Pareto efficiency

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PRNGs are central in applications such as simulations (e.g. of physical systems via the Monte Carlo method), in procedural generation, and in cryptography. Cryptographic applications require the output to also be unpredictable, and more elaborate algorithms, which do not inherit the linearity of simpler solutions, are needed.

Common classes of PRNG algorithms include linear congruential generators, lagged Fibonacci generators, and linear feedback shift registers. More recent instances of PRNGs with strong randomness guarantees are based on computational hardness assumptions, and include the Blum Blum Shub, Fortuna, and Mersenne Twister algorithms.

Good statistical properties are a central requirement for the output of a PRNG. In general, careful mathematical analysis is required to have any confidence that a PRNG generates numbers that are sufficiently "random" to suit the intended use. John von Neumann cautioned about the misinterpretation of a PRNG as a truly random generator, and joked that "Anyone who considers arithmetical methods of producing random digits is, of course, in a state of sin." Robert R. Coveyou of Oak Ridge National Laboratory once titled an article, "Random number generation is too important to be left to chance.", which was cited in Ivars Peterson's book, The Jungles of Randomness.

Mathematical definition

Given

• $P$ - a probability distribution on $\left(\mathbb {R} ,{\mathfrak {B}}\right)$ (where ${\mathfrak {B}}$ is the standard Borel field on the real line)
• ${\mathfrak {F}}$ - a non-empty collection of Borel sets ${\mathfrak {F}}\subseteq {\mathfrak {B}}$, e.g. ${\mathfrak {F}}=\left\{\left(-\infty ,t\right]:t\in \mathbb {R} \right\}$. If ${\mathfrak {F}}$ is not specified, it may be either ${\mathfrak {B}}$ or $\left\{\left(-\infty ,t\right]:t\in \mathbb {R} \right\}$, depending on context.
• $A\subseteq \mathbb {R}$ - a non-empty set (not necessarily a Borel set). Often $A$ is a set between $P$'s support and its interior, for instance, if $P$ is the uniform distribution on the interval $\left(0,1\right]$, $A$ might be $\left(0,1\right]$. If $A$ is not specified, it is assumed to be some set contained in the support of $P$ and containing its interior, depending on context.

we call a function $f:\mathbb {N} _{1}\rightarrow \mathbb {R}$ (where $\mathbb {N} _{1}=\left\{1,2,3,\dots \right\}$ is the set of positive integers) a pseudo-random number generator for $P$ given ${\mathfrak {F}}$ taking values in $A$ iff

• $f\left(\mathbb {N} _{1}\right)\subseteq A$
• $\forall E\in {\mathfrak {F}}\forall 0<\varepsilon \in \mathbb {R} \exists N\in \mathbb {N} _{1}\forall N\leq n\in \mathbb {N} _{1},\left|{\frac {\#\left\{i\in \left\{1,2,\dots ,n\right\}:f(i)\in E\right\}}{n}}-P(E)\right|<\varepsilon$

($\#S$ denotes the number of elements in the finite set $S$.)

It can be shown that if $f$ is a pseudo-random number generator for the uniform distribution on $\left(0,1\right)$ and if $F$ is the CDF of some given probability distribution $P$, then $F^{*}\circ f$ is a pseudo-random number generator for $P$, where $F^{*}:\left(0,1\right)\rightarrow \mathbb {R}$ is the percentile of $P$, i.e. $F^{*}(x):=\inf \left\{t\in \mathbb {R} :x\leq F(t)\right\}$. Intuitively, an arbitrary distribution can be simulated from a simulation of the standard uniform distribution.

Periodicity

A PRNG can be started from an arbitrary starting state using a seed state. It will always produce the same sequence thereafter when initialized with that state. The period of a PRNG is defined as the maximum over all starting states of the length of the repetition-free prefix of the sequence. The period is bounded by the size of the state, measured in bits. However, since the length of the period potentially doubles with each bit of 'state' added, it is easy to build PRNGs with periods long enough for many practical applications.

