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JOURNALS // Avtomatika i Telemekhanika // Archive

Avtomat. i Telemekh., 1988 Issue 11, Pages 94–102 (Mi at6797)

Stochastic Systems

Performance estimation of a white noise sequence

I. G. Zhurbenko, I. A. Kozhevnikova

Moscow

Abstract: Sequence of pseudorandom numbers used in computers may be investigated by distributing the probabilities of the deviation of a spectral density estimate obtained by time-shift averaging. If there are no time dependences inside such sequences, their spectra must be nearly equal to the constant spectral density of white noise. Computation reveals that this assumption is refuted on a certain significance level for the random number generator currently in use.

UDC: 519.213


Received: 17.04.1987


 English version:
Automation and Remote Control, 1988, 49:11, 1467–1473

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