Faure E.V., Shcherba A.I., Rudnytskyi V.M.
The method and criterion for estimating the quality of random number sequences

Abstract. The authors analyze the dependence of the uniformity of distribution of signs of empirical autocorrelation function with respect to the number of overlapping symbols of intervals into which a sequence of random numbers is divided. A feasible “threshold” of overlap is established, below which the signs of the autocorrelation function are uniformly distributed. The concept of barrier function is defined and used to develop a criterion for the quality assessment of random number generators. The technique of its application and its implementation for several well-known generators are presented. © 2016, Springer Science+Business Media New York.

Keywords: correlation, quality assessment, random numbers, statistical criterion, Autocorrelation, Correlation methods, Number theory, Programmable logic controllers, Autocorrelation functions, Barrier functions, ITS applications, Quality assessment, Random number generators, Random Numbers, Statistical criterion, Random number generation

Cite:
Faure E.V., Shcherba A.I., Rudnytskyi V.M. (2016). The method and criterion for estimating the quality of random number sequences. Cybernetics and Systems Analysis, 52 (2), 116-124. doi: https://doi.org/10.1007/s10559-016-9824-3 http://jnas.nbuv.gov.ua/article/UJRN-0000496953 [In Russian].