In telecommunication networks, as in many other areas of science and engineering, proliferation of computers as research tools has resulted in the adoption of computer simulation as the most commonly used paradigm of scientific investigations. This, together with a plethora of existing simulation languages and packages, has created a popular opinion that simulation is mainly an exercise in computer programming. In new computing environments, programming can be minimised, or even fully replaced, by the manipulation of icons (representing pre-built programming objects containing basic functional blocks of simulated systems) on a computer monitor. One can say that we have witnessed another success of modern science and technology: the emergence of wonderful and powerful tools for exploring and predicting the behaviour of such complex, stochastic dynamic systems as telecommunication networks. But this enthusiasm is not shared by all researchers in this area. An opinion is spreading that one cannot rely on the majority of the published results on performance evaluation studies of telecommunication networks based on stochastic simulation, since they lack credibility. Indeed, the spread of this phenomenon is so wide that one can speak about a deep crisis of credibility. In this paper, this claim is supported by the results of a survey of over 2200 publications on telecommunication

Anyone who considers arithmetical methods of producing random digits is, of course, in a state of sin. John von Neumann Abstract—Limited numerical precision of nVidia GeForce 8800 GTX and other GPUs requires careful implementation of PRNGs. The Park-Miller PRNG is programmed using G80’s native Value4f floating point in RapidMind C++. Speed up is more than 40. Code is available via ftp cs.ucl.ac.uk genetic/gpcode/random-numbers/gpu park-miller.tar.gz I.

ing with credit is permitted. To copy otherwise, to republish, to post on servers, to redistribute to lists, or to use any component of this work in other works, requires prior specific permission and/or a fee. Permissions may be requested from Publications Dept, ACM Inc., 1515 Broadway, New York, NY 10036 USA fax +1 (212) 869-0481, or permissions@acm.org. Parallel Streams of Linear Random Numbers in the Spectral Test Karl Entacher Austrian Science Fund (FWF projects no. P11143-MAT and P12441-MAT) This paper reports analyses of subsequences of linear congruential pseudorandom numbers by means of the spectral test. Such subsequences occur in particular simulation setups or as methods to obtain parallel streams of pseudorandom numbers for parallel and distributed simulation. Especially in the latter case, two kinds of sub-streams are of special interest: lagged random numbers with step sizes k, and consecutive streams of random numbers of length l. We show how to analyze correlations ...

In this paper we consider parallel streams of pseudorandom numbers (PRNs) which are obtained by splitting linear congruential generators (LCGs) using the leap-frog technique. We employ the spectral test to compute an a priori figure of merit which rates the amount of correlation that is present in such sequences for given step size and dimension. It is shown that for some widely used LCGs there exist practically relevant splitting parameters such that the according parallel streams have poor quality. As can be seen from a sample MonteCarlo integration study, these theoretical findings have high practical importance. 1 Introduction Parallel computations in the field of stochastic simulation (e.g. [14, 9]) require a source of pseudorandom numbers (PRNs) which can be distributed among the single processing units. This is most efficiently achieved by assigning a generator to each such processing unit [15]. In order to be able to Research supported by the Austrian Science Foundation (FW...

Theoretically, using any Linear Congruence Generator (LCG) to generate pseudo-random numbers for cryptographic purposes is problematic because of its predictableness. On the other hand, due to its simplicity and efficiency, we think that the LCG should not be completely ignored. Since the random numbers generated by the LCG are predictable, it is clear that we cannot use them directly. However, we shall not introduce too much complication in the implementation which will compromise the reasons, simplicity and efficiency, of choosing the LCG. Thus, we propose an easy encryption method using an LCG for email encryption. To see how practical in predicting random numbers produced by an LCG, we implement Plumstead’s inference algorithm [2] and run it on some numbers generated by the easiest congruence: Xn+1 = aXn+ b mod m. Based on the result, we confirm the theoretical fault of the LCG, that is, simply increasing the size of the modulus does not significantly increase the difficulty of breaking the sequence. Our remedy is to break a whole random number into pieces and use them separately (with interference from another source, in our case, English text). We use 16-bytes random numbers and embed each byte of the random number as noise in one text character. In such a way, we can avoid revealing enough numbers for the attacker to predict.

Anyone who considers arithmetical methods of producing random digits is, of course, in a state of sin. John von Neumann Limited numerical precision of nVidia GeForce 8800 GTX and other GPUs requires careful implementation of PRNGs. The Park-Miller PRNG is programmed using G80’s native Value4f floating point in RapidMind C++. Speed up is more than 40. Code is available via ftp

erator Karl Entacher University of Salzburg Department of Mathematics Salzburg, Austria E-mail: Karl.Entacher@sbg.ac.at We present a theoretical and empirical analysis of the quality of the CRAY-system random number generator RANF in parallel settings. Subsequences of this generator are used to obtain parallel streams of random numbers for each processor. We use the spectral test to analyze the quality of lagged subsequences of RANF with step sizes 2 , l 1, appropriate for CRAY systems. Our results demonstrate that with increasing l, the quality of lagged subsequences is strongly reduced in comparison to the original sequence. The results are supported by a numerical Monte Carlo integration study. We also use the spectral test to exhibit the well known longrange correlations between consecutive blocks of random numbers obtained from RANF. Keywords: Random number ge

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SimJava is a discrete-event process-based simulation API. Being easy to use and flexible, it has found widespread use among simulation practitioners either as a simulation tool in itself or as the basis for other tools and extensions. However, SimJava’s simplicity is also its major shortcoming, requiring the modeller to manually undertake a number of tedious and error-prone tasks. This project’s aim is to enhance SimJava in several ways in order to provide a powerful simulation tool, free of such burdens. The sampling methods used will be improved, sophisticated statistical support will be provided, powerful transient and termination conditions will be made available, and finally, detailed graphical output analysis will be provided as an option for simulations. These enhancements will be made available in an easy to use and automated manner, providing the modeller with powerful functionality and allowing him to focus on the modelling aspects of experiments. Acknowledgements I would like to take this opportunity to thank my supervisor, Jane Hillston, for her invaluable support throughout the course of this project. Being always available and eager to provide

In the present paper we show how to speed up lattice parameter searches for Monte Carlo and quasi–Monte Carlo node sets. The classical measure for such parameter searches is the spectral test which is based on a calculation of the shortest nonzero vector in a lattice. Instead of the shortest vector we apply an approximation given by the LLL algorithm for lattice basis reduction. We empirically demonstrate the speed-up and the quality loss obtained by the LLL reduction, and we present important applications for parameter selections.