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EMPIRICAL SPECTRAL ANALYSIS OF RANDOM NUMBER GENERATORS

机译:随机数发生器的经验光谱分析

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Computer simulation procedures have become a staple of research and development in many fields, including statistics. The generation of random number sequences is critical to these procedures. The validity of research results often depend on the underlying validity of the generator being used. In this work we develop the theory for the Empirical Spectral Test (EST). The EST is a class of tests of spatial uniformity based on a multi-dimensional Fourier transform of the empirical probability density function. The test can be applied to sequences from any random number generator, can be adapted to specific user requirements and has the added advantage that its computational complexity is relatively independent of the number of data points being tested.
机译:计算机仿真程序已成为许多领域的研发主食,包括统计数据。随机数序列的产生对这些程序至关重要。研究结果的有效性通常取决于所使用的发电机的潜在有效性。在这项工作中,我们开发了经验谱检测(EST)的理论。基于经验概率密度函数的多维傅里叶变换,EST是一类空间均匀性的测试。该测试可以应用于来自任何随机数发生器的序列,可以适应特定的用户要求,并且具有所添加的优点,即其计算复杂性相对独立于所测试的数据点的数量。

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