Quantifiers for randomness of chaotic pseudo random number generators

L. DE MICCO; H. A. LARRONDO; A. PLASTINO; O. A. ROSSO

PHILOSOPHICAL TRANSACTIONS OF THE ROYAL SOCIETY A-MATHEMATICAL PHYSICAL AND ENGINEERING SCIENCES

ROYAL SOC

Año: 2009 vol. 367 p. 3281 - 3296

1364-503X

We deal with randomness-quantifiers and concentrate on their ability do discern the hallmark of chaos in time-series used in connection with pseudo random number generators (PRNG). Workers in the field are motivated to use chaotic maps for generating PRNGs because of the simplicity of their implementation. Although there exist very efficient general-purpose benchmarks for testing PRNGs, we feel that the analysis provided here sheds additional didactic light on the importance of the main statistical characteristics of a chaotic map, namely, i) its invariant measure and ii) the mixing constant. This is of help in answering two questions that arise in applications, that is, (1) which is the best PRNG among the available ones? and (2) If a given PRNG turns out not to be good enough and a randomization procedure must still be applied to it, which is the best applicable randomization procedure?. Our answer provides a comparative analysis of several quantifiers advanced in the extant literature.