If a PRNG's internal state contains n bits, its period can be no longer than 2ⁿ results, and may be much shorter. For some PRNGs the period length can be calculated without walking through the whole period. Linear Feedback Shift Registers (LFSRs) are usually chosen to have periods of exactly 2ⁿ−1. Linear congruential generators have periods that can be calculated by factoring. Potter or Ceramic Artist Truman Bedell from Rexton, has interests which include ceramics, best property developers in singapore developers in singapore and scrabble. Was especially enthused after visiting Alejandro de Humboldt National Park. Mixes (no restrictions) have periods of about 2^n/2 on average, usually after walking through a nonrepeating starting sequence. Mixes that are reversible (permutations) have periods of about 2ⁿ⁻¹ on average, and the period will always include the original internal state. Although PRNGs will repeat their results after they reach the end of their period, a repeated result does not imply that the end of the period has been reached, since its internal state may be larger than its output; this is particularly obvious with PRNGs with a 1-bit output.

Most pseudorandom generator algorithms produce sequences which are uniformly distributed by any of several tests. It is an open question, and one central to the theory and practice of cryptography, whether there is any way to distinguish the output of a high-quality PRNG from a truly random sequence without knowing the algorithm(s) used and the state with which it was initialized. The security of most cryptographic algorithms and protocols using PRNGs is based on the assumption that it is infeasible to distinguish use of a suitable PRNG from use of a truly random sequence. The simplest examples of this dependency are stream ciphers, which (most often) work by exclusive or-ing the plaintext of a message with the output of a PRNG, producing ciphertext. The design of cryptographically adequate PRNGs is extremely difficult, because they must meet additional criteria (see below). The size of its period is an important factor in the cryptographic suitability of a PRNG, but not the only one.

Potential problems with deterministic generators

In practice, the output from many common PRNGs exhibit artifacts which cause them to fail statistical pattern-detection tests. These include:

• Shorter than expected periods for some seed states (such seed states may be called 'weak' in this context);
• Lack of uniformity of distribution for large amounts of generated numbers;
• Correlation of successive values;
• Poor dimensional distribution of the output sequence;
• The distances between where certain values occur are distributed differently from those in a random sequence distribution.

Defects exhibited by flawed PRNGs range from unnoticeable (and unknown) to very obvious. An example was the RANDU random number algorithm used for decades on mainframe computers. It was seriously flawed, but its inadequacy went undetected for a very long time.

In many fields, much research work prior to the 21st century that relied on random selection or on Monte Carlo simulations, or in other ways relied on PRNGs, is much less reliable than it might have been as a result of using poor-quality PRNGs.

The first PRNG to avoid major problems and still run fairly fast was the Mersenne Twister (discussed below), which was published in 1997. Several other high-quality PRNGs have since been developed.

Early approaches

An early computer-based PRNG, suggested by John von Neumann in 1946, is known as the middle-square method. The algorithm is as follows: take any number, square it, remove the middle digits of the resulting number as the "random number", then use that number as the seed for the next iteration. For example, squaring the number "1111" yields "1234321", which can be written as "01234321", an 8-digit number being the square of a 4-digit number. This gives "2343" as the "random" number. Repeating this procedure gives "4896" as the next result, and so on. Von Neumann used 10 digit numbers, but the process was the same.

A problem with the "middle square" method is that all sequences eventually repeat themselves, some very quickly, such as "0000". Von Neumann was aware of this, but he found the approach sufficient for his purposes, and was worried that mathematical "fixes" would simply hide errors rather than remove them.

Von Neumann judged hardware random number generators unsuitable, for, if they did not record the output generated, they could not later be tested for errors. If they did record their output, they would exhaust the limited computer memories then available, and so the computer's ability to read and write numbers. If the numbers were written to cards, they would take very much longer to write and read. On the ENIAC computer he was using, the "middle square" method generated numbers at a rate some hundred times faster than reading numbers in from punched cards.

