Expected number of real roots for random linear combinations of orthogonal polynomials associated with radial weights

OpenAIRE

Bayraktar, Turgay

2017-01-01

In this note, we obtain asymptotic expected number of real zeros for random polynomials of the form $$f_n(z)=\\sum_{j=0}^na^n_jc^n_jz^j$$ where $a^n_j$ are independent and identically distributed real random variables with bounded $(2+\\delta)$th absolute moment and the deterministic numbers $c^n_j$ are normalizing constants for the monomials $z^j$ within a weighted $L^2$-space induced by a radial weight function satisfying suitable smoothness and growth conditions.

Large deviations of the maximum eigenvalue in Wishart random matrices

International Nuclear Information System (INIS)

Vivo, Pierpaolo; Majumdar, Satya N; Bohigas, Oriol

2007-01-01

We analytically compute the probability of large fluctuations to the left of the mean of the largest eigenvalue in the Wishart (Laguerre) ensemble of positive definite random matrices. We show that the probability that all the eigenvalues of a (N x N) Wishart matrix W = X T X (where X is a rectangular M x N matrix with independent Gaussian entries) are smaller than the mean value (λ) = N/c decreases for large N as ∼exp[-β/2 N 2 Φ - (2√c + 1: c)], where β = 1, 2 corresponds respectively to real and complex Wishart matrices, c = N/M ≤ 1 and Φ - (x; c) is a rate (sometimes also called large deviation) function that we compute explicitly. The result for the anti-Wishart case (M < N) simply follows by exchanging M and N. We also analytically determine the average spectral density of an ensemble of Wishart matrices whose eigenvalues are constrained to be smaller than a fixed barrier. Numerical simulations are in excellent agreement with the analytical predictions

Large deviations of the maximum eigenvalue in Wishart random matrices

Energy Technology Data Exchange (ETDEWEB)

Vivo, Pierpaolo [School of Information Systems, Computing and Mathematics, Brunel University, Uxbridge, Middlesex, UB8 3PH (United Kingdom) ; Majumdar, Satya N [Laboratoire de Physique Theorique et Modeles Statistiques (UMR 8626 du CNRS), Universite Paris-Sud, Batiment 100, 91405 Orsay Cedex (France); Bohigas, Oriol [Laboratoire de Physique Theorique et Modeles Statistiques (UMR 8626 du CNRS), Universite Paris-Sud, Batiment 100, 91405 Orsay Cedex (France)

2007-04-20

We analytically compute the probability of large fluctuations to the left of the mean of the largest eigenvalue in the Wishart (Laguerre) ensemble of positive definite random matrices. We show that the probability that all the eigenvalues of a (N x N) Wishart matrix W = X{sup T}X (where X is a rectangular M x N matrix with independent Gaussian entries) are smaller than the mean value ({lambda}) = N/c decreases for large N as {approx}exp[-{beta}/2 N{sup 2}{phi}{sub -} (2{radical}c + 1: c)], where {beta} = 1, 2 corresponds respectively to real and complex Wishart matrices, c = N/M {<=} 1 and {phi}{sub -}(x; c) is a rate (sometimes also called large deviation) function that we compute explicitly. The result for the anti-Wishart case (M < N) simply follows by exchanging M and N. We also analytically determine the average spectral density of an ensemble of Wishart matrices whose eigenvalues are constrained to be smaller than a fixed barrier. Numerical simulations are in excellent agreement with the analytical predictions.

Orthogonal polynomials and random matrices

CERN Document Server

Deift, Percy

2000-01-01

This volume expands on a set of lectures held at the Courant Institute on Riemann-Hilbert problems, orthogonal polynomials, and random matrix theory. The goal of the course was to prove universality for a variety of statistical quantities arising in the theory of random matrix models. The central question was the following: Why do very general ensembles of random n {\\times} n matrices exhibit universal behavior as n {\\rightarrow} {\\infty}? The main ingredient in the proof is the steepest descent method for oscillatory Riemann-Hilbert problems.

Random number generation

International Nuclear Information System (INIS)

Coveyou, R.R.

1974-01-01

The subject of random number generation is currently controversial. Differing opinions on this subject seem to stem from implicit or explicit differences in philosophy; in particular, from differing ideas concerning the role of probability in the real world of physical processes, electronic computers, and Monte Carlo calculations. An attempt is made here to reconcile these views. The role of stochastic ideas in mathematical models is discussed. In illustration of these ideas, a mathematical model of the use of random number generators in Monte Carlo calculations is constructed. This model is used to set up criteria for the comparison and evaluation of random number generators. (U.S.)

Intermittency and random matrices

Science.gov (United States)

Sokoloff, Dmitry; Illarionov, E. A.

2015-08-01

A spectacular phenomenon of intermittency, i.e. a progressive growth of higher statistical moments of a physical field excited by an instability in a random medium, attracted the attention of Zeldovich in the last years of his life. At that time, the mathematical aspects underlying the physical description of this phenomenon were still under development and relations between various findings in the field remained obscure. Contemporary results from the theory of the product of independent random matrices (the Furstenberg theory) allowed the elaboration of the phenomenon of intermittency in a systematic way. We consider applications of the Furstenberg theory to some problems in cosmology and dynamo theory.

2 × 2 random matrix ensembles with reduced symmetry: from Hermitian to PT -symmetric matrices

International Nuclear Information System (INIS)

Gong Jiangbin; Wang Qinghai

2012-01-01

A possibly fruitful extension of conventional random matrix ensembles is proposed by imposing symmetry constraints on conventional Hermitian matrices or parity–time (PT)-symmetric matrices. To illustrate the main idea, we first study 2 × 2 complex Hermitian matrix ensembles with O(2)-invariant constraints, yielding novel level-spacing statistics such as singular distributions, the half-Gaussian distribution, distributions interpolating between the GOE (Gaussian orthogonal ensemble) distribution and half-Gaussian distributions, as well as the gapped-GOE distribution. Such a symmetry-reduction strategy is then used to explore 2 × 2 PT-symmetric matrix ensembles with real eigenvalues. In particular, PT-symmetric random matrix ensembles with U(2) invariance can be constructed, with the conventional complex Hermitian random matrix ensemble being a special case. In two examples of PT-symmetric random matrix ensembles, the level-spacing distributions are found to be the standard GUE (Gaussian unitary ensemble) statistics or the ‘truncated-GUE’ statistics. This article is part of a special issue of Journal of Physics A: Mathematical and Theoretical devoted to ‘Quantum physics with non-Hermitian operators’. (paper)

Number-conserving random phase approximation with analytically integrated matrix elements

International Nuclear Information System (INIS)

Kyotoku, M.; Schmid, K.W.; Gruemmer, F.; Faessler, A.

1990-01-01

In the present paper a number conserving random phase approximation is derived as a special case of the recently developed random phase approximation in general symmetry projected quasiparticle mean fields. All the occurring integrals induced by the number projection are performed analytically after writing the various overlap and energy matrices in the random phase approximation equation as polynomials in the gauge angle. In the limit of a large number of particles the well-known pairing vibration matrix elements are recovered. We also present a new analytically number projected variational equation for the number conserving pairing problem

Random Matrices for Information Processing – A Democratic Vision

DEFF Research Database (Denmark)

Cakmak, Burak

The thesis studies three important applications of random matrices to information processing. Our main contribution is that we consider probabilistic systems involving more general random matrix ensembles than the classical ensembles with iid entries, i.e. models that account for statistical...... dependence between the entries. Specifically, the involved matrices are invariant or fulfill a certain asymptotic freeness condition as their dimensions grow to infinity. Informally speaking, all latent variables contribute to the system model in a democratic fashion – there are no preferred latent variables...

Identification of necessary and sufficient conditions for real non-negativeness of rational matrices

International Nuclear Information System (INIS)

Saeed, K.

1982-12-01

The necessary and sufficient conditions for real non-negativeness of rational matrices have been identified. A programmable algorithm is developed and is given with its computer flow chart. This algorithm can be used as a general solution to test the real non-negativeness of rational matrices. The computer program assures the feasibility of the suggested algorithm. (author)

The covariance matrix of neutron spectra used in the REAL 84 exercise

International Nuclear Information System (INIS)

Matzke, M.

1986-08-01

Covariance matrices of continuous functions are discussed. It is pointed out that the number of non-vanishing eigenvalues corresponds to the number of random variables (parameters) involved in the construction of the continuous functions. The covariance matrices used in the REAL 84 international intercomparison of unfolding methods of neutron spectra are investigated. It is shown that a small rank of these covariance matrices leads to a restriction of the possible solution spectra. (orig.) [de

Employing online quantum random number generators for generating truly random quantum states in Mathematica

Science.gov (United States)

Miszczak, Jarosław Adam

2013-01-01

The presented package for the Mathematica computing system allows the harnessing of quantum random number generators (QRNG) for investigating the statistical properties of quantum states. The described package implements a number of functions for generating random states. The new version of the package adds the ability to use the on-line quantum random number generator service and implements new functions for retrieving lists of random numbers. Thanks to the introduced improvements, the new version provides faster access to high-quality sources of random numbers and can be used in simulations requiring large amount of random data. New version program summaryProgram title: TRQS Catalogue identifier: AEKA_v2_0 Program summary URL:http://cpc.cs.qub.ac.uk/summaries/AEKA_v2_0.html Program obtainable from: CPC Program Library, Queen's University, Belfast, N. Ireland Licensing provisions: Standard CPC licence, http://cpc.cs.qub.ac.uk/licence/licence.html No. of lines in distributed program, including test data, etc.: 18 134 No. of bytes in distributed program, including test data, etc.: 2 520 49 Distribution format: tar.gz Programming language: Mathematica, C. Computer: Any supporting Mathematica in version 7 or higher. Operating system: Any platform supporting Mathematica; tested with GNU/Linux (32 and 64 bit). RAM: Case-dependent Supplementary material: Fig. 1 mentioned below can be downloaded. Classification: 4.15. External routines: Quantis software library (http://www.idquantique.com/support/quantis-trng.html) Catalogue identifier of previous version: AEKA_v1_0 Journal reference of previous version: Comput. Phys. Comm. 183(2012)118 Does the new version supersede the previous version?: Yes Nature of problem: Generation of random density matrices and utilization of high-quality random numbers for the purpose of computer simulation. Solution method: Use of a physical quantum random number generator and an on-line service providing access to the source of true random

Parallelization of mathematical library for generalized eigenvalue problem for real band matrices

International Nuclear Information System (INIS)

Tanaka, Yasuhisa.

