Related papers: On testing pseudorandom generators via statistical…
New Berry--Esseen-type bounds, with explicit constant factors, for the distribution of the Student statistic and, equivalently, for that of the self-normalized sum of independent zero-mean random variables are obtained. These bounds are…
We consider a branching random walk on $d$-dimensional real space with immigration in a time-dependent random environment. Let $Z_n(\mathbf t)$ be the so-called partition function of the process, namely, the moment generating function of…
Since the work of Ferrenberg et al.[PRL 69, (1992)] some pseudo random number generators are known to yield wrong results in cluster Monte Carlo simulations. In this contribution the fundamental mechanism behind this failure is discussed.…
In this paper we present experiments in order to show how some pseudo random number generators can improve the effectiveness of a statistical cryptanalysis algorithm. We deduce mainly that a better generator enhance the accuracy of the…
Gaussian random number generators attract a widespread interest due to their applications in several fields. Important requirements include easy implementation, tail accuracy, and, finally, a flat spectrum. In this work, we study the…
Nowadays random number generation plays an essential role in technology with important applications in areas ranging from cryptography, which lies at the core of current communication protocols, to Monte Carlo methods, and other…
We have carried out extensive statistical, bit level and visual tests of several random number generators used in the applications of physics. Two of the generators tested were recently included in a paper by Ferrenberg {\it et al.} (Phys.…
The two-sample homogeneity testing problem is fundamental in statistics and becomes particularly challenging in high dimensions, where classical tests can suffer substantial power loss. We develop a learning-assisted procedure based on the…
We establish a Berry--Esseen bound for general multivariate nonlinear statistics by developing a new multivariate-type randomized concentration inequality. The bound is the best possible for many known statistics. As applications,…
The log-normal distribution is one of the most common distributions used for modeling skewed and positive data. It frequently arises in many disciplines of science, specially in the biological and medical sciences. The statistical analysis…
The Arcsine laws of Brownian motion are a collection of results describing three different statistical quantities of one-dimensional Brownian motion: the time at which the process reaches its maximum position, the total time the process…
We consider a Branching Random Walk on $\R$ whose step size decreases by a fixed factor, $0<b<1$, with each turn. This process generates a random probability measure on $\R$, that is, the limit of uniform distribution among the $2^n$…
The classic arcsine law for the number $N_{n}^{>}:=n^{-1}\sum_{k=1}^{n}\mathbf{1}_{\{S_{k}>0\}}$ of positive terms, as $n\to\infty$, in an ordinary random walk $(S_{n})_{n\ge 0}$ is extended to the case when this random walk is governed by…
We obtain rates of convergence in limit theorems of partial sums $S_n$ for certain sequences of dependent, identically distributed random variables, which arise naturally in statistical mechanics, in particular, in the context of the…
An approach to generate the pseudorandom-bit sequence from the asymptotic deterministic randomness system is proposed in this Letter. We study the characteristic of multi-value correspondence of the asymptotic deterministic randomness…
We consider the random walk among random conductances on Z^d. We assume that the conductances are independent, identically distributed and uniformly bounded away from 0 and infinity. We obtain a quantitative version of the central limit…
An analogue of the Berry-Esseen inequality is proved for the speed of convergence of free additive convolutions of bounded probability measures. The obtained rate of convergence is of the order n^{-1/2}, the same as in the classical case.…
Security in different applications is closely related to the goodness of the sequences generated for such purposes. Not only in Cryptography but also in other areas, it is necessary to obtain long sequences of random numbers or that, at…
This paper investigates a statistical procedure for testing the equality of two independent estimated covariance matrices when the number of potentially dependent data vectors is large and proportional to the size of the vectors, that is,…
We propose a novel pseudorandom number generator based on R\"ossler attractor and bent Boolean function. We estimated the output bits properties by number of statistical tests. The results of the cryptanalysis show that the new pseudorandom…