The Myth of Equidistribution
240. R. P. Brent,
The myth of equidistribution for high-dimensional simulation,
8 May 2010, 8 pages.
A pseudo-random number generator (RNG) might be used to generate w-bit
random samples in d dimensions if the number of state bits is at least
dw. Some RNGs perform better than others and the concept of
equidistribution has been introduced in the literature in order to rank
We define what it means for a RNG to be
(d,w)-equidistributed, and then argue that
(d,w)-equidistribution is not
necessarily a desirable property.
Based on material presented at a
Workshop on High Dimensional Approximation
held at the Australian National University, Canberra, 19 February 2007.
Slides from the talk are here.
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