1997-05-01

This research has focused on a parallelization of the mathematical library for a generalized eigenvalue problem for real band matrices on IBM SP and Hitachi SR2201. The origin of the library is LASO (Lanczos Algorithm with Selective Orthogonalization), which was developed on the basis of Block Lanczos method for standard eigenvalue problem for real band matrices at Texas University. We adopted D.O.F. (Degree Of Freedom) decomposition method for a parallelization of this library, and evaluated its parallel performance. (author)

Virial expansion for almost diagonal random matrices

International Nuclear Information System (INIS)

Yevtushenko, Oleg; Kravtsov, Vladimir E

2003-01-01

Energy level statistics of Hermitian random matrices H-circumflex with Gaussian independent random entries H i≥j is studied for a generic ensemble of almost diagonal random matrices with (vertical bar H ii vertical bar 2 ) ∼ 1 and (vertical bar H i≠j vertical bar 2 ) bF(vertical bar i - j vertical bar) parallel 1. We perform a regular expansion of the spectral form-factor K(τ) = 1 + bK 1 (τ) + b 2 K 2 (τ) + c in powers of b parallel 1 with the coefficients K m (τ) that take into account interaction of (m + 1) energy levels. To calculate K m (τ), we develop a diagrammatic technique which is based on the Trotter formula and on the combinatorial problem of graph edges colouring with (m + 1) colours. Expressions for K 1 (τ) and K 2 (τ) in terms of infinite series are found for a generic function F(vertical bar i - j vertical bar ) in the Gaussian orthogonal ensemble (GOE), the Gaussian unitary ensemble (GUE) and in the crossover between them (the almost unitary Gaussian ensemble). The Rosenzweig-Porter and power-law banded matrix ensembles are considered as examples

Multivariable Christoffel-Darboux Kernels and Characteristic Polynomials of Random Hermitian Matrices

Directory of Open Access Journals (Sweden)

Hjalmar Rosengren

2006-12-01

Full Text Available We study multivariable Christoffel-Darboux kernels, which may be viewed as reproducing kernels for antisymmetric orthogonal polynomials, and also as correlation functions for products of characteristic polynomials of random Hermitian matrices. Using their interpretation as reproducing kernels, we obtain simple proofs of Pfaffian and determinant formulas, as well as Schur polynomial expansions, for such kernels. In subsequent work, these results are applied in combinatorics (enumeration of marked shifted tableaux and number theory (representation of integers as sums of squares.

Very high performance pseudo-random number generation on DAP

Science.gov (United States)

Smith, K. A.; Reddaway, S. F.; Scott, D. M.

1985-07-01

Since the National DAP Service began at QMC in 1980, extensive use has been made of pseudo-random numbers in Monte Carlo simulation. Matrices of uniform numbers have been produced by various generators: (a) multiplicative ( x+ 1 = 13 13xn mod 2 59); (b) very long period shift register ( x4423 + x271 + 1); (c) multiple shorter period ( x127 + x7 + 1) shift registers generating several matrices per iteration. The above uniform generators can also feed a normal distribution generator that uses the Box-Muller transformation. This paper describes briefly the generators, their implementation and speed. Generator (b) has been greatly speeded-up by re-implementation, and now produces more than 100 × 10 6 high quality 16-bit numbers/s. Generator (c) is under development and will achieve even higher performance, mainly due to producing data in greater bulk. High quality numbers are expected, and performance will range from 400 to 800 × 10 6 numbers/s, depending on how the generator is used.

A random-matrix theory of the number sense.

Science.gov (United States)

Hannagan, T; Nieder, A; Viswanathan, P; Dehaene, S

2017-02-19

Number sense, a spontaneous ability to process approximate numbers, has been documented in human adults, infants and newborns, and many other animals. Species as distant as monkeys and crows exhibit very similar neurons tuned to specific numerosities. How number sense can emerge in the absence of learning or fine tuning is currently unknown. We introduce a random-matrix theory of self-organized neural states where numbers are coded by vectors of activation across multiple units, and where the vector codes for successive integers are obtained through multiplication by a fixed but random matrix. This cortical implementation of the 'von Mises' algorithm explains many otherwise disconnected observations ranging from neural tuning curves in monkeys to looking times in neonates and cortical numerotopy in adults. The theory clarifies the origin of Weber-Fechner's Law and yields a novel and empirically validated prediction of multi-peak number neurons. Random matrices constitute a novel mechanism for the emergence of brain states coding for quantity.This article is part of a discussion meeting issue 'The origins of numerical abilities'. © 2017 The Author(s).

On the norms of r-circulant matrices with generalized Fibonacci numbers

Directory of Open Access Journals (Sweden)

Amara Chandoul

2017-01-01

Full Text Available In this paper, we obtain a generalization of [6, 8]. Firstly, we consider the so-called r-circulant matrices with generalized Fibonacci numbers and then found lower and upper bounds for the Euclidean and spectral norms of these matrices. Afterwards, we present some bounds for the spectral norms of Hadamard and Kronecker product of these matrices.

Deterministic matrices matching the compressed sensing phase transitions of Gaussian random matrices

OpenAIRE

Monajemi, Hatef; Jafarpour, Sina; Gavish, Matan; Donoho, David L.; Ambikasaran, Sivaram; Bacallado, Sergio; Bharadia, Dinesh; Chen, Yuxin; Choi, Young; Chowdhury, Mainak; Chowdhury, Soham; Damle, Anil; Fithian, Will; Goetz, Georges; Grosenick, Logan

2012-01-01

In compressed sensing, one takes samples of an N-dimensional vector using an matrix A, obtaining undersampled measurements . For random matrices with independent standard Gaussian entries, it is known that, when is k-sparse, there is a precisely determined phase transition: for a certain region in the (,)-phase diagram, convex optimization typically finds the sparsest solution, whereas outside that region, it typically fails. It has been shown empirically that the same property—with the ...

Numerically Stable Evaluation of Moments of Random Gram Matrices With Applications

KAUST Repository

Elkhalil, Khalil; Kammoun, Abla; Al-Naffouri, Tareq Y.; Alouini, Mohamed-Slim

2017-01-01

This paper focuses on the computation of the positive moments of one-side correlated random Gram matrices. Closed-form expressions for the moments can be obtained easily, but numerical evaluation thereof is prone to numerical stability, especially in high-dimensional settings. This letter provides a numerically stable method that efficiently computes the positive moments in closed-form. The developed expressions are more accurate and can lead to higher accuracy levels when fed to moment based-approaches. As an application, we show how the obtained moments can be used to approximate the marginal distribution of the eigenvalues of random Gram matrices.

Numerically Stable Evaluation of Moments of Random Gram Matrices With Applications

KAUST Repository

Elkhalil, Khalil

2017-07-31

This paper focuses on the computation of the positive moments of one-side correlated random Gram matrices. Closed-form expressions for the moments can be obtained easily, but numerical evaluation thereof is prone to numerical stability, especially in high-dimensional settings. This letter provides a numerically stable method that efficiently computes the positive moments in closed-form. The developed expressions are more accurate and can lead to higher accuracy levels when fed to moment based-approaches. As an application, we show how the obtained moments can be used to approximate the marginal distribution of the eigenvalues of random Gram matrices.

[Intel random number generator-based true random number generator].

Science.gov (United States)

Huang, Feng; Shen, Hong

2004-09-01

To establish a true random number generator on the basis of certain Intel chips. The random numbers were acquired by programming using Microsoft Visual C++ 6.0 via register reading from the random number generator (RNG) unit of an Intel 815 chipset-based computer with Intel Security Driver (ISD). We tested the generator with 500 random numbers in NIST FIPS 140-1 and X(2) R-Squared test, and the result showed that the random number it generated satisfied the demand of independence and uniform distribution. We also compared the random numbers generated by Intel RNG-based true random number generator and those from the random number table statistically, by using the same amount of 7500 random numbers in the same value domain, which showed that the SD, SE and CV of Intel RNG-based random number generator were less than those of the random number table. The result of u test of two CVs revealed no significant difference between the two methods. Intel RNG-based random number generator can produce high-quality random numbers with good independence and uniform distribution, and solves some problems with random number table in acquisition of the random numbers.

Universality for 1d Random Band Matrices: Sigma-Model Approximation

Science.gov (United States)

Shcherbina, Mariya; Shcherbina, Tatyana

2018-02-01

The paper continues the development of the rigorous supersymmetric transfer matrix approach to the random band matrices started in (J Stat Phys 164:1233-1260, 2016; Commun Math Phys 351:1009-1044, 2017). We consider random Hermitian block band matrices consisting of W× W random Gaussian blocks (parametrized by j,k \\in Λ =[1,n]^d\\cap Z^d ) with a fixed entry's variance J_{jk}=δ _{j,k}W^{-1}+β Δ _{j,k}W^{-2} , β >0 in each block. Taking the limit W→ ∞ with fixed n and β , we derive the sigma-model approximation of the second correlation function similar to Efetov's one. Then, considering the limit β , n→ ∞, we prove that in the dimension d=1 the behaviour of the sigma-model approximation in the bulk of the spectrum, as β ≫ n , is determined by the classical Wigner-Dyson statistics.

Random volumes from matrices

Energy Technology Data Exchange (ETDEWEB)

Fukuma, Masafumi; Sugishita, Sotaro; Umeda, Naoya [Department of Physics, Kyoto University,Kitashirakawa Oiwake-cho, Kyoto 606-8502 (Japan)

2015-07-17

We propose a class of models which generate three-dimensional random volumes, where each configuration consists of triangles glued together along multiple hinges. The models have matrices as the dynamical variables and are characterized by semisimple associative algebras A. Although most of the diagrams represent configurations which are not manifolds, we show that the set of possible diagrams can be drastically reduced such that only (and all of the) three-dimensional manifolds with tetrahedral decompositions appear, by introducing a color structure and taking an appropriate large N limit. We examine the analytic properties when A is a matrix ring or a group ring, and show that the models with matrix ring have a novel strong-weak duality which interchanges the roles of triangles and hinges. We also give a brief comment on the relationship of our models with the colored tensor models.

Source-Independent Quantum Random Number Generation

Science.gov (United States)

Cao, Zhu; Zhou, Hongyi; Yuan, Xiao; Ma, Xiongfeng

2016-01-01

Quantum random number generators can provide genuine randomness by appealing to the fundamental principles of quantum mechanics. In general, a physical generator contains two parts—a randomness source and its readout. The source is essential to the quality of the resulting random numbers; hence, it needs to be carefully calibrated and modeled to achieve information-theoretical provable randomness. However, in practice, the source is a complicated physical system, such as a light source or an atomic ensemble, and any deviations in the real-life implementation from the theoretical model may affect the randomness of the output. To close this gap, we propose a source-independent scheme for quantum random number generation in which output randomness can be certified, even when the source is uncharacterized and untrusted. In our randomness analysis, we make no assumptions about the dimension of the source. For instance, multiphoton emissions are allowed in optical implementations. Our analysis takes into account the finite-key effect with the composable security definition. In the limit of large data size, the length of the input random seed is exponentially small compared to that of the output random bit. In addition, by modifying a quantum key distribution system, we experimentally demonstrate our scheme and achieve a randomness generation rate of over 5 ×103 bit /s .

The Modern Origin of Matrices and Their Applications

Science.gov (United States)

Debnath, L.

2014-01-01

This paper deals with the modern development of matrices, linear transformations, quadratic forms and their applications to geometry and mechanics, eigenvalues, eigenvectors and characteristic equations with applications. Included are the representations of real and complex numbers, and quaternions by matrices, and isomorphism in order to show…

Fungible Correlation Matrices: A Method for Generating Nonsingular, Singular, and Improper Correlation Matrices for Monte Carlo Research.