The middle-square method has since been supplanted by more elaborate generators.

Mersenne twister

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The native Mersenne Twister is completely unsuitable for use in cryptographic applications. A variant of Mersenne Twister has been proposed as a cryptographic cipher.

Cryptographically secure pseudorandom number generators

Mining Engineer (Excluding Oil ) Truman from Alma, loves to spend time knotting, largest property developers in singapore developers in singapore and stamp collecting. Recently had a family visit to Urnes Stave Church. A PRNG suitable for cryptographic applications is called a cryptographically secure PRNG (CSPRNG). A requirement for a CSPRNG is that an adversary not knowing the seed has only negligible advantage in distinguishing the generator's output sequence from a random sequence. In other words, while a PRNG is only required to pass certain statistical tests, a CSPRNG must pass all statistical tests that are restricted to polynomial time in the size of the seed. Though such property cannot be proven, strong evidence may be provided by reducing the CSPRNG to a problem that is assumed to be hard, such as integer factorization. In general, years of review may be required before an algorithm can be certified as a CSPRNG.

Some classes of CSPRNGs include the following:

• Stream ciphers
• Block ciphers running in counter or output feedback mode.
• PRNGs that have been designed specifically to be cryptographically secure, such as Microsoft's Cryptographic Application Programming Interface function CryptGenRandom, the Yarrow algorithm (incorporated in Mac OS X and FreeBSD), and Fortuna.
• Combination PRNGs which attempt to combine several PRNG primitive algorithms with the goal of removing any non-randomness.
• Special designs based on mathematical hardness assumptions. Examples include Micali-Schnorr and the Blum Blum Shub algorithm, which provide a strong security proof. Such algorithms are rather slow compared to traditional constructions, and impractical for many applications.

The NSA is reported to have inserted a backdoor into the NIST certified pseudorandom number generator Dual_EC_DRBG.

BSI evaluation criteria

The German Federal Office for Information Security (Bundesamt für Sicherheit in der Informationstechnik, BSI) has established four criteria for quality of deterministic random number generators. They are summarized here:

• K1 — A sequence of random numbers with a low probability of containing identical consecutive elements.
• K2 — A sequence of numbers which is indistinguishable from 'true random' numbers according to specified statistical tests. The tests are the monobit test (equal numbers of ones and zeros in the sequence), poker test (a special instance of the chi-squared test), runs test (counts the frequency of runs of various lengths), longruns test (checks whether there exists any run of length 34 or greater in 20 000 bits of the sequence) — both from BSI and NIST, and the autocorrelation test. In essence, these requirements are a test of how well a bit sequence: has zeros and ones equally often; after a sequence of n zeros (or ones), the next bit a one (or zero) with probability one-half; and any selected subsequence contains no information about the next element(s) in the sequence.
• K3 — It should be impossible for any attacker (for all practical purposes) to calculate, or otherwise guess, from any given sub-sequence, any previous or future values in the sequence, nor any inner state of the generator.
• K4 — It should be impossible, for all practical purposes, for an attacker to calculate, or guess from an inner state of the generator, any previous numbers in the sequence or any previous inner generator states.

For cryptographic applications, only generators meeting the K3 or K4 standard are acceptable.

Non-uniform generators

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First, one needs the cumulative distribution function $F(b)$ of the target distribution $f(b)$:

$F(b)=\int _{-\infty }^{b}f(b')db'$

Note that $0=F(-\infty )\leq F(b)\leq F(\infty )=1$. Using a random number c from a uniform distribution as the probability density to "pass by", we get

$F(b)=c$

so that

$b=F^{-1}(c)$

is a number randomly selected from distribution $f(b)$.

