Una prueba empírica de generadores de números pseudoaleatorios mediante un proceso de decaimiento exponencial
H.F. Coronel-Brizioª, A.R. Hernández-Montoyaª, M.A. Jiménez-Montañoª y L.E. Mora-Forsbachb
ª Facultad de Física e Inteligencia Artificial, Universidad Veracruzana, Apartado Postal 475, Xalapa, Veracruz, México, e-mail: hcoronel@uv.mx , alhernandez@uv.mx
b CIMAT, Apartado Postal 402, Guanajuato, Gto., 36000, México.
Recibido el 23 de octubre de 2006 ]]> Aceptado el 30 de agosto de 2007
Resumen
Las pruebas empíricas que usan procesos o modelos físicos para probar generadores de numeros pseudoaleatorios, complementan las pruebas de aleatoriedad teóricas y han sido usadas con mucho éxito. En este trabajo se presenta una metodología estadística para evaluar la calidad de generadores de números pseudoaleatorios, ilustrando el método en el contexto del proceso de decaimiento radiactivo y utilizando para ello algunos generadores de uso común en la física.
Descriptores: Aleatorio; pseudoaleatorio; simulación Monte Carlo; generador de números pseudoaleatorios; teorema central del límite.
Abstract
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.
]]> PACS: 02.50.-r; 02.50.Ng
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Agradecimientos
Agradecemos los comentarios hechos a este trabajo por N. Cruz, S. Jiménez-Castillo y M. Rodríguez-Achach, también agradecemos al Consejo Nacional de Ciencia y Tecnologia (Conacyt) el apoyo brindado bajo el proyecto No SEP-2003-C02-44598, finalmente quisieramos agradecer las útiles sugerencias y comentarios del referee anónimo que llevaron grandemente a mejorar la calidad del presente trabajo.
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