Abstract

CORONEL-BRIZIO, H.F.; HERNANDEZ-MONTOYA, A.R.; JIMENEZ-MONTANO, M.A.  and  MORA-FORSBACH, L.E.. Una prueba empírica de generadores de números pseudoaleatorios mediante un proceso de decaimiento exponencial. Rev. mex. fis. [online]. 2007, vol.53, n.5, pp.350-357. ISSN 0035-001X.

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.

Keywords : Econophysics; power-law; stable distribution; levy regime.