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Jun 23, 2011

Quantum Random Numbers

A few weeks ago, researchers at Institut Ruđer Bošković in Croatia announced a Quantum Random Bit Generator Service. JMP uses a very good Mersenne Twister psuedo-random number generator, but if you want to play with true random numbers, I've uploaded a JMP data table comparing four generators and including a script to load more quantum random numbers from the on-line generator if you have registered for a username and password from the service. The four generators in the data table are

  • Quantum: true random numbers from a quantum bit generator

  • Twister: the Mersenne Twister generator built into JMP

  • Simple: a low quality Linear Congruence Generator

  • RANDU: a better but flawed LCG used by the IBM/360 mainframes

  • The data table includes 2-D and 3-D lag plots for each generator. Here's the 2-D plot for the quantum generator.

    Lag Plot of Quantum Random Numbers

    Twister looks similar, but Simple shows some artifacts. RANDU looks OK in 2-D, but play around with the 3-D view to see its flaw.

    The data table script to load more quantum random numbers provides a good example of JMP 7's network socket support in JSL, allowing a script to communicate with a web service at a low level.

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