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Applications of algebra and statistics for pseudorandom number generators

Research Project

Project/Area Number 17K14234
Research Category

Grant-in-Aid for Young Scientists (B)

Allocation TypeMulti-year Fund
Research Field Foundations of mathematics/Applied mathematics
Research InstitutionEhime University

Principal Investigator

Haramoto Hiroshi  愛媛大学, 教育学部, 准教授 (40511324)

Project Period (FY) 2017-04-01 – 2022-03-31
Project Status Completed (Fiscal Year 2021)
Budget Amount *help
¥3,640,000 (Direct Cost: ¥2,800,000、Indirect Cost: ¥840,000)
Fiscal Year 2020: ¥520,000 (Direct Cost: ¥400,000、Indirect Cost: ¥120,000)
Fiscal Year 2019: ¥520,000 (Direct Cost: ¥400,000、Indirect Cost: ¥120,000)
Fiscal Year 2018: ¥1,300,000 (Direct Cost: ¥1,000,000、Indirect Cost: ¥300,000)
Fiscal Year 2017: ¥1,300,000 (Direct Cost: ¥1,000,000、Indirect Cost: ¥300,000)
Keywords擬似乱数 / 統計的検定 / 有限体 / モンテカルロ法 / NIST SP800-22 / xorshift128+ / 応用数学
Outline of Final Research Achievements

In this research, using a so called three-level test, we modify several statistical tests in NIST SP800-22 by the National Institute of Standards and Technology (NIST) and TestU01 by L'Ecuyer and Simard. We also improve upper limits of sample size at the second level for nine tests in 15 tests in NIST SP800-22 with the chi-squared discrepancy of the exact distribution of p-values from the uniform distribution.
Xorshift128+ is a newly proposed pseudorandom number generator, which is now the standard one on a number of platforms. We demonstrate that three-dimensional plots of the random points generated by the generator have visible struc- tures: they concentrate on particular planes in the cube. We provide a mathematical analysis of this phenomenon.

Academic Significance and Societal Importance of the Research Achievements

NIST SP800-22やTestU01の検定を検証する際、三重検定と呼ばれる手法を使い、多数の検定から問題のあるもののみを抽出した。三重検定は計算機で自動的に問題のある検定のみを抽出できる利点があり、特に無謬と考えられていたTestU01を効率的に修正できた。
xorshift128+は現在最も広く利用されている擬似乱数生成法である。しかし、3次元的に可視化可能であるという極めて劣悪な欠陥があることが初等的な手法で証明できた。これは理論的な最適化を怠ったことに原因があり、今後の擬似乱数研究においても統計手法にのみ依存する設計が極めて危険であることを明らかにした。

Report

(6 results)
  • 2021 Annual Research Report   Final Research Report ( PDF )
  • 2020 Research-status Report
  • 2019 Research-status Report
  • 2018 Research-status Report
  • 2017 Research-status Report
  • Research Products

    (18 results)

All 2022 2021 2020 2019 2018 2017

All Journal Article (5 results) (of which Int'l Joint Research: 3 results,  Peer Reviewed: 4 results) Presentation (13 results) (of which Int'l Joint Research: 5 results,  Invited: 2 results)

  • [Journal Article] Unveiling patterns in xorshift128+ pseudorandom number generators2022

    • Author(s)
      Haramoto Hiroshi、Matsumoto Makoto、Saito Mutsuo
    • Journal Title

      Journal of Computational and Applied Mathematics

      Volume: 402 Pages: 113791-113791

    • DOI

      10.1016/j.cam.2021.113791

    • Related Report
      2021 Annual Research Report
    • Peer Reviewed / Int'l Joint Research
  • [Journal Article] Study on upper limit of sample size for a two-level test in NIST SP800-222020

    • Author(s)
      Haramoto Hiroshi
    • Journal Title

      Japan Journal of Industrial and Applied Mathematics

      Volume: 38 Issue: 1 Pages: 193-209

    • DOI

      10.1007/s13160-020-00434-y

    • NAID

      210000181826

    • Related Report
      2020 Research-status Report
    • Peer Reviewed
  • [Journal Article] Checking the quality of approximation of p-values in statistical tests for random number generators by using a three-level test2019

    • Author(s)
      Haramoto Hiroshi、Matsumoto Makoto
    • Journal Title

      Mathematics and Computers in Simulation

      Volume: 161 Pages: 66-75

    • DOI

      10.1016/j.matcom.2018.08.005

    • Related Report
      2018 Research-status Report
    • Peer Reviewed / Int'l Joint Research
  • [Journal Article] A Method to Compute an Appropriate Sample Size of a Two-Level Test for the NIST Test Suite2018

