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Avtomatika i Telemekhanika, 1988, Issue 11, Pages 94–102 (Mi at6797)  
Stochastic Systems

Performance estimation of a white noise sequence

I. G. Zhurbenko, I. A. Kozhevnikova

Moscow
Full-text PDF (939 kB)
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.

Received: 17.04.1987
Bibliographic databases:
Document Type: Article
UDC: 519.213
Language: Russian
Citation: I. G. Zhurbenko, I. A. Kozhevnikova, “Performance estimation of a white noise sequence”, Avtomat. i Telemekh., 1988, no. 11, 94–102; Autom. Remote Control, 49:11 (1988), 1467–1473
Citation in format AMSBIB
\Bibitem{ZhuKoz88}
\by I.~G.~Zhurbenko, I.~A.~Kozhevnikova
\paper Performance estimation of a white noise sequence
\jour Avtomat. i Telemekh.
\yr 1988
\issue 11
\pages 94--102
\mathnet{http://mi.mathnet.ru/at6797}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=977147}
\zmath{https://zbmath.org/?q=an:0702.65009}
\transl
\jour Autom. Remote Control
\yr 1988
\vol 49
\issue 11
\pages 1467--1473
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