Una prueba empírica de generadores de números pseudoaleatorios mediante un proceso de decaimiento exponencial
Keywords:
Econophysics, power-law, stable distribution, levy regimeAbstract
Empirical tests for pseudorandom number generators based on the use of processes or physical models have been successfully used and are considered as complementary to theoretical tests of randomness. In this work a statistical methodology for evaluating the quality of pseudorandom number generators is presented. The method is illustrated in the context of the so-called exponential decay process, using some pseudorandom number generators commonly used in physics.Downloads
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Authors retain copyright and grant the Revista Mexicana de Física right of first publication with the work simultaneously licensed under a CC BY-NC-ND 4.0 that allows others to share the work with an acknowledgement of the work's authorship and initial publication in this journal.