Science.gov (United States)

Waller, Niels G

2016-01-01

For a fixed set of standardized regression coefficients and a fixed coefficient of determination (R-squared), an infinite number of predictor correlation matrices will satisfy the implied quadratic form. I call such matrices fungible correlation matrices. In this article, I describe an algorithm for generating positive definite (PD), positive semidefinite (PSD), or indefinite (ID) fungible correlation matrices that have a random or fixed smallest eigenvalue. The underlying equations of this algorithm are reviewed from both algebraic and geometric perspectives. Two simulation studies illustrate that fungible correlation matrices can be profitably used in Monte Carlo research. The first study uses PD fungible correlation matrices to compare penalized regression algorithms. The second study uses ID fungible correlation matrices to compare matrix-smoothing algorithms. R code for generating fungible correlation matrices is presented in the supplemental materials.

PRIMITIVE MATRICES AND GENERATORS OF PSEUDO RANDOM SEQUENCES OF GALOIS

Directory of Open Access Journals (Sweden)

A. Beletsky

2014-04-01

Full Text Available In theory and practice of information cryptographic protection one of the key problems is the forming a binary pseudo-random sequences (PRS with a maximum length with acceptable statistical characteristics. PRS generators are usually implemented by linear shift register (LSR of maximum period with linear feedback [1]. In this paper we extend the concept of LSR, assuming that each of its rank (memory cell can be in one of the following condition. Let’s call such registers “generalized linear shift register.” The research goal is to develop algorithms for constructing Galois and Fibonacci generalized matrix of n-order over the field , which uniquely determined both the structure of corresponding generalized of n-order LSR maximal period, and formed on their basis Galois PRS generators of maximum length. Thus the article presents the questions of formation the primitive generalized Fibonacci and Galois arbitrary order matrix over the prime field . The synthesis of matrices is based on the use of irreducible polynomials of degree and primitive elements of the extended field generated by polynomial. The constructing methods of Galois and Fibonacci conjugated primitive matrices are suggested. The using possibilities of such matrices in solving the problem of constructing generalized generators of Galois pseudo-random sequences are discussed.

Source-Independent Quantum Random Number Generation

Directory of Open Access Journals (Sweden)

Zhu Cao

2016-02-01

Full Text Available Quantum random number generators can provide genuine randomness by appealing to the fundamental principles of quantum mechanics. In general, a physical generator contains two parts—a randomness source and its readout. The source is essential to the quality of the resulting random numbers; hence, it needs to be carefully calibrated and modeled to achieve information-theoretical provable randomness. However, in practice, the source is a complicated physical system, such as a light source or an atomic ensemble, and any deviations in the real-life implementation from the theoretical model may affect the randomness of the output. To close this gap, we propose a source-independent scheme for quantum random number generation in which output randomness can be certified, even when the source is uncharacterized and untrusted. In our randomness analysis, we make no assumptions about the dimension of the source. For instance, multiphoton emissions are allowed in optical implementations. Our analysis takes into account the finite-key effect with the composable security definition. In the limit of large data size, the length of the input random seed is exponentially small compared to that of the output random bit. In addition, by modifying a quantum key distribution system, we experimentally demonstrate our scheme and achieve a randomness generation rate of over 5×10^{3}  bit/s.

Efficient Statistical Extraction of the Per-Unit-Length Capacitance and Inductance Matrices of Cables with Random Parameters

Directory of Open Access Journals (Sweden)

P. Manfredi

2015-05-01

Full Text Available Cable bundles often exhibit random parameter variations due to uncertain or uncontrollable physical properties and wire positioning. Efficient tools, based on the so-called polynomial chaos, exist to rapidly assess the impact of such variations on the per-unit-length capacitance and inductance matrices, and on the pertinent cable response. Nevertheless, the state-of-the-art method for the statistical extraction of the per-unit-length capacitance and inductance matrices of cables suffers from several inefficiencies that hinder its applicability to large problems, in terms of number of random parameters and/or conductors. This paper presents an improved methodology that overcomes the aforementioned limitations by exploiting a recently-published, alternative approach to generate the pertinent polynomial chaos system of equations. A sparse and decoupled system is obtained that provides remarkable benefits in terms of speed, memory consumption and problem size that can be dealt with. The technique is thoroughly validated through the statistical analysis of two canonical structures, i.e. a ribbon cable and a shielded cable with random geometry and position.

2D gravity and random matrices

International Nuclear Information System (INIS)

Zinn-Justin, J.

1990-01-01

Recent progress in 2D gravity coupled to d ≤ 1 matter, based on a representation of discrete gravity in terms of random matrices, is reported. The matrix problem can be solved in many cases by the introduction of suitable orthogonal polynomials. Alternatively in the continuum limit the orthogonal polynomial method can be shown to be equivalent to the construction of representation of the canonical commutation relations in terms of differential operators. In the case of pure gravity or discrete Ising-like matter the sum over topologies is reduced to the solution of non-linear differential equations. The d = 1 problem can be solved by semiclassical methods

Covariance-Based Estimation from Multisensor Delayed Measurements with Random Parameter Matrices and Correlated Noises

Directory of Open Access Journals (Sweden)

R. Caballero-Águila

2014-01-01

Full Text Available The optimal least-squares linear estimation problem is addressed for a class of discrete-time multisensor linear stochastic systems subject to randomly delayed measurements with different delay rates. For each sensor, a different binary sequence is used to model the delay process. The measured outputs are perturbed by both random parameter matrices and one-step autocorrelated and cross correlated noises. Using an innovation approach, computationally simple recursive algorithms are obtained for the prediction, filtering, and smoothing problems, without requiring full knowledge of the state-space model generating the signal process, but only the information provided by the delay probabilities and the mean and covariance functions of the processes (signal, random parameter matrices, and noises involved in the observation model. The accuracy of the estimators is measured by their error covariance matrices, which allow us to analyze the estimator performance in a numerical simulation example that illustrates the feasibility of the proposed algorithms.

A theory of solving TAP equations for Ising models with general invariant random matrices

DEFF Research Database (Denmark)

Opper, Manfred; Çakmak, Burak; Winther, Ole

2016-01-01

We consider the problem of solving TAP mean field equations by iteration for Ising models with coupling matrices that are drawn at random from general invariant ensembles. We develop an analysis of iterative algorithms using a dynamical functional approach that in the thermodynamic limit yields...... the iteration dependent on a Gaussian distributed field only. The TAP magnetizations are stable fixed points if a de Almeida–Thouless stability criterion is fulfilled. We illustrate our method explicitly for coupling matrices drawn from the random orthogonal ensemble....

Invertibility and Explicit Inverses of Circulant-Type Matrices with k-Fibonacci and k-Lucas Numbers

Directory of Open Access Journals (Sweden)

Zhaolin Jiang

2014-01-01

Full Text Available Circulant matrices have important applications in solving ordinary differential equations. In this paper, we consider circulant-type matrices with the k-Fibonacci and k-Lucas numbers. We discuss the invertibility of these circulant matrices and present the explicit determinant and inverse matrix by constructing the transformation matrices, which generalizes the results in Shen et al. (2011.

Quantum random number generation for loophole-free Bell tests

Science.gov (United States)

Mitchell, Morgan; Abellan, Carlos; Amaya, Waldimar

2015-05-01

We describe the generation of quantum random numbers at multi-Gbps rates, combined with real-time randomness extraction, to give very high purity random numbers based on quantum events at most tens of ns in the past. The system satisfies the stringent requirements of quantum non-locality tests that aim to close the timing loophole. We describe the generation mechanism using spontaneous-emission-driven phase diffusion in a semiconductor laser, digitization, and extraction by parity calculation using multi-GHz logic chips. We pay special attention to experimental proof of the quality of the random numbers and analysis of the randomness extraction. In contrast to widely-used models of randomness generators in the computer science literature, we argue that randomness generation by spontaneous emission can be extracted from a single source.

An integrable low-cost hardware random number generator

Science.gov (United States)

Ranasinghe, Damith C.; Lim, Daihyun; Devadas, Srinivas; Jamali, Behnam; Zhu, Zheng; Cole, Peter H.

2005-02-01

A hardware random number generator is different from a pseudo-random number generator; a pseudo-random number generator approximates the assumed behavior of a real hardware random number generator. Simple pseudo random number generators suffices for most applications, however for demanding situations such as the generation of cryptographic keys, requires an efficient and a cost effective source of random numbers. Arbiter-based Physical Unclonable Functions (PUFs) proposed for physical authentication of ICs exploits statistical delay variation of wires and transistors across integrated circuits, as a result of process variations, to build a secret key unique to each IC. Experimental results and theoretical studies show that a sufficient amount of variation exits across IC"s. This variation enables each IC to be identified securely. It is possible to exploit the unreliability of these PUF responses to build a physical random number generator. There exists measurement noise, which comes from the instability of an arbiter when it is in a racing condition. There exist challenges whose responses are unpredictable. Without environmental variations, the responses of these challenges are random in repeated measurements. Compared to other physical random number generators, the PUF-based random number generators can be a compact and a low-power solution since the generator need only be turned on when required. A 64-stage PUF circuit costs less than 1000 gates and the circuit can be implemented using a standard IC manufacturing processes. In this paper we have presented a fast and an efficient random number generator, and analysed the quality of random numbers produced using an array of tests used by the National Institute of Standards and Technology to evaluate the randomness of random number generators designed for cryptographic applications.

On the mean density of complex eigenvalues for an ensemble of random matrices with prescribed singular values

International Nuclear Information System (INIS)

Wei Yi; Fyodorov, Yan V

2008-01-01

Given any fixed N x N positive semi-definite diagonal matrix G ≥ 0 we derive the explicit formula for the density of complex eigenvalues for random matrices A of the form A=U√G where the random unitary matrices U are distributed on the group U(N) according to the Haar measure. (fast track communication)

Computing the real-time Green's Functions of large Hamiltonian matrices

OpenAIRE

Iitaka, Toshiaki

1998-01-01

A numerical method is developed for calculating the real time Green's functions of very large sparse Hamiltonian matrices, which exploits the numerical solution of the inhomogeneous time-dependent Schroedinger equation. The method has a clear-cut structure reflecting the most naive definition of the Green's functions, and is very suitable to parallel and vector supercomputers. The effectiveness of the method is illustrated by applying it to simple lattice models. An application of this method...

3D Weight Matrices in Modeling Real Estate Prices

Science.gov (United States)

Mimis, A.

2016-10-01

Central role in spatial econometric models of real estate data has the definition of the weight matrix by which we capture the spatial dependence between the observations. The weight matrices presented in literature so far, treats space in a two dimensional manner leaving out the effect of the third dimension or in our case the difference in height where the property resides. To overcome this, we propose a new definition of the weight matrix including the third dimensional effect by using the Hadamard product. The results illustrated that the level effect can be absorbed into the new weight matrix.

