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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...
Persistent link: https://www.econbiz.de/10011059122
Pseudorandom number generators (PRNG) are extensively used in Monte Carlo simulations, gambling machines and cryptography as substitutes of ideal random number generators (RNG). Each application imposes different statistical requirements to PRNGs. As L’Ecuyer clearly states “the main goal...
Persistent link: https://www.econbiz.de/10011060335