𝔖 Bobbio Scriptorium
✦   LIBER   ✦

Long-range correlation analysis of the Wichmann-Hill random number generator

✍ Scribed by A. Matteis; S. Pagnutti

Publisher
Springer US
Year
1993
Tongue
English
Weight
356 KB
Volume
3
Category
Article
ISSN
0960-3174

No coin nor oath required. For personal study only.

✦ Synopsis

The distribution of points (r,,, r,,+~), n = 0, 1,2,...whose coordinates are terms at distance s of the pseudorandom sequence generated by the Wichmann and Hill method is studied. It is known that for many congruential generators critical values of the distance s exist such that these points, far from being uniformly distributed, are concentrated on very few lines. An algorithm is described for computing the critical distances within the Wichmann Hill sequence and the results obtained are compared with those of other linear congruential generators.

πŸ“œ SIMILAR VOLUMES

Reliable scaling exponent estimation of
Reliable scaling exponent estimation of long-range correlated noise in the presence of random spikes
✍ Radhakrishnan Nagarajan πŸ“‚ Article πŸ“… 2006 πŸ› Elsevier Science 🌐 English βš– 973 KB

Detrended fluctuation analysis (DFA) has been used widely to determine possible long-range correlations in data obtained from diverse settings. In a recent study [Z. Chen, P.Ch. Ivanov, K. Hu, H.E. Stanley, Effects of nonstationarities on detrended fluctuation analysis, Phys Rev E 65 ( 2002) 041107]