Research Article Comparing covariance matrices: random skewers method compared to the common principal components model

Directory of Open Access Journals (Sweden)

James M. Cheverud

2007-03-01

Full Text Available Comparisons of covariance patterns are becoming more common as interest in the evolution of relationships between traits and in the evolutionary phenotypic diversification of clades have grown. We present parallel analyses of covariance matrix similarity for cranial traits in 14 New World Monkey genera using the Random Skewers (RS, T-statistics, and Common Principal Components (CPC approaches. We find that the CPC approach is very powerful in that with adequate sample sizes, it can be used to detect significant differences in matrix structure, even between matrices that are virtually identical in their evolutionary properties, as indicated by the RS results. We suggest that in many instances the assumption that population covariance matrices are identical be rejected out of hand. The more interesting and relevant question is, How similar are two covariance matrices with respect to their predicted evolutionary responses? This issue is addressed by the random skewers method described here.

Sparse random matrices: The eigenvalue spectrum revisited

International Nuclear Information System (INIS)

Semerjian, Guilhem; Cugliandolo, Leticia F.

2003-08-01

We revisit the derivation of the density of states of sparse random matrices. We derive a recursion relation that allows one to compute the spectrum of the matrix of incidence for finite trees that determines completely the low concentration limit. Using the iterative scheme introduced by Biroli and Monasson [J. Phys. A 32, L255 (1999)] we find an approximate expression for the density of states expected to hold exactly in the opposite limit of large but finite concentration. The combination of the two methods yields a very simple geometric interpretation of the tails of the spectrum. We test the analytic results with numerical simulations and we suggest an indirect numerical method to explore the tails of the spectrum. (author)

Periodically driven random quantum spin chains: real-space renormalization for Floquet localized phases

Science.gov (United States)

Monthus, Cécile

2017-07-01

When random quantum spin chains are submitted to some periodic Floquet driving, the eigenstates of the time-evolution operator over one period can be localized in real space. For the case of periodic quenches between two Hamiltonians (or periodic kicks), where the time-evolution operator over one period reduces to the product of two simple transfer matrices, we propose a block-self-dual renormalization procedure to construct the localized eigenstates of the Floquet dynamics. We also discuss the corresponding strong disorder renormalization procedure, that generalizes the RSRG-X procedure to construct the localized eigenstates of time-independent Hamiltonians.

Bi-dimensional null model analysis of presence-absence binary matrices.

Science.gov (United States)

Strona, Giovanni; Ulrich, Werner; Gotelli, Nicholas J

2018-01-01

Comparing the structure of presence/absence (i.e., binary) matrices with those of randomized counterparts is a common practice in ecology. However, differences in the randomization procedures (null models) can affect the results of the comparisons, leading matrix structural patterns to appear either "random" or not. Subjectivity in the choice of one particular null model over another makes it often advisable to compare the results obtained using several different approaches. Yet, available algorithms to randomize binary matrices differ substantially in respect to the constraints they impose on the discrepancy between observed and randomized row and column marginal totals, which complicates the interpretation of contrasting patterns. This calls for new strategies both to explore intermediate scenarios of restrictiveness in-between extreme constraint assumptions, and to properly synthesize the resulting information. Here we introduce a new modeling framework based on a flexible matrix randomization algorithm (named the "Tuning Peg" algorithm) that addresses both issues. The algorithm consists of a modified swap procedure in which the discrepancy between the row and column marginal totals of the target matrix and those of its randomized counterpart can be "tuned" in a continuous way by two parameters (controlling, respectively, row and column discrepancy). We show how combining the Tuning Peg with a wise random walk procedure makes it possible to explore the complete null space embraced by existing algorithms. This exploration allows researchers to visualize matrix structural patterns in an innovative bi-dimensional landscape of significance/effect size. We demonstrate the rational and potential of our approach with a set of simulated and real matrices, showing how the simultaneous investigation of a comprehensive and continuous portion of the null space can be extremely informative, and possibly key to resolving longstanding debates in the analysis of ecological

A differential calculus for random matrices with applications to (max,+)-linear stochastic systems

NARCIS (Netherlands)

Heidergott, B.F.

2001-01-01

We introducet he concept of weak differentiabilityf or randomm atricesa nd therebyo btain closedform analytical expressions for derivatives of functions of random matrices. More specifically, we develop a calculus of weak differentiationf or randomm atricest hat resembles the standardc alculus of

Random matrix ensembles for PT-symmetric systems

International Nuclear Information System (INIS)

Graefe, Eva-Maria; Mudute-Ndumbe, Steve; Taylor, Matthew

2015-01-01

Recently much effort has been made towards the introduction of non-Hermitian random matrix models respecting PT-symmetry. Here we show that there is a one-to-one correspondence between complex PT-symmetric matrices and split-complex and split-quaternionic versions of Hermitian matrices. We introduce two new random matrix ensembles of (a) Gaussian split-complex Hermitian; and (b) Gaussian split-quaternionic Hermitian matrices, of arbitrary sizes. We conjecture that these ensembles represent universality classes for PT-symmetric matrices. For the case of 2 × 2 matrices we derive analytic expressions for the joint probability distributions of the eigenvalues, the one-level densities and the level spacings in the case of real eigenvalues. (fast track communication)

On the extreme value statistics of normal random matrices and 2D Coulomb gases: Universality and finite N corrections

Science.gov (United States)

Ebrahimi, R.; Zohren, S.

2018-03-01

In this paper we extend the orthogonal polynomials approach for extreme value calculations of Hermitian random matrices, developed by Nadal and Majumdar (J. Stat. Mech. P04001 arXiv:1102.0738), to normal random matrices and 2D Coulomb gases in general. Firstly, we show that this approach provides an alternative derivation of results in the literature. More precisely, we show convergence of the rescaled eigenvalue with largest modulus of a normal Gaussian ensemble to a Gumbel distribution, as well as universality for an arbitrary radially symmetric potential. Secondly, it is shown that this approach can be generalised to obtain convergence of the eigenvalue with smallest modulus and its universality for ring distributions. Most interestingly, the here presented techniques are used to compute all slowly varying finite N correction of the above distributions, which is important for practical applications, given the slow convergence. Another interesting aspect of this work is the fact that we can use standard techniques from Hermitian random matrices to obtain the extreme value statistics of non-Hermitian random matrices resembling the large N expansion used in context of the double scaling limit of Hermitian matrix models in string theory.

NATO Advanced Study Institute: Marie Curie Training Course: Applications of Random Matrices in Physics

CERN Document Server

Kazakov, Vladimir; Serban, Didina; Wiegmann, Paul; Zabrodin, Anton

2006-01-01

Random matrices are widely and successfully used in physics for almost 60-70 years, beginning with the works of Dyson and Wigner. Although it is an old subject, it is constantly developing into new areas of physics and mathematics. It constitutes now a part of the general culture of a theoretical physicist. Mathematical methods inspired by random matrix theory become more powerful, sophisticated and enjoy rapidly growing applications in physics. Recent examples include the calculation of universal correlations in the mesoscopic system, new applications in disordered and quantum chaotic systems, in combinatorial and growth models, as well as the recent breakthrough, due to the matrix models, in two dimensional gravity and string theory and the non-abelian gauge theories. The book consists of the lectures of the leading specialists and covers rather systematically many of these topics. It can be useful to the specialists in various subjects using random matrices, from PhD students to confirmed scientists.

Soft fruit traceability in food matrices using real-time PCR.

Science.gov (United States)

Palmieri, Luisa; Bozza, Elisa; Giongo, Lara

2009-02-01

Food product authentication provides a means of monitoring and identifying products for consumer protection and regulatory compliance. There is a scarcity of analytical methods for confirming the identity of fruit pulp in products containing Soft Fruit. In the present work we have developed a very sensible qualitative and quantitative method to determine the presence of berry DNAs in different food matrices. To our knowledge, this is the first study that shows the applicability, to Soft Fruit traceability, of melting curve analysis and multiplexed fluorescent probes, in a Real-Time PCR platform. This methodology aims to protect the consumer from label misrepresentation.

Uniform Recovery Bounds for Structured Random Matrices in Corrupted Compressed Sensing

Science.gov (United States)

Zhang, Peng; Gan, Lu; Ling, Cong; Sun, Sumei

2018-04-01

We study the problem of recovering an $s$-sparse signal $\\mathbf{x}^{\\star}\\in\\mathbb{C}^n$ from corrupted measurements $\\mathbf{y} = \\mathbf{A}\\mathbf{x}^{\\star}+\\mathbf{z}^{\\star}+\\mathbf{w}$, where $\\mathbf{z}^{\\star}\\in\\mathbb{C}^m$ is a $k$-sparse corruption vector whose nonzero entries may be arbitrarily large and $\\mathbf{w}\\in\\mathbb{C}^m$ is a dense noise with bounded energy. The aim is to exactly and stably recover the sparse signal with tractable optimization programs. In this paper, we prove the uniform recovery guarantee of this problem for two classes of structured sensing matrices. The first class can be expressed as the product of a unit-norm tight frame (UTF), a random diagonal matrix and a bounded columnwise orthonormal matrix (e.g., partial random circulant matrix). When the UTF is bounded (i.e. $\\mu(\\mathbf{U})\\sim1/\\sqrt{m}$), we prove that with high probability, one can recover an $s$-sparse signal exactly and stably by $l_1$ minimization programs even if the measurements are corrupted by a sparse vector, provided $m = \\mathcal{O}(s \\log^2 s \\log^2 n)$ and the sparsity level $k$ of the corruption is a constant fraction of the total number of measurements. The second class considers randomly sub-sampled orthogonal matrix (e.g., random Fourier matrix). We prove the uniform recovery guarantee provided that the corruption is sparse on certain sparsifying domain. Numerous simulation results are also presented to verify and complement the theoretical results.

Analogies between random matrix ensembles and the one-component plasma in two-dimensions

Directory of Open Access Journals (Sweden)

Peter J. Forrester

2016-03-01

Full Text Available The eigenvalue PDF for some well known classes of non-Hermitian random matrices — the complex Ginibre ensemble for example — can be interpreted as the Boltzmann factor for one-component plasma systems in two-dimensional domains. We address this theme in a systematic fashion, identifying the plasma system for the Ginibre ensemble of non-Hermitian Gaussian random matrices G, the spherical ensemble of the product of an inverse Ginibre matrix and a Ginibre matrix G1−1G2, and the ensemble formed by truncating unitary matrices, as well as for products of such matrices. We do this when each has either real, complex or real quaternion elements. One consequence of this analogy is that the leading form of the eigenvalue density follows as a corollary. Another is that the eigenvalue correlations must obey sum rules known to characterise the plasma system, and this leads us to an exhibit of an integral identity satisfied by the two-particle correlation for real quaternion matrices in the neighbourhood of the real axis. Further random matrix ensembles investigated from this viewpoint are self dual non-Hermitian matrices, in which a previous study has related to the one-component plasma system in a disk at inverse temperature β=4, and the ensemble formed by the single row and column of quaternion elements from a member of the circular symplectic ensemble.