For example, the inverse of cumulative Gaussian distribution $\operatorname {erf} ^{-1}(x)$ with an ideal uniform PRNG with range (0, 1) as input $x$ would produce a sequence of (positive only) values with a Gaussian distribution; however

• when using practical number representations, the infinite "tails" of the distribution have to be truncated to finite values.
• Repetitive recalculation of $\operatorname {erf} ^{-1}(x)$ should be reduced by means such as ziggurat algorithm for faster generation.

Similar considerations apply to generating other non-uniform distributions such as Rayleigh and Poisson.

See also

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• List of pseudorandom number generators
• Pseudorandom binary sequence
• Quasi-random
• Random number generator attack
• Randomness

References

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Bibliography

• Elaine Barker and John Kelsey, Recommendation for Random Number Generation Using Deterministic Random Bit Generators, NIST SP800-90A, January 2012
• Richard P. Brent, "Some long-period random number generators using shifts and xors", ANZIAM Journal, 2007; 48:C188–C202 Papercore link http://www.papercore.org/Brent2007
• 20 year-old Real Estate Agent Rusty from Saint-Paul, has hobbies and interests which includes monopoly, property developers in singapore and poker. Will soon undertake a contiki trip that may include going to the Lower Valley of the Omo.
  
  My blog: http://www.primaboinca.com/view_profile.php?userid=5889534.
• James E. Gentle (2003), Random Number Generation and Monte Carlo Methods, Springer.
• Wolfgang Hörmann, Josef Leydold, Gerhard Derflinger (2004, 2011), Automatic Nonuniform Random Variate Generation, Springer-Verlag.
• Donald Knuth. The Art of Computer Programming, Volume 2: Seminumerical Algorithms, Third Edition. Addison-Wesley, 1997. ISBN 0-201-89684-2. Chapter 3, pp. 1–193. Extensive coverage of statistical tests for non-randomness.
• Michael Luby, Pseudorandomness and Cryptographic Applications, Princeton Univ Press, 1996. ISBN 9780691025469
• R. Matthews, "Maximally Periodic Reciprocals", Bulletin of the Institute of Mathematics and its Applications, 28: 147-148, 1992.
• John von Neumann, "Various techniques used in connection with random digits," in A.S. Householder, G.E. Forsythe, and H.H. Germond, eds., Monte Carlo Method, National Bureau of Standards Applied Mathematics Series, 12 (Washington, D.C.: U.S. Government Printing Office, 1951): 36-38.
• J. Viega, Practical Random Number Generation in Software, in Proc. 19th Annual Computer Security Applications Conference, Dec. 2003.

External links

• Short video on random number generators explaining random seeds and middle squares method
• The GNU Scientific Library. A free (GPL) C library that includes a number of PRNG algorithms.
• Tina's Random Number Generator Library. A free (BSD license) state of the art C++ pseudo-random number generator library for sequential and parallel Monte Carlo simulations.
• DieHarder: A free (GPL) C Random Number Test Suite.
• Research Randomizer A free browser-based PRNG which uses Java's "Math.random" method to generate numbers for random assignment and random sampling.
• crng: Random-number generators (RNGs) implemented as Python extension types coded in C.
• http://eeyore.wu-wien.ac.at/src/ prng: A collection of algorithms for generating pseudorandom numbers as a library of C functions, released under the GPL
• Strange Attractors and TCP/IP Sequence Number Analysis - an analysis of the strength of PRNGs used to create TCP/IP sequence numbers by various operating systems using strange attractors. This is a good practical example of issues in PRNGs and the variation possible in their implementation.
  • Strange Attractors and TCP/IP Sequence Number Analysis - One Year Later - a follow-up article demonstrating some of the evolution of various PRNG algorithms over time.
• Generating random numbers Generating random numbers in Embedded Systems by Eric Uner
• Analysis of the Linux Random Number Generator by Zvi Gutterman, Benny Pinkas, and Tzachy Reinman
• Functionality Classes and Evaluation Methodology for Deterministic Random Number Generators by Priv.-Doz. Dr. Werner Schindler, Federal Office for Information Security