requiring uncorrelated sequences of numbers.
Keywords: (pseudo) random numbers sequence, combination generator, correlation, autocorrelation function, statistical criterion