    • Author(s)
      Hiroshi Haramoto, Makoto Matsumoto
    • Journal Title

      Monte Carlo and Quasi-Monte Carlo Methods: MCQMC 2016 (Springer Proceedings in Mathematics & Statistics)

      Volume: -

    • Related Report
      2017 Research-status Report
    • Peer Reviewed / Int'l Joint Research
  • [Journal Article] 三重検定を用いた擬似乱数検定パッケージの健全性評価2017

    • Author(s)
      原本博史
    • Journal Title

      日本応用数理学会2017年度年会予稿集

      Volume: - Pages: 155-156

    • Related Report
      2017 Research-status Report
  • [Presentation] 擬似乱数生成法xorshift128+の非乱数性2021

    • Author(s)
      原本博史
    • Organizer
      愛知県立大学 合同ゼミ
    • Related Report
      2021 Annual Research Report
    • Invited
  • [Presentation] Theoretical Analysis on Visible Flaws of Xorshift128+: a Newly Proposed Pseudorandom Number Generator2020

    • Author(s)
      Hiroshi Haramoto, Makoto Matsumoto, Mutsuo Saito
    • Organizer
      14th International Conference in Monte Carlo & Quasi-Monte Carlo Methods in Scientific Computing
    • Related Report
      2020 Research-status Report
    • Int'l Joint Research
  • [Presentation] 擬似乱数のはなし -最新の研究成果から-2020

    • Author(s)
      原本博史
    • Organizer
      計測自動制御学会 制御部門 データ駆動型社会を支える適応学習制御調査研究会 第 1 回講義会
    • Related Report
      2020 Research-status Report
    • Invited
  • [Presentation] Large sample sizes may result in erroneous rejection in statistical tests on randomness: a computational solution2019

    • Author(s)
      Hiroshi Haramoto
    • Organizer
      12th International Conference on Monte Carlo Methods and Applications
    • Related Report
      2019 Research-status Report
    • Int'l Joint Research
  • [Presentation] A visible flaw of xorshift128+ generators2019

    • Author(s)
      Hiroshi Haramoto, Makoto Matsumoto, Mutsuo Saito
    • Organizer
      12th International Conference on Monte Carlo Methods and Applications
    • Related Report
      2019 Research-status Report
    • Int'l Joint Research
  • [Presentation] NISTの二重検定におけるサンプルサイズ2019

    • Author(s)
      原本博史
    • Organizer
      日本応用数理学会 2019年度 年会
    • Related Report
      2019 Research-status Report
  • [Presentation] 擬似乱数生成法xorshift128+の非乱数性 -統計的検定からの考察-2019

    • Author(s)
      原本博史
    • Organizer
      第1回「乱数・準乱数の数学」研究集会
    • Related Report
      2019 Research-status Report
  • [Presentation] 擬似乱数の二重検定時のサンプルサイズについて2019

    • Author(s)
      原本博史、松本眞
    • Organizer
      平成30年度 日本数学会中国・四国支部例会
    • Related Report
      2018 Research-status Report
  • [Presentation] Testing the Reliability of Statistical Tests for Pseudorandom Number Generators2018

    • Author(s)
      Haramoto Hiroshi
    • Organizer
      13th International Conference in Monte Carlo & Quasi-Monte Carlo Methods in Scientific Computing
    • Related Report
      2018 Research-status Report
    • Int'l Joint Research
  • [Presentation] ラグ付きフィボナッチ生成法に対するある非統計的検定について2018

    • Author(s)
      原本博史
    • Organizer
      日本応用数理学会2018年度年会
    • Related Report
      2018 Research-status Report
  • [Presentation] 擬似乱数の統計的検定におけるサンプルサイズ上限計算法2018

    • Author(s)
      原本博史
    • Organizer
      日本応用数理学会環瀬戸内応用数理研究部会第22回シンポジウム
    • Related Report
      2018 Research-status Report
  • [Presentation] Testing soundness of statistical tests for random number gener- ators by using a three-level test2017

    • Author(s)
      Hiroshi Haramoto
    • Organizer
      11th International Conference on Monte Carlo Methods and Applications (MCM 2017)
    • Related Report
      2017 Research-status Report
    • Int'l Joint Research
  • [Presentation] 三重検定を用いた擬似乱数検定パッケージの健全性評価2017

    • Author(s)
      原本博史
    • Organizer
      日本応用数理学会2017年度年会
    • Related Report
      2017 Research-status Report

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Published: 2017-04-28   Modified: 2023-01-30  

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