Intensive statistical complexity measure of pseudorandom number generators

A Statistical Complexity measure has been recently proposed to quantify the performance of chaotic Pseudorandom number generators (PRNG) (Physica A 354 (2005) 281). Here we revisit this quantifier and introduce two important improvements: (i) consideration of an intensive statistical complexity (Phy...

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Detalles Bibliográficos
Publicado: 2005
Materias:
Random number generators
Statistical complexity
Computational complexity
Evaluation
Mathematical techniques
Probability density function
Statistical methods
Intensive statistical complexity
Prescription
Random number generation
Acceso en línea:https://bibliotecadigital.exactas.uba.ar/collection/paper/document/paper_03784371_v356_n1_p133_Larrondo
http://hdl.handle.net/20.500.12110/paper_03784371_v356_n1_p133_Larrondo
Aporte de:
Biblioteca Digital - Facultad de Ciencias Exactas y Naturales (UBA) de Universidad de Buenos Aires
Descripción
Sumario:A Statistical Complexity measure has been recently proposed to quantify the performance of chaotic Pseudorandom number generators (PRNG) (Physica A 354 (2005) 281). Here we revisit this quantifier and introduce two important improvements: (i) consideration of an intensive statistical complexity (Physica A 334 (2004) 119), and (ii) following the prescription of Brand and Pompe (Phys. Rev. Lett. 88 (2002) 174102-1) in evaluating the probability distribution associated with the PRNG. The ensuing new measure is applied to a very well-tested PRNG advanced by Marsaglia. © 2005 Elsevier B.V. All rights reserved.

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