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Related papers: Calibrating random number generator tests

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In this work a method for statistical analysis of time series is proposed, which is used to obtain solutions to some classical problems of mathematical statistics under the only assumption that the process generating the data is stationary…

Information Theory · Computer Science 2012-04-05 Daniil Ryabko , Boris Ryabko

Given a discrete-valued sample $X_1,...,X_n$ we wish to decide whether it was generated by a distribution belonging to a family $H_0$, or it was generated by a distribution belonging to a family $H_1$. In this work we assume that all…

Statistics Theory · Mathematics 2014-12-30 Daniil Ryabko

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…

Cryptography and Security · Computer Science 2024-02-07 Elena Almaraz Luengo , Luis Javier García Villalba

Spaces with locally varying scale of measurement, like multidimensional structures with differently scaled dimensions, are pretty common in statistics and machine learning. Nevertheless, it is still understood as an open question how to…

Machine Learning · Statistics 2024-03-05 Christoph Jansen , Georg Schollmeyer , Hannah Blocher , Julian Rodemann , Thomas Augustin

Random number generators (RNG) based on quantum mechanics are captivating due to their security and unpredictability compared to conventional generators, such as pseudo-random number generators and hardware-random number generators. This…

Pseudo-random number generators (PRNGs) are essential in a wide range of applications, from cryptography to statistical simulations and optimization algorithms. While uniform randomness is crucial for security-critical areas like…

Cryptography and Security · Computer Science 2025-01-03 Jianan Wu , Ahmet Yusuf Salim , Eslam Elmitwalli , Selçuk Köse , Zeljko Ignjatovic

Random numbers are an essential resource to many applications, including cryptography and Monte Carlo simulations. Quantum random number generators (QRNGs) represent the ultimate source of randomness, as the numbers are obtained by sampling…

The problem of testing random number generators is considered and it is shown that an approach based on algorithmic information theory allows us to compare the power of different tests in some cases where the available methods of…

Information Theory · Computer Science 2024-04-04 Boris Ryabko

Random numbers are incredibly important in a variety of fields, and the need for their validation remains important for safety. A Quantum Random Number Generator (QRNG) can theoretically generate truly random numbers, however their quality…

Machine Learning · Computer Science 2025-03-27 Rishabh Goel , YiZi Xiao , Ramin Ramezani

The advantages of quantum random number generators (QRNGs) over pseudo-random number generators (PRNGs) are normally attributed to the nature of quantum measurements. This is often seen as implying the superiority of the sequences of bits…

Quantum Physics · Physics 2019-02-04 Alastair A. Abbott , Cristian S. Calude , Michael J. Dinneen , Nan Huang

A new method based on the rejection sampling for finding statistical tests is proposed. This method is conceptually intuitive, easy to implement, and applicable for arbitrary dimension. To illustrate its potential applicability, three…

Methodology · Statistics 2026-03-11 Markku Kuismin

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…

Discrete Mathematics · Computer Science 2013-01-23 Nabarun Mondal , Partha P. Ghosh

Emergence of stochastic simulations as an extensively used computational tool for scientific purposes intensified the need for more accurate ways of generating sufficiently long sequences of uncorrelated random numbers. Even though several…

Mathematical Software · Computer Science 2014-08-14 Ayse Ferhan Yesil , M. Cemal Yalabik

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…

Stationarity is a very general, qualitative assumption, that can be assessed on the basis of application specifics. It is thus a rather attractive assumption to base statistical analysis on, especially for problems for which less general…

Statistics Theory · Mathematics 2019-04-02 Daniil Ryabko

We overview a series of recent works devoted to variance reduction techniques for numerical stochastic homogenization. Numerical homogenization requires solving a set of problems at the micro scale, the so-called corrector problems. In a…

Numerical Analysis · Mathematics 2016-04-27 Xavier Blanc , Claude Le Bris , Frederic Legoll

The optimizations of the track fittings require complex simulations of silicon strip detectors to be compliant with the fundamental properties of the hit heteroscedasticity. Many different generations of random numbers must be available…

Instrumentation and Detectors · Physics 2023-09-06 Gregorio Landi , Giovanni E. Landi

A family of consistent tests, derived from a characterization of the probability generating function, is proposed for assessing Poissonity against a wide class of count distributions, which includes some of the most frequently adopted…

Statistics Theory · Mathematics 2024-06-11 Antonio Di Noia , Marzia Marcheselli , Caterina Pisani , Luca Pratelli

Conventional random number generators provide the speed but not necessarily the high quality output streams needed for large-scale stochastic simulations. Cryptographically-based generators, on the other hand, provide superior quality…

Numerical Analysis · Mathematics 2013-07-17 William K. Cochran , Michael T. Heath , Kyle W. McKiou

Random numbers play a crucial role in science and industry. Many numerical methods require the use of random numbers, in particular the Monte Carlo method. Therefore it is of paramount importance to have efficient random number generators.…

Computational Physics · Physics 2010-05-25 Helmut G. Katzgraber