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This article contains the first published example of a real economic balance sheet where the Solvency II ratio substantially depends on the seed selected for the random number generator (RNG) used. The theoretical background and the main…

Risk Management · Quantitative Finance 2018-02-06 Quinn Culver , Dennis Heitmann , Christian Weiß

Random numbers are important in many activities, including communication, encryption, science, gambling, finance, and decision-making. There is a strong demand for a hardware random number generator that could support cryptographic…

Probability metrics constitute an important tool in probability theory and statistics \cite{DKS91}, \cite{R91}, \cite{Z83} as they are specific metrics on spaces of random variables which, by satisfying an extra condition, concord well with…

Probability · Mathematics 2015-11-19 Ben Berckmoes , Bob Lowen

Randomness in Bell test data can be device-independently certified by Bell's theorem without placing assumptions about the experimental devices. The device-independent randomness has very demanding requirement about the experimental devices…

Quantum Physics · Physics 2021-04-21 Xing Chen , Kai Redeker , Robert Garthoff , Wenjamin Rosenfeld , Jörg Wrachtrup , Ilja Gerhardt

The rates at which a user can generate device-independent quantum random numbers from a Bell-type experiment depend on the measurements that he performs. By numerically optimising over these measurements, we present lower bounds on the…

Quantum Physics · Physics 2017-04-28 Syed M Assad , Oliver Thearle , Ping Koy Lam

Password guessers are instrumental for assessing the strength of passwords. Despite their diversity and abundance, little is known about how different guessers compare to each other. We perform in-depth analyses and comparisons of the…

Cryptography and Security · Computer Science 2021-02-23 Zach Parish , Connor Cushing , Shourya Aggarwal , Amirali Salehi-Abari , Julie Thorpe

Bell experiments can be used to generate private random numbers. An ideal Bell experiment would involve measuring a state of two maximally entangled qubits, but in practice any state produced is subject to noise. Here we consider how the…

Quantum Physics · Physics 2014-12-12 Jean-Daniel Bancal , Valerio Scarani

We demonstrate extraction of randomness from spontaneous-emission events less than 36 ns in the past, giving output bits with excess predictability below $10^{-5}$ and strong metrological randomness assurances. This randomness generation…

Quantum Physics · Physics 2015-12-18 Carlos Abellan , Waldimar Amaya , Daniel Mitrani , Valerio Pruneri , Morgan W. Mitchell

Quantum random number generators (QRNGs) promise perfectly unpredictable random numbers. However, the security certification of the random numbers in form of a stochastic model often introduces assumptions that are either hardly justified…

Most modern electronic devices can produce a random number. However, it is difficult to see how a group of mutually distrusting entities can have confidence in any such hardware-produced stream of random numbers, since the producer could…

Cryptography and Security · Computer Science 2019-06-27 Peter Mell , John Kelsey , James Shook

In quantum key distribution implementations, each session is typically chosen long enough so that the secret key rate approaches its asymptotic limit. However, this choice may be constrained by the physical scenario, as in the perspective…

Quantum Physics · Physics 2014-06-18 Davide Bacco , Matteo Canale , Nicola Laurenti , Giuseppe Vallone , Paolo Villoresi

I propose a general quantum hypothesis testing theory that enables one to test hypotheses about any aspect of a physical system, including its dynamics, based on a series of observations. For example, the hypotheses can be about the…

Quantum Physics · Physics 2012-04-30 Mankei Tsang

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.…

Condensed Matter · Physics 2007-05-23 I. Vattulainen , K. Kankaala , J. Saarinen , T. Ala-Nissila

We examine the extent to which random samplings from the values of a random set, determine the distribution of the random set itself. We also comment on how, given the statistics of the sampling, to detect the distribution. Several methods…

Probability · Mathematics 2022-06-01 Zvi Artstein , Alon Shapira

Over the recent years the importance of numerical experiments has gradually been more recognized. Nonetheless, sufficient documentation of how computational results have been obtained is often not available. Especially in the scientific…

Mathematical Software · Computer Science 2021-05-10 Jörg Fehr , Jan Heiland , Christian Himpe , Jens Saak

We demonstrate a quantum random number generator based on the random nature of the phase difference between two independent laser sources. The speed of random bit generation is determined by the photodetector bandwidth and the linewidth of…

Fault diagnosis is extremely important to the safe operation of Lithium-ion batteries. To avoid severe safety issues (e.g., thermal runaway), initial faults should be timely detected and resolved. In this paper, we consider…

Systems and Control · Electrical Eng. & Systems 2020-04-28 Ziyou Song , Fanny Pinto Delgado , Jun Hou , Heath Hofmann , Jing Sun

In quantum cryptography, the level of security attainable by a protocol which implements a particular task $N$ times bears no simple relation to the level of security attainable by a protocol implementing the task once. Useful partial…

Quantum Physics · Physics 2007-05-23 Adrian Kent

Test-negative designs are widely used for post-market evaluation of vaccine effectiveness, particularly in cases when randomized trials are not feasible. Differing from classical test-negative designs where only healthcare-seekers with…

In this paper, we propose a general method for testing composite hypotheses. Our idea is to use confidence limits to define stopping and decision rules. The requirements of operating characteristic function can be satisfied by adjusting the…

Statistics Theory · Mathematics 2012-02-10 Xinjia Chen