Products of random matrices from fixed trace and induced Ginibre ensembles

Science.gov (United States)

Akemann, Gernot; Cikovic, Milan

2018-05-01

We investigate the microcanonical version of the complex induced Ginibre ensemble, by introducing a fixed trace constraint for its second moment. Like for the canonical Ginibre ensemble, its complex eigenvalues can be interpreted as a two-dimensional Coulomb gas, which are now subject to a constraint and a modified, collective confining potential. Despite the lack of determinantal structure in this fixed trace ensemble, we compute all its density correlation functions at finite matrix size and compare to a fixed trace ensemble of normal matrices, representing a different Coulomb gas. Our main tool of investigation is the Laplace transform, that maps back the fixed trace to the induced Ginibre ensemble. Products of random matrices have been used to study the Lyapunov and stability exponents for chaotic dynamical systems, where the latter are based on the complex eigenvalues of the product matrix. Because little is known about the universality of the eigenvalue distribution of such product matrices, we then study the product of m induced Ginibre matrices with a fixed trace constraint—which are clearly non-Gaussian—and M  ‑  m such Ginibre matrices without constraint. Using an m-fold inverse Laplace transform, we obtain a concise result for the spectral density of such a mixed product matrix at finite matrix size, for arbitrary fixed m and M. Very recently local and global universality was proven by the authors and their coworker for a more general, single elliptic fixed trace ensemble in the bulk of the spectrum. Here, we argue that the spectral density of mixed products is in the same universality class as the product of M independent induced Ginibre ensembles.

Dimension from covariance matrices.

Science.gov (United States)

Carroll, T L; Byers, J M

2017-02-01

We describe a method to estimate embedding dimension from a time series. This method includes an estimate of the probability that the dimension estimate is valid. Such validity estimates are not common in algorithms for calculating the properties of dynamical systems. The algorithm described here compares the eigenvalues of covariance matrices created from an embedded signal to the eigenvalues for a covariance matrix of a Gaussian random process with the same dimension and number of points. A statistical test gives the probability that the eigenvalues for the embedded signal did not come from the Gaussian random process.

A random number generator for continuous random variables

Science.gov (United States)

Guerra, V. M.; Tapia, R. A.; Thompson, J. R.

1972-01-01

A FORTRAN 4 routine is given which may be used to generate random observations of a continuous real valued random variable. Normal distribution of F(x), X, E(akimas), and E(linear) is presented in tabular form.

Self-correcting random number generator

Science.gov (United States)

Humble, Travis S.; Pooser, Raphael C.

2016-09-06

A system and method for generating random numbers. The system may include a random number generator (RNG), such as a quantum random number generator (QRNG) configured to self-correct or adapt in order to substantially achieve randomness from the output of the RNG. By adapting, the RNG may generate a random number that may be considered random regardless of whether the random number itself is tested as such. As an example, the RNG may include components to monitor one or more characteristics of the RNG during operation, and may use the monitored characteristics as a basis for adapting, or self-correcting, to provide a random number according to one or more performance criteria.

Explicit Determinants of the RFPrLrR Circulant and RLPrFrL Circulant Matrices Involving Some Famous Numbers

Directory of Open Access Journals (Sweden)

Tingting Xu

2014-01-01

Full Text Available Circulant matrices may play a crucial role in solving various differential equations. In this paper, the techniques used herein are based on the inverse factorization of polynomial. We give the explicit determinants of the RFPrLrR circulant matrices and RLPrFrL circulant matrices involving Fibonacci, Lucas, Pell, and Pell-Lucas number, respectively.

On Skew Circulant Type Matrices Involving Any Continuous Fibonacci Numbers

Directory of Open Access Journals (Sweden)

Zhaolin Jiang

2014-01-01

inverse matrices of them by constructing the transformation matrices. Furthermore, the maximum column sum matrix norm, the spectral norm, the Euclidean (or Frobenius norm, and the maximum row sum matrix norm and bounds for the spread of these matrices are given, respectively.

Power law deformation of Wishart–Laguerre ensembles of random matrices

International Nuclear Information System (INIS)

Akemann, Gernot; Vivo, Pierpaolo

2008-01-01

We introduce a one-parameter deformation of the Wishart–Laguerre or chiral ensembles of positive definite random matrices with Dyson index β = 1,2 and 4. Our generalized model has a fat-tailed distribution while preserving the invariance under orthogonal, unitary or symplectic transformations. The spectral properties are derived analytically for finite matrix size N × M for all three values of β, in terms of the orthogonal polynomials of the standard Wishart–Laguerre ensembles. For large N in a certain double-scaling limit we obtain a generalized Marčenko–Pastur distribution on the macroscopic scale, and a generalized Bessel law at the hard edge which is shown to be universal. Both macroscopic and microscopic correlations exhibit power law tails, where the microscopic limit depends on β and the difference M−N. In the limit where our parameter governing the power law goes to infinity we recover the correlations of the Wishart–Laguerre ensembles. To illustrate these findings, the generalized Marčenko–Pastur distribution is shown to be in very good agreement with empirical data from financial covariance matrices

The Explicit Identities for Spectral Norms of Circulant-Type Matrices Involving Binomial Coefficients and Harmonic Numbers

Directory of Open Access Journals (Sweden)

Jianwei Zhou

2014-01-01

Full Text Available The explicit formulae of spectral norms for circulant-type matrices are investigated; the matrices are circulant matrix, skew-circulant matrix, and g-circulant matrix, respectively. The entries are products of binomial coefficients with harmonic numbers. Explicit identities for these spectral norms are obtained. Employing these approaches, some numerical tests are listed to verify the results.

Quantum random number generator

Science.gov (United States)

Soubusta, Jan; Haderka, Ondrej; Hendrych, Martin

2001-03-01

Since reflection or transmission of a quantum particle on a beamsplitter is inherently random quantum process, a device built on this principle does not suffer from drawbacks of neither pseudo-random computer generators or classical noise sources. Nevertheless, a number of physical conditions necessary for high quality random numbers generation must be satisfied. Luckily, in quantum optics realization they can be well controlled. We present an easy random number generator based on the division of weak light pulses on a beamsplitter. The randomness of the generated bit stream is supported by passing the data through series of 15 statistical test. The device generates at a rate of 109.7 kbit/s.

Fast heap transform-based QR-decomposition of real and complex matrices: algorithms and codes

Science.gov (United States)

Grigoryan, Artyom M.

2015-03-01

In this paper, we describe a new look on the application of Givens rotations to the QR-decomposition problem, which is similar to the method of Householder transformations. We apply the concept of the discrete heap transform, or signal-induced unitary transforms which had been introduced by Grigoryan (2006) and used in signal and image processing. Both cases of real and complex nonsingular matrices are considered and examples of performing QR-decomposition of square matrices are given. The proposed method of QR-decomposition for the complex matrix is novel and differs from the known method of complex Givens rotation and is based on analytical equations for the heap transforms. Many examples illustrated the proposed heap transform method of QR-decomposition are given, algorithms are described in detail, and MATLAB-based codes are included.

Quantum random number generator

Science.gov (United States)

Pooser, Raphael C.

2016-05-10

A quantum random number generator (QRNG) and a photon generator for a QRNG are provided. The photon generator may be operated in a spontaneous mode below a lasing threshold to emit photons. Photons emitted from the photon generator may have at least one random characteristic, which may be monitored by the QRNG to generate a random number. In one embodiment, the photon generator may include a photon emitter and an amplifier coupled to the photon emitter. The amplifier may enable the photon generator to be used in the QRNG without introducing significant bias in the random number and may enable multiplexing of multiple random numbers. The amplifier may also desensitize the photon generator to fluctuations in power supplied thereto while operating in the spontaneous mode. In one embodiment, the photon emitter and amplifier may be a tapered diode amplifier.

Random number generation and creativity.

Science.gov (United States)

Bains, William

2008-01-01

A previous paper suggested that humans can generate genuinely random numbers. I tested this hypothesis by repeating the experiment with a larger number of highly numerate subjects, asking them to call out a sequence of digits selected from 0 through 9. The resulting sequences were substantially non-random, with an excess of sequential pairs of numbers and a deficit of repeats of the same number, in line with previous literature. However, the previous literature suggests that humans generate random numbers with substantial conscious effort, and distractions which reduce that effort reduce the randomness of the numbers. I reduced my subjects' concentration by asking them to call out in another language, and with alcohol - neither affected the randomness of their responses. This suggests that the ability to generate random numbers is a 'basic' function of the human mind, even if those numbers are not mathematically 'random'. I hypothesise that there is a 'creativity' mechanism, while not truly random, provides novelty as part of the mind's defence against closed programming loops, and that testing for the effects seen here in people more or less familiar with numbers or with spontaneous creativity could identify more features of this process. It is possible that training to perform better at simple random generation tasks could help to increase creativity, through training people to reduce the conscious mind's suppression of the 'spontaneous', creative response to new questions.

Finite-range Coulomb gas models of banded random matrices and quantum kicked rotors.

Science.gov (United States)

Pandey, Akhilesh; Kumar, Avanish; Puri, Sanjay

2017-11-01

Dyson demonstrated an equivalence between infinite-range Coulomb gas models and classical random matrix ensembles for the study of eigenvalue statistics. We introduce finite-range Coulomb gas (FRCG) models via a Brownian matrix process, and study them analytically and by Monte Carlo simulations. These models yield new universality classes, and provide a theoretical framework for the study of banded random matrices (BRMs) and quantum kicked rotors (QKRs). We demonstrate that, for a BRM of bandwidth b and a QKR of chaos parameter α, the appropriate FRCG model has the effective range d=b^{2}/N=α^{2}/N, for large N matrix dimensionality. As d increases, there is a transition from Poisson to classical random matrix statistics.

On the nonnegative inverse eigenvalue problem of traditional matrices

Directory of Open Access Journals (Sweden)

Alimohammad Nazari

2014-07-01

Full Text Available In this paper, at first for a given set of real or complex numbers $\\sigma$ with nonnegativesummation, we introduce some special conditions that with them there is no nonnegativetridiagonal matrix in which $\\sigma$ is its spectrum. In continue we present some conditions forexistence such nonnegative tridiagonal matrices.

Singular value correlation functions for products of Wishart random matrices

International Nuclear Information System (INIS)

Akemann, Gernot; Kieburg, Mario; Wei, Lu

2013-01-01

We consider the product of M quadratic random matrices with complex elements and no further symmetry, where all matrix elements of each factor have a Gaussian distribution. This generalizes the classical Wishart–Laguerre Gaussian unitary ensemble with M = 1. In this paper, we first compute the joint probability distribution for the singular values of the product matrix when the matrix size N and the number M are fixed but arbitrary. This leads to a determinantal point process which can be realized in two different ways. First, it can be written as a one-matrix singular value model with a non-standard Jacobian, or second, for M ⩾ 2, as a two-matrix singular value model with a set of auxiliary singular values and a weight proportional to the Meijer G-function. For both formulations, we determine all singular value correlation functions in terms of the kernels of biorthogonal polynomials which we explicitly construct. They are given in terms of the hypergeometric and Meijer G-functions, generalizing the Laguerre polynomials for M = 1. Our investigation was motivated from applications in telecommunication of multi-layered scattering multiple-input and multiple-output channels. We present the ergodic mutual information for finite-N for such a channel model with M − 1 layers of scatterers as an example. (paper)

Random Numbers and Quantum Computers

Science.gov (United States)

McCartney, Mark; Glass, David

2002-01-01

The topic of random numbers is investigated in such a way as to illustrate links between mathematics, physics and computer science. First, the generation of random numbers by a classical computer using the linear congruential generator and logistic map is considered. It is noted that these procedures yield only pseudo-random numbers since…

No Eigenvalues Outside the Limiting Support of Generally Correlated Gaussian Matrices

KAUST Repository

Kammoun, Abla; Alouini, Mohamed-Slim

2016-01-01

This paper investigates the behaviour of the spectrum of generally correlated Gaussian random matrices whose columns are zero-mean independent vectors but have different correlations, under the specific regime where the number of their columns and that of their rows grow at infinity with the same pace. Following the approach proposed in [1], we prove that under some mild conditions, there is no eigenvalue outside the limiting support of generally correlated Gaussian matrices. As an outcome of this result, we establish that the smallest singular value of these matrices is almost surely greater than zero. From a practical perspective, this control of the smallest singular value is paramount to applications from statistical signal processing and wireless communication, in which this kind of matrices naturally arise.

