Time-Adaptive Statistical Test for Random Number Generators

The problem of constructing effective statistical tests for random number generators (RNG) is considered. Currently, there are hundreds of RNG statistical tests that are often combined into so-called batteries, each containing from a dozen to more than one hundred tests. When a battery test is used,...

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Main Author: Boris Ryabko
Format: Article
Language:English
Published: MDPI AG 2020-06-01
Series:Entropy
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Online Access:https://www.mdpi.com/1099-4300/22/6/630
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spelling doaj-395322edb19e4a05ba9432c5765055832020-11-25T04:02:11ZengMDPI AGEntropy1099-43002020-06-012263063010.3390/e22060630Time-Adaptive Statistical Test for Random Number GeneratorsBoris Ryabko0Institute of Computational Technologies of the Siberian Branch of the Russian Academy of Science, 630090 Novosibirsk, RussiaThe problem of constructing effective statistical tests for random number generators (RNG) is considered. Currently, there are hundreds of RNG statistical tests that are often combined into so-called batteries, each containing from a dozen to more than one hundred tests. When a battery test is used, it is applied to a sequence generated by the RNG, and the calculation time is determined by the length of the sequence and the number of tests. Generally speaking, the longer is the sequence, the smaller are the deviations from randomness that can be found by a specific test. Thus, when a battery is applied, on the one hand, the “better” are the tests in the battery, the more chances there are to reject a “bad” RNG. On the other hand, the larger is the battery, the less time it can spend on each test and, therefore, the shorter is the test sequence. In turn, this reduces the ability to find small deviations from randomness. To reduce this trade-off, we propose an adaptive way to use batteries (and other sets) of tests, which requires less time but, in a certain sense, preserves the power of the original battery. We call this method time-adaptive battery of tests. The suggested method is based on the theorem which describes asymptotic properties of the so-called <i>p</i>-values of tests. Namely, the theorem claims that, if the RNG can be modeled by a stationary ergodic source, the value <inline-formula> <math display="inline"> <semantics> <mrow> <mo>−</mo> <mi>l</mi> <mi>o</mi> <mi>g</mi> <mspace width="0.166667em"></mspace> <mi>π</mi> <mo>(</mo> <msub> <mi>x</mi> <mn>1</mn> </msub> <msub> <mi>x</mi> <mn>2</mn> </msub> <mo>.</mo> <mo>.</mo> <mo>.</mo> <msub> <mi>x</mi> <mi>n</mi> </msub> <mo>)</mo> <mo>/</mo> <mi>n</mi> </mrow> </semantics> </math> </inline-formula> goes to <inline-formula> <math display="inline"> <semantics> <mrow> <mn>1</mn> <mo>−</mo> <mi>h</mi> </mrow> </semantics> </math> </inline-formula> when <i>n</i> grows, where <inline-formula> <math display="inline"> <semantics> <mrow> <msub> <mi>x</mi> <mn>1</mn> </msub> <msub> <mi>x</mi> <mn>2</mn> </msub> <mo>.</mo> <mo>.</mo> <mo>.</mo> </mrow> </semantics> </math> </inline-formula> is the sequence, <inline-formula> <math display="inline"> <semantics> <mrow> <mi>π</mi> <mo>(</mo> <mspace width="0.166667em"></mspace> <mo>)</mo> </mrow> </semantics> </math> </inline-formula> is the <i>p</i>-value of the most powerful test, and <i>h</i> is the limit Shannon entropy of the source.https://www.mdpi.com/1099-4300/22/6/630hypothesis testingrandomness testingrandom number generatorstest battery<i>p</i>-value
collection DOAJ
language English
format Article
sources DOAJ
author Boris Ryabko
spellingShingle Boris Ryabko
Time-Adaptive Statistical Test for Random Number Generators
Entropy
hypothesis testing
randomness testing
random number generators
test battery
<i>p</i>-value
author_facet Boris Ryabko
author_sort Boris Ryabko
title Time-Adaptive Statistical Test for Random Number Generators
title_short Time-Adaptive Statistical Test for Random Number Generators
title_full Time-Adaptive Statistical Test for Random Number Generators
title_fullStr Time-Adaptive Statistical Test for Random Number Generators
title_full_unstemmed Time-Adaptive Statistical Test for Random Number Generators
title_sort time-adaptive statistical test for random number generators
publisher MDPI AG
series Entropy
issn 1099-4300
publishDate 2020-06-01
description The problem of constructing effective statistical tests for random number generators (RNG) is considered. Currently, there are hundreds of RNG statistical tests that are often combined into so-called batteries, each containing from a dozen to more than one hundred tests. When a battery test is used, it is applied to a sequence generated by the RNG, and the calculation time is determined by the length of the sequence and the number of tests. Generally speaking, the longer is the sequence, the smaller are the deviations from randomness that can be found by a specific test. Thus, when a battery is applied, on the one hand, the “better” are the tests in the battery, the more chances there are to reject a “bad” RNG. On the other hand, the larger is the battery, the less time it can spend on each test and, therefore, the shorter is the test sequence. In turn, this reduces the ability to find small deviations from randomness. To reduce this trade-off, we propose an adaptive way to use batteries (and other sets) of tests, which requires less time but, in a certain sense, preserves the power of the original battery. We call this method time-adaptive battery of tests. The suggested method is based on the theorem which describes asymptotic properties of the so-called <i>p</i>-values of tests. Namely, the theorem claims that, if the RNG can be modeled by a stationary ergodic source, the value <inline-formula> <math display="inline"> <semantics> <mrow> <mo>−</mo> <mi>l</mi> <mi>o</mi> <mi>g</mi> <mspace width="0.166667em"></mspace> <mi>π</mi> <mo>(</mo> <msub> <mi>x</mi> <mn>1</mn> </msub> <msub> <mi>x</mi> <mn>2</mn> </msub> <mo>.</mo> <mo>.</mo> <mo>.</mo> <msub> <mi>x</mi> <mi>n</mi> </msub> <mo>)</mo> <mo>/</mo> <mi>n</mi> </mrow> </semantics> </math> </inline-formula> goes to <inline-formula> <math display="inline"> <semantics> <mrow> <mn>1</mn> <mo>−</mo> <mi>h</mi> </mrow> </semantics> </math> </inline-formula> when <i>n</i> grows, where <inline-formula> <math display="inline"> <semantics> <mrow> <msub> <mi>x</mi> <mn>1</mn> </msub> <msub> <mi>x</mi> <mn>2</mn> </msub> <mo>.</mo> <mo>.</mo> <mo>.</mo> </mrow> </semantics> </math> </inline-formula> is the sequence, <inline-formula> <math display="inline"> <semantics> <mrow> <mi>π</mi> <mo>(</mo> <mspace width="0.166667em"></mspace> <mo>)</mo> </mrow> </semantics> </math> </inline-formula> is the <i>p</i>-value of the most powerful test, and <i>h</i> is the limit Shannon entropy of the source.
topic hypothesis testing
randomness testing
random number generators
test battery
<i>p</i>-value
url https://www.mdpi.com/1099-4300/22/6/630
work_keys_str_mv AT borisryabko timeadaptivestatisticaltestforrandomnumbergenerators
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