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Improvements in the computing efficiency of the probabilities of the LIL test for the PRNG evaluation
Theoretical Computer Science. 2022. Vol. 902. P. 29–40.
Pomazanov M. V., Финансы и кредит 2021 Т. 27 № 12 С. 2719–2745
Abstract
Importance Validation of the consistency of rating model forecasts.
Objectives To provide rating model developers and validators with a practical fundamental test for benchmarking the calculated default probabilities resulting from the application of the models used in the rating system.
Methods The classical interval approach of testing statistical hypotheses, focused on the subject area of calibration ...
Added: January 13, 2022
Perov A., Научный вестник Новосибирского государственного технического университета 2019 Т. 76 № 3 С. 87–96
Modern iterative block ciphers are one of the most popular methods for providing a secure information exchange in internet networks. A widespread use of this technology and the development of computing power give rise to a whole list of threats to cryptanalysis of ciphers. Ensuring cryptographic security is in this case one of the key ...
Added: November 22, 2021
Palamarchuk E. S., Theory of Probability and Its Applications 2019 Vol. 64 No. 2 P. 209–228
We obtain upper functions that serve as almost sure asymptotic upper bounds for a displacement process given by an integrated time-varying Ornstein--Uhlenbeck process. The form of upper functions depends on the characteristics (the stability rate and the diffusion coefficient) of a stochastic linear differential equation. We introduce the notion of anomalous diffusion related to behavior ...
Added: September 25, 2019
Fedotenkov I., Statistica 2014 Vol. 74 No. 4 P. 447–453
This paper discusses a bootstrap-based test, which checks if finite moments exist, and indicates cases of possible misapplication. It notes, that a procedure for finding the smallest power to which observations need to be raised, such that the test rejects a hypothesis that the corresponding moment is finite, works poorly as an estimator of the ...
Added: October 17, 2016
Utochkin I. S., Journal of Vision 2015 Vol. 15 No. 8 P. 1–14
Ensemble summary statistics represent multiple objects on the high level of abstraction—that is, without representing individual features and ignoring spatial organization. This makes them especially useful for the rapid visual categorization of multiple objects of different types that are intermixed in space. Rapid categorization implies our ability to judge at one brief glance whether all ...
Added: September 7, 2015
Nesterenko A., Ученые записки Орловского государственного университета. Серия: Естественные, технические и медицинские науки 2013 № 6 С. 170–176
We present a new method for generating pseudo random sequences which is based on represenation of real numbers in some numeral systems. We describe an algorithm for generation sequences, present experimental results and methodology of randomness checking. ...
Added: February 27, 2014