No Eigenvalues Outside the Limiting Support of Generally Correlated Gaussian Matrices

KAUST Repository

Kammoun, Abla

2016-05-04

This paper investigates the behaviour of the spectrum of generally correlated Gaussian random matrices whose columns are zero-mean independent vectors but have different correlations, under the specific regime where the number of their columns and that of their rows grow at infinity with the same pace. Following the approach proposed in [1], we prove that under some mild conditions, there is no eigenvalue outside the limiting support of generally correlated Gaussian matrices. As an outcome of this result, we establish that the smallest singular value of these matrices is almost surely greater than zero. From a practical perspective, this control of the smallest singular value is paramount to applications from statistical signal processing and wireless communication, in which this kind of matrices naturally arise.

The Invertibility, Explicit Determinants, and Inverses of Circulant and Left Circulant and g-Circulant Matrices Involving Any Continuous Fibonacci and Lucas Numbers

Directory of Open Access Journals (Sweden)

Zhaolin Jiang

2014-01-01

Full Text Available Circulant matrices play an important role in solving delay differential equations. In this paper, circulant type matrices including the circulant and left circulant and g-circulant matrices with any continuous Fibonacci and Lucas numbers are considered. Firstly, the invertibility of the circulant matrix is discussed and the explicit determinant and the inverse matrices by constructing the transformation matrices are presented. Furthermore, the invertibility of the left circulant and g-circulant matrices is also studied. We obtain the explicit determinants and the inverse matrices of the left circulant and g-circulant matrices by utilizing the relationship between left circulant, g-circulant matrices and circulant matrix, respectively.

Algorithms: economical computation of functions of real matrices

International Nuclear Information System (INIS)

Weiss, Z.

1991-01-01

An algorithm is presented which economizes on the calculation of F(a), where A is a real matrix and F(x) a real valued function of x, using spectral analysis. Assuming the availability of the software for the calculation of the complete set of eigenvalues and eigen vectors of A, it is shown that the complex matrix arithmetics involved in subsequent operations leading from A to F(A) can be reduced to the size comparable with the analogous problem in real matrix arithmetics. Saving in CPU time and storage has been achieved by utilizing explicitly the property that complex eigenvalues of a real matrix appear in pairs of complex conjugated numbers. (author)

Fast integration using quasi-random numbers

International Nuclear Information System (INIS)

Bossert, J.; Feindt, M.; Kerzel, U.

2006-01-01

Quasi-random numbers are specially constructed series of numbers optimised to evenly sample a given s-dimensional volume. Using quasi-random numbers in numerical integration converges faster with a higher accuracy compared to the case of pseudo-random numbers. The basic properties of quasi-random numbers are introduced, various generators are discussed and the achieved gain is illustrated by examples

Fast integration using quasi-random numbers

Science.gov (United States)

Bossert, J.; Feindt, M.; Kerzel, U.

2006-04-01

Quasi-random numbers are specially constructed series of numbers optimised to evenly sample a given s-dimensional volume. Using quasi-random numbers in numerical integration converges faster with a higher accuracy compared to the case of pseudo-random numbers. The basic properties of quasi-random numbers are introduced, various generators are discussed and the achieved gain is illustrated by examples.

Random numbers from vacuum fluctuations

International Nuclear Information System (INIS)

Shi, Yicheng; Kurtsiefer, Christian; Chng, Brenda

2016-01-01

We implement a quantum random number generator based on a balanced homodyne measurement of vacuum fluctuations of the electromagnetic field. The digitized signal is directly processed with a fast randomness extraction scheme based on a linear feedback shift register. The random bit stream is continuously read in a computer at a rate of about 480 Mbit/s and passes an extended test suite for random numbers.

Random numbers from vacuum fluctuations

Energy Technology Data Exchange (ETDEWEB)

Shi, Yicheng; Kurtsiefer, Christian, E-mail: christian.kurtsiefer@gmail.com [Department of Physics, National University of Singapore, 2 Science Drive 3, Singapore 117542 (Singapore); Center for Quantum Technologies, National University of Singapore, 3 Science Drive 2, Singapore 117543 (Singapore); Chng, Brenda [Center for Quantum Technologies, National University of Singapore, 3 Science Drive 2, Singapore 117543 (Singapore)

2016-07-25

We implement a quantum random number generator based on a balanced homodyne measurement of vacuum fluctuations of the electromagnetic field. The digitized signal is directly processed with a fast randomness extraction scheme based on a linear feedback shift register. The random bit stream is continuously read in a computer at a rate of about 480 Mbit/s and passes an extended test suite for random numbers.

Investigating the Randomness of Numbers

Science.gov (United States)

Pendleton, Kenn L.

2009-01-01

The use of random numbers is pervasive in today's world. Random numbers have practical applications in such far-flung arenas as computer simulations, cryptography, gambling, the legal system, statistical sampling, and even the war on terrorism. Evaluating the randomness of extremely large samples is a complex, intricate process. However, the…

The MIXMAX random number generator

Science.gov (United States)

Savvidy, Konstantin G.

2015-11-01

In this paper, we study the randomness properties of unimodular matrix random number generators. Under well-known conditions, these discrete-time dynamical systems have the highly desirable K-mixing properties which guarantee high quality random numbers. It is found that some widely used random number generators have poor Kolmogorov entropy and consequently fail in empirical tests of randomness. These tests show that the lowest acceptable value of the Kolmogorov entropy is around 50. Next, we provide a solution to the problem of determining the maximal period of unimodular matrix generators of pseudo-random numbers. We formulate the necessary and sufficient condition to attain the maximum period and present a family of specific generators in the MIXMAX family with superior performance and excellent statistical properties. Finally, we construct three efficient algorithms for operations with the MIXMAX matrix which is a multi-dimensional generalization of the famous cat-map. First, allowing to compute the multiplication by the MIXMAX matrix with O(N) operations. Second, to recursively compute its characteristic polynomial with O(N2) operations, and third, to apply skips of large number of steps S to the sequence in O(N2 log(S)) operations.

How random are random numbers generated using photons?

International Nuclear Information System (INIS)

Solis, Aldo; Angulo Martínez, Alí M; Ramírez Alarcón, Roberto; Cruz Ramírez, Hector; U’Ren, Alfred B; Hirsch, Jorge G

2015-01-01

Randomness is fundamental in quantum theory, with many philosophical and practical implications. In this paper we discuss the concept of algorithmic randomness, which provides a quantitative method to assess the Borel normality of a given sequence of numbers, a necessary condition for it to be considered random. We use Borel normality as a tool to investigate the randomness of ten sequences of bits generated from the differences between detection times of photon pairs generated by spontaneous parametric downconversion. These sequences are shown to fulfil the randomness criteria without difficulties. As deviations from Borel normality for photon-generated random number sequences have been reported in previous work, a strategy to understand these diverging findings is outlined. (paper)

Non-Hermitian Extensions of Wishart Random Matrix Ensembles

International Nuclear Information System (INIS)

Akemann, G.

2011-01-01

We briefly review the solution of three ensembles of non-Hermitian random matrices generalizing the Wishart-Laguerre (also called chiral) ensembles. These generalizations are realized as Gaussian two-matrix models, where the complex eigenvalues of the product of the two independent rectangular matrices are sought, with the matrix elements of both matrices being either real, complex or quaternion real. We also present the more general case depending on a non-Hermiticity parameter, that allows us to interpolate between the corresponding three Hermitian Wishart ensembles with real eigenvalues and the maximally non-Hermitian case. All three symmetry classes are explicitly solved for finite matrix size N x M for all complex eigenvalue correlations functions (and real or mixed correlations for real matrix elements). These are given in terms of the corresponding kernels built from orthogonal or skew-orthogonal Laguerre polynomials in the complex plane. We then present the corresponding three Bessel kernels in the complex plane in the microscopic large-N scaling limit at the origin, both at weak and strong non-Hermiticity with M - N ≥ 0 fixed. (author)

Quality pseudo-random number generator

International Nuclear Information System (INIS)

Tarasiuk, J.

1996-01-01

The pseudo-random number generator (RNG) was written to match needs of nuclear and high-energy physics computation which in some cases require very long and independent random number sequences. In this random number generator the repetition period is about 10 36 what should be sufficient for all computers in the world. In this article the test results of RNG correlation, speed and identity of computations for PC, Sun4 and VAX computer tests are presented

Crossover ensembles of random matrices and skew-orthogonal polynomials

International Nuclear Information System (INIS)

Kumar, Santosh; Pandey, Akhilesh

2011-01-01

Highlights: → We study crossover ensembles of Jacobi family of random matrices. → We consider correlations for orthogonal-unitary and symplectic-unitary crossovers. → We use the method of skew-orthogonal polynomials and quaternion determinants. → We prove universality of spectral correlations in crossover ensembles. → We discuss applications to quantum conductance and communication theory problems. - Abstract: In a recent paper (S. Kumar, A. Pandey, Phys. Rev. E, 79, 2009, p. 026211) we considered Jacobi family (including Laguerre and Gaussian cases) of random matrix ensembles and reported exact solutions of crossover problems involving time-reversal symmetry breaking. In the present paper we give details of the work. We start with Dyson's Brownian motion description of random matrix ensembles and obtain universal hierarchic relations among the unfolded correlation functions. For arbitrary dimensions we derive the joint probability density (jpd) of eigenvalues for all transitions leading to unitary ensembles as equilibrium ensembles. We focus on the orthogonal-unitary and symplectic-unitary crossovers and give generic expressions for jpd of eigenvalues, two-point kernels and n-level correlation functions. This involves generalization of the theory of skew-orthogonal polynomials to crossover ensembles. We also consider crossovers in the circular ensembles to show the generality of our method. In the large dimensionality limit, correlations in spectra with arbitrary initial density are shown to be universal when expressed in terms of a rescaled symmetry breaking parameter. Applications of our crossover results to communication theory and quantum conductance problems are also briefly discussed.

Quantum random-number generator based on a photon-number-resolving detector

International Nuclear Information System (INIS)

Ren Min; Wu, E; Liang Yan; Jian Yi; Wu Guang; Zeng Heping

2011-01-01

We demonstrated a high-efficiency quantum random number generator which takes inherent advantage of the photon number distribution randomness of a coherent light source. This scheme was realized by comparing the photon flux of consecutive pulses with a photon number resolving detector. The random bit generation rate could reach 2.4 MHz with a system clock of 6.0 MHz, corresponding to a random bit generation efficiency as high as 40%. The random number files passed all the stringent statistical tests.

