Intensive statistical complexity measure of pseudorandom number generators

H.A. Larrondo, C.M. González, M.T. Martín, A. Plastino and O.A. Rosso

Physica A: Statistical Mechanics and its Applications, 2005, vol. 356, issue 1, 133-138

Abstract: 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.

Keywords: Random number generators; Statistical complexity (search for similar items in EconPapers)
Date: 2005
References: View complete reference list from CitEc
Citations: View citations in EconPapers (12)

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Persistent link: https://EconPapers.repec.org/RePEc:eee:phsmap:v:356:y:2005:i:1:p:133-138

DOI: 10.1016/j.physa.2005.05.025

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