Related papers: On testing pseudorandom generators via statistical…
It is well-known that the quality of random number generators can often be improved by combining several generators, e.g. by summing or subtracting their results. In this paper we investigate the ratio of two random number generators as an…
We consider a random walk $S_k$ with i.i.d. steps on a compact group equipped with a bi-invariant metric. We prove quantitative ergodic theorems for the sum $\sum_{k=1}^N f(S_k)$ with H\"older continuous test functions $f$, including the…
Currently, statistical tests for random number generators (RNGs) are widely used in practice, and some of them are even included in information security standards. But despite the popularity of RNGs, consistent tests are known only for…
We propose and analyse a novel statistical procedure, coined AgraSSt, to assess the quality of graph generators that may not be available in explicit form. In particular, AgraSSt can be used to determine whether a learnt graph generating…
The rescaled range statistical analysis (R/S) is proposed as a new method to detect correlations in pseudorandom number generators used in Monte Carlo simulations. In an extensive test it is demonstrated that the RS analysis provides a very…
The subject of this paper is the simple random walk on $\mathbb{Z}$. We give a very simple answer to the following problem: under the condition that a random walk has already spent $\alpha$-percent of the traveling time on the positive side…
NIST SP800-22 (2010) proposes the state of art testing suite for (pseudo) random generators to detect deviations of a binary sequence from randomness. On the one hand, as a counter example to NIST SP800-22 test suite, it is easy to…
We present the implementation of an algorithm for graph isomorphism testing, based on ideas about number of walks (of sufficiently large length) between vertices. The algorithm is expanded for strongly regular graphs (SRG-s) by testing the…
The problem of constructing effective statistical tests for random number generators (RNG) is considered. Currently, statistical tests for RNGs are a mandatory part of cryptographic information protection systems, but their effectiveness is…
We consider Wald's sequential probability ratio test for deciding whether a sequence of independent and identically distributed observations comes from a specified phase-type distribution or from an exponentially tilted alternative…
Randomness is a fundamental feature in nature and a valuable resource for applications ranging from cryptography and gambling to numerical simulation of physical and biological systems. Random numbers, however, are difficult to characterize…
A random number generator is proposed based on a theorem about existence of chaos in fixed point iteration of x= cot2(x). Digital computer simulation of this function iteration exhibits random behavior. A method is proposed to extract…
We obtain Berry-Esseen-type bounds for the sum of random variables with a dependency graph and uniformly bounded moments of order $\delta \in (2,\infty]$ using a Fourier transform approach. Our bounds improve the state-of-the-art in the…
We derive a Gaussian Central Limit Theorem for the sample quantiles based on locally dependent random variables with explicit convergence rate. Our approach is based on converting the problem to a sum of indicator random variables, applying…
We study the problem of detecting a random walk on a graph from a sequence of noisy measurements at every node. There are two hypotheses: either every observation is just meaningless zero-mean Gaussian noise, or at each time step exactly…
Using Stein's method techniques, we develop a framework which allows one to bound the error terms arising from approximation by the Laplace distribution and apply it to the study of random sums of mean zero random variables. As a corollary,…
In this paper, we consider testing the homogeneity of risk differences in independent binomial distributions especially when data are sparse. We point out some drawback of existing tests in either controlling a nominal size or obtaining…
Disordered systems such as spin glasses have been used extensively as models for high-dimensional random landscapes and studied from the perspective of optimization algorithms. In a recent paper by L. Addario-Berry and the second author,…
Many experiments can be interpreted in terms of random processes operating according to some internal protocols. When experiments are costly or cannot be repeated only one or a few finite samples are available. In this paper we study data…
We give rates of convergence in the Central Limit Theorem for the coefficients and the spectral radius of the left random walk on GLd(R), assuming the existence of an exponential or polynomial moment.