Digital random-number generator

Science.gov (United States)

Brocker, D. H.

1973-01-01

For binary digit array of N bits, use N noise sources to feed N nonlinear operators; each flip-flop in digit array is set by nonlinear operator to reflect whether amplitude of generator which feeds it is above or below mean value of generated noise. Fixed-point uniform distribution random number generation method can also be used to generate random numbers with other than uniform distribution.

Exact Wigner surmise type evaluation of the spacing distribution in the bulk of the scaled random matrix ensembles

International Nuclear Information System (INIS)

Forrester, P.J.; Witte, N.S.

2000-01-01

Random matrix ensembles with orthogonal and unitary symmetry correspond to the cases of real symmetric and Hermitian random matrices respectively. We show that the probability density function for the corresponding spacings between consecutive eigenvalues can be written exactly in the Wigner surmise type form a(s) e-b(s) for a simply related to a Painleve transcendent and b its anti-derivative. A formula consisting of the sum of two such terms is given for the symplectic case (Hermitian matrices with real quaternion elements)

Asymptotic Distribution of Eigenvalues of Weakly Dilute Wishart Matrices

Energy Technology Data Exchange (ETDEWEB)

Khorunzhy, A. [Institute for Low Temperature Physics (Ukraine)], E-mail: khorunjy@ilt.kharkov.ua; Rodgers, G. J. [Brunel University, Uxbridge, Department of Mathematics and Statistics (United Kingdom)], E-mail: g.j.rodgers@brunel.ac.uk

2000-03-15

We study the eigenvalue distribution of large random matrices that are randomly diluted. We consider two random matrix ensembles that in the pure (nondilute) case have a limiting eigenvalue distribution with a singular component at the origin. These include the Wishart random matrix ensemble and Gaussian random matrices with correlated entries. Our results show that the singularity in the eigenvalue distribution is rather unstable under dilution and that even weak dilution destroys it.

Application of quasi-random numbers for simulation

International Nuclear Information System (INIS)

Kazachenko, O.N.; Takhtamyshev, G.G.

1985-01-01

Application of the Monte-Carlo method for multidimensional integration is discussed. The main goal is to check the statement that the application of quasi-random numbers instead of regular pseudo-random numbers provides more rapid convergency. The Sobol, Richtmayer and Halton algorithms of quasi-random sequences are described. Over 50 tests to compare these quasi-random numbers as well as pseudo-random numbers were fulfilled. In all cases quasi-random numbers have clearly demonstrated a more rapid convergency as compared with pseudo-random ones. Positive test results on quasi-random trend in Monte-Carlo method seem very promising

The performance of the Congruence Among Distance Matrices (CADM) test in phylogenetic analysis

Science.gov (United States)

2011-01-01

Background CADM is a statistical test used to estimate the level of Congruence Among Distance Matrices. It has been shown in previous studies to have a correct rate of type I error and good power when applied to dissimilarity matrices and to ultrametric distance matrices. Contrary to most other tests of incongruence used in phylogenetic analysis, the null hypothesis of the CADM test assumes complete incongruence of the phylogenetic trees instead of congruence. In this study, we performed computer simulations to assess the type I error rate and power of the test. It was applied to additive distance matrices representing phylogenies and to genetic distance matrices obtained from nucleotide sequences of different lengths that were simulated on randomly generated trees of varying sizes, and under different evolutionary conditions. Results Our results showed that the test has an accurate type I error rate and good power. As expected, power increased with the number of objects (i.e., taxa), the number of partially or completely congruent matrices and the level of congruence among distance matrices. Conclusions Based on our results, we suggest that CADM is an excellent candidate to test for congruence and, when present, to estimate its level in phylogenomic studies where numerous genes are analysed simultaneously. PMID:21388552

The performance of the Congruence Among Distance Matrices (CADM test in phylogenetic analysis

Directory of Open Access Journals (Sweden)

Lapointe François-Joseph

2011-03-01

Full Text Available Abstract Background CADM is a statistical test used to estimate the level of Congruence Among Distance Matrices. It has been shown in previous studies to have a correct rate of type I error and good power when applied to dissimilarity matrices and to ultrametric distance matrices. Contrary to most other tests of incongruence used in phylogenetic analysis, the null hypothesis of the CADM test assumes complete incongruence of the phylogenetic trees instead of congruence. In this study, we performed computer simulations to assess the type I error rate and power of the test. It was applied to additive distance matrices representing phylogenies and to genetic distance matrices obtained from nucleotide sequences of different lengths that were simulated on randomly generated trees of varying sizes, and under different evolutionary conditions. Results Our results showed that the test has an accurate type I error rate and good power. As expected, power increased with the number of objects (i.e., taxa, the number of partially or completely congruent matrices and the level of congruence among distance matrices. Conclusions Based on our results, we suggest that CADM is an excellent candidate to test for congruence and, when present, to estimate its level in phylogenomic studies where numerous genes are analysed simultaneously.

Analysis of android random number generator

OpenAIRE

Sarıtaş, Serkan

2013-01-01

Ankara : The Department of Computer Engineering and the Graduate School of Engineering and Science of Bilkent University, 2013. Thesis (Master's) -- Bilkent University, 2013. Includes bibliographical references leaves 61-65. Randomness is a crucial resource for cryptography, and random number generators are critical building blocks of almost all cryptographic systems. Therefore, random number generation is one of the key parts of secure communication. Random number generatio...

Fine structure of spectral properties for random correlation matrices: an application to financial markets.

Science.gov (United States)

Livan, Giacomo; Alfarano, Simone; Scalas, Enrico

2011-07-01

We study some properties of eigenvalue spectra of financial correlation matrices. In particular, we investigate the nature of the large eigenvalue bulks which are observed empirically, and which have often been regarded as a consequence of the supposedly large amount of noise contained in financial data. We challenge this common knowledge by acting on the empirical correlation matrices of two data sets with a filtering procedure which highlights some of the cluster structure they contain, and we analyze the consequences of such filtering on eigenvalue spectra. We show that empirically observed eigenvalue bulks emerge as superpositions of smaller structures, which in turn emerge as a consequence of cross correlations between stocks. We interpret and corroborate these findings in terms of factor models, and we compare empirical spectra to those predicted by random matrix theory for such models.

Fine structure of spectral properties for random correlation matrices: An application to financial markets

Science.gov (United States)

Livan, Giacomo; Alfarano, Simone; Scalas, Enrico

2011-07-01

We study some properties of eigenvalue spectra of financial correlation matrices. In particular, we investigate the nature of the large eigenvalue bulks which are observed empirically, and which have often been regarded as a consequence of the supposedly large amount of noise contained in financial data. We challenge this common knowledge by acting on the empirical correlation matrices of two data sets with a filtering procedure which highlights some of the cluster structure they contain, and we analyze the consequences of such filtering on eigenvalue spectra. We show that empirically observed eigenvalue bulks emerge as superpositions of smaller structures, which in turn emerge as a consequence of cross correlations between stocks. We interpret and corroborate these findings in terms of factor models, and we compare empirical spectra to those predicted by random matrix theory for such models.

VanderLaan Circulant Type Matrices

Directory of Open Access Journals (Sweden)

Hongyan Pan

2015-01-01

Full Text Available Circulant matrices have become a satisfactory tools in control methods for modern complex systems. In the paper, VanderLaan circulant type matrices are presented, which include VanderLaan circulant, left circulant, and g-circulant matrices. The nonsingularity of these special matrices is discussed by the surprising properties of VanderLaan numbers. The exact determinants of VanderLaan circulant type matrices are given by structuring transformation matrices, determinants of well-known tridiagonal matrices, and tridiagonal-like matrices. The explicit inverse matrices of these special matrices are obtained by structuring transformation matrices, inverses of known tridiagonal matrices, and quasi-tridiagonal matrices. Three kinds of norms and lower bound for the spread of VanderLaan circulant and left circulant matrix are given separately. And we gain the spectral norm of VanderLaan g-circulant matrix.

The RANDOM computer program: A linear congruential random number generator

Science.gov (United States)

Miles, R. F., Jr.

1986-01-01

The RANDOM Computer Program is a FORTRAN program for generating random number sequences and testing linear congruential random number generators (LCGs). The linear congruential form of random number generator is discussed, and the selection of parameters of an LCG for a microcomputer described. This document describes the following: (1) The RANDOM Computer Program; (2) RANDOM.MOD, the computer code needed to implement an LCG in a FORTRAN program; and (3) The RANCYCLE and the ARITH Computer Programs that provide computational assistance in the selection of parameters for an LCG. The RANDOM, RANCYCLE, and ARITH Computer Programs are written in Microsoft FORTRAN for the IBM PC microcomputer and its compatibles. With only minor modifications, the RANDOM Computer Program and its LCG can be run on most micromputers or mainframe computers.

Generalized Perron--Frobenius Theorem for Nonsquare Matrices

OpenAIRE

Avin, Chen; Borokhovich, Michael; Haddad, Yoram; Kantor, Erez; Lotker, Zvi; Parter, Merav; Peleg, David

2013-01-01

The celebrated Perron--Frobenius (PF) theorem is stated for irreducible nonnegative square matrices, and provides a simple characterization of their eigenvectors and eigenvalues. The importance of this theorem stems from the fact that eigenvalue problems on such matrices arise in many fields of science and engineering, including dynamical systems theory, economics, statistics and optimization. However, many real-life scenarios give rise to nonsquare matrices. A natural question is whether the...

Factorials of real negative and imaginary numbers - A new perspective.

Science.gov (United States)

Thukral, Ashwani K

2014-01-01

Presently, factorials of real negative numbers and imaginary numbers, except for zero and negative integers are interpolated using the Euler's gamma function. In the present paper, the concept of factorials has been generalised as applicable to real and imaginary numbers, and multifactorials. New functions based on Euler's factorial function have been proposed for the factorials of real negative and imaginary numbers. As per the present concept, the factorials of real negative numbers, are complex numbers. The factorials of real negative integers have their imaginary part equal to zero, thus are real numbers. Similarly, the factorials of imaginary numbers are complex numbers. The moduli of the complex factorials of real negative numbers, and imaginary numbers are equal to their respective real positive number factorials. Fractional factorials and multifactorials have been defined in a new perspective. The proposed concept has also been extended to Euler's gamma function for real negative numbers and imaginary numbers, and beta function.

Random numbers spring from alpha decay

International Nuclear Information System (INIS)

Frigerio, N.A.; Sanathanan, L.P.; Morley, M.; Clark, N.A.; Tyler, S.A.

1980-05-01

Congruential random number generators, which are widely used in Monte Carlo simulations, are deficient in that the number they generate are concentrated in a relatively small number of hyperplanes. While this deficiency may not be a limitation in small Monte Carlo studies involving a few variables, it introduces a significant bias in large simulations requiring high resolution. This bias was recognized and assessed during preparations for an accident analysis study of nuclear power plants. This report describes a random number device based on the radioactive decay of alpha particles from a 235 U source in a high-resolution gas proportional counter. The signals were fed to a 4096-channel analyzer and for each channel the frequency of signals registered in a 20,000-microsecond interval was recorded. The parity bits of these frequency counts (0 for an even count and 1 for an odd count) were then assembled in sequence to form 31-bit binary random numbers and transcribed to a magnetic tape. This cycle was repeated as many times as were necessary to create 3 million random numbers. The frequency distribution of counts from the present device conforms to the Brockwell-Moyal distribution, which takes into account the dead time of the counter (both the dead time and decay constant of the underlying Poisson process were estimated). Analysis of the count data and tests of randomness on a sample set of the 31-bit binary numbers indicate that this random number device is a highly reliable source of truly random numbers. Its use is, therefore, recommended in Monte Carlo simulations for which the congruential pseudorandom number generators are found to be inadequate. 6 figures, 5 tables

Intrinsic character of Stokes matrices

Science.gov (United States)

Gagnon, Jean-François; Rousseau, Christiane

2017-02-01

Two germs of linear analytic differential systems x k + 1Y‧ = A (x) Y with a non-resonant irregular singularity are analytically equivalent if and only if they have the same eigenvalues and equivalent collections of Stokes matrices. The Stokes matrices are the transition matrices between sectors on which the system is analytically equivalent to its formal normal form. Each sector contains exactly one separating ray for each pair of eigenvalues. A rotation in S allows supposing that R+ lies in the intersection of two sectors. Reordering of the coordinates of Y allows ordering the real parts of the eigenvalues, thus yielding triangular Stokes matrices. However, the choice of the rotation in x is not canonical. In this paper we establish how the collection of Stokes matrices depends on this rotation, and hence on a chosen order of the projection of the eigenvalues on a line through the origin.

Evolutionary Games with Randomly Changing Payoff Matrices

Science.gov (United States)

Yakushkina, Tatiana; Saakian, David B.; Bratus, Alexander; Hu, Chin-Kun

2015-06-01

Evolutionary games are used in various fields stretching from economics to biology. In most of these games a constant payoff matrix is assumed, although some works also consider dynamic payoff matrices. In this article we assume a possibility of switching the system between two regimes with different sets of payoff matrices. Potentially such a model can qualitatively describe the development of bacterial or cancer cells with a mutator gene present. A finite population evolutionary game is studied. The model describes the simplest version of annealed disorder in the payoff matrix and is exactly solvable at the large population limit. We analyze the dynamics of the model, and derive the equations for both the maximum and the variance of the distribution using the Hamilton-Jacobi equation formalism.

A data based random number generator for a multivariate distribution (using stochastic interpolation)

Science.gov (United States)

Thompson, J. R.; Taylor, M. S.

1982-01-01

Let X be a K-dimensional random variable serving as input for a system with output Y (not necessarily of dimension k). given X, an outcome Y or a distribution of outcomes G(Y/X) may be obtained either explicitly or implicity. The situation is considered in which there is a real world data set X sub j sub = 1 (n) and a means of simulating an outcome Y. A method for empirical random number generation based on the sample of observations of the random variable X without estimating the underlying density is discussed.

A robust random number generator based on differential comparison of chaotic laser signals.

Science.gov (United States)

Zhang, Jianzhong; Wang, Yuncai; Liu, Ming; Xue, Lugang; Li, Pu; Wang, Anbang; Zhang, Mingjiang

2012-03-26

We experimentally realize a robust real-time random number generator by differentially comparing the signal from a chaotic semiconductor laser and its delayed signal through a 1-bit analog-to-digital converter. The probability density distribution of the output chaotic signal based on the differential comparison method possesses an extremely small coefficient of Pearson's median skewness (1.5 × 10⁻⁶), which can yield a balanced random sequence much easily than the previously reported method that compares the signal from the chaotic laser with a certain threshold value. Moveover, we experimently demonstrate that our method can stably generate good random numbers at rates of 1.44 Gbit/s with excellent immunity from external perturbations while the previously reported method fails.

Chain of matrices, loop equations and topological recursion

CERN Document Server

Orantin, Nicolas

2009-01-01

Random matrices are used in fields as different as the study of multi-orthogonal polynomials or the enumeration of discrete surfaces. Both of them are based on the study of a matrix integral. However, this term can be confusing since the definition of a matrix integral in these two applications is not the same. These two definitions, perturbative and non-perturbative, are discussed in this chapter as well as their relation. The so-called loop equations satisfied by integrals over random matrices coupled in chain is discussed as well as their recursive solution in the perturbative case when the matrices are Hermitean.

Fluctuations of Wigner-type random matrices associated with symmetric spaces of class DIII and CI

Science.gov (United States)

Stolz, Michael

2018-02-01

Wigner-type randomizations of the tangent spaces of classical symmetric spaces can be thought of as ordinary Wigner matrices on which additional symmetries have been imposed. In particular, they fall within the scope of a framework, due to Schenker and Schulz-Baldes, for the study of fluctuations of Wigner matrices with additional dependencies among their entries. In this contribution, we complement the results of these authors by explicit calculations of the asymptotic covariances for symmetry classes DIII and CI and thus obtain explicit CLTs for these classes. On the technical level, the present work is an exercise in controlling the cumulative effect of systematically occurring sign factors in an involved sum of products by setting up a suitable combinatorial model for the summands. This aspect may be of independent interest. Research supported by Deutsche Forschungsgemeinschaft (DFG) via SFB 878.

True random numbers from amplified quantum vacuum.

Science.gov (United States)

Jofre, M; Curty, M; Steinlechner, F; Anzolin, G; Torres, J P; Mitchell, M W; Pruneri, V

2011-10-10

Random numbers are essential for applications ranging from secure communications to numerical simulation and quantitative finance. Algorithms can rapidly produce pseudo-random outcomes, series of numbers that mimic most properties of true random numbers while quantum random number generators (QRNGs) exploit intrinsic quantum randomness to produce true random numbers. Single-photon QRNGs are conceptually simple but produce few random bits per detection. In contrast, vacuum fluctuations are a vast resource for QRNGs: they are broad-band and thus can encode many random bits per second. Direct recording of vacuum fluctuations is possible, but requires shot-noise-limited detectors, at the cost of bandwidth. We demonstrate efficient conversion of vacuum fluctuations to true random bits using optical amplification of vacuum and interferometry. Using commercially-available optical components we demonstrate a QRNG at a bit rate of 1.11 Gbps. The proposed scheme has the potential to be extended to 10 Gbps and even up to 100 Gbps by taking advantage of high speed modulation sources and detectors for optical fiber telecommunication devices.

Real zeros of classes of random algebraic polynomials

Directory of Open Access Journals (Sweden)

K. Farahmand

2003-01-01

Full Text Available There are many known asymptotic estimates for the expected number of real zeros of an algebraic polynomial a0+a1x+a2x2+⋯+an−1xn−1 with identically distributed random coefficients. Under different assumptions for the distribution of the coefficients {aj}j=0n−1 it is shown that the above expected number is asymptotic to O(logn. This order for the expected number of zeros remains valid for the case when the coefficients are grouped into two, each group with a different variance. However, it was recently shown that if the coefficients are non-identically distributed such that the variance of the jth term is (nj the expected number of zeros of the polynomial increases to O(n. The present paper provides the value for this asymptotic formula for the polynomials with the latter variances when they are grouped into three with different patterns for their variances.

Dynamical real numbers and living systems

International Nuclear Information System (INIS)

Datta, Dhurjati Prasad

2004-01-01

Recently uncovered second derivative discontinuous solutions of the simplest linear ordinary differential equation define not only an nonstandard extension of the framework of the ordinary calculus, but also provide a dynamical representation of the ordinary real number system. Every real number can be visualized as a living cell-like structure, endowed with a definite evolutionary arrow. We discuss the relevance of this extended calculus in the study of living systems. We also present an intelligent version of the Newton's first law of motion

Microcomputer-Assisted Discoveries: Random Numbers.

Science.gov (United States)

Kimberling, Clark

1983-01-01

A programing contest was designed to promote interest in mathematical randomness. Student-developed programs making clever uses of random numbers are presented. Modifications users might make are suggested. (MNS)

Real numbers tell real stories in health services management.

Science.gov (United States)

Heenan, Michael; Wood, Brady; Taylor, D Wayne

2010-01-01

In the words of one hospital manager, "hospital data is currently indigestible and alien to the average user." Drawing upon the experience of an academic hospital that, contrary to established practice, published real numbers alongside rates and ratios during a Clostridium difficile outbreak, the authors examined the pitfalls of publishing only abstract performance measures and the advantages of releasing real numbers to the public. This article identifies lessons for hospital board governance, media relations, employee communications, and citizen and patient engagement that are applicable across the healthcare industry in many countries. If healthcare is to be a caring industry, then care should be taken in the public reporting of data and information.

On the density of eigenvalues of a random matrix; Concernant la densite des racines caracteristiques d'une matrice stochastique

Energy Technology Data Exchange (ETDEWEB)

Mehta, M. L. [Institute of Fundamental Research Bombay (India); Gaudin, M. [Commissariat a l' energie atomique et aux energies alternatives - CEA, Centre d' Etudes Nucleaires de Saclay, Gif-sur-Yvette (France)

1960-07-01

An exact expression for the density of eigenvalues of a random- matrix is derived. When the order of the matrix becomes infinite, it can be seen very directly that it goes over to Wigner's 'semi-circle law'. Reprint of a paper published in 'Nuclear Physics' 18, 1960, p. 420-427 [French] On deduit une expression precise pour la densite des racines caracteristiques d'une matrice stochastique. Quand l'ordre de la matrice devient infini, on peut voir facilement qu'elle obeit a la loi dite 'semi-circulaire' de Wigner. Reproduction d'un article publie dans 'Nuclear Physics' 18, 1960, p. 420-427.

A random matrix approach to VARMA processes

International Nuclear Information System (INIS)

Burda, Zdzislaw; Jarosz, Andrzej; Nowak, Maciej A; Snarska, Malgorzata

2010-01-01

We apply random matrix theory to derive the spectral density of large sample covariance matrices generated by multivariate VMA(q), VAR(q) and VARMA(q 1 , q 2 ) processes. In particular, we consider a limit where the number of random variables N and the number of consecutive time measurements T are large but the ratio N/T is fixed. In this regime, the underlying random matrices are asymptotically equivalent to free random variables (FRV). We apply the FRV calculus to calculate the eigenvalue density of the sample covariance for several VARMA-type processes. We explicitly solve the VARMA(1, 1) case and demonstrate perfect agreement between the analytical result and the spectra obtained by Monte Carlo simulations. The proposed method is purely algebraic and can be easily generalized to q 1 >1 and q 2 >1.

All-optical fast random number generator.

Science.gov (United States)

Li, Pu; Wang, Yun-Cai; Zhang, Jian-Zhong

2010-09-13

We propose a scheme of all-optical random number generator (RNG), which consists of an ultra-wide bandwidth (UWB) chaotic laser, an all-optical sampler and an all-optical comparator. Free from the electric-device bandwidth, it can generate 10Gbit/s random numbers in our simulation. The high-speed bit sequences can pass standard statistical tests for randomness after all-optical exclusive-or (XOR) operation.

Generation of pseudo-random numbers

Science.gov (United States)

Howell, L. W.; Rheinfurth, M. H.

1982-01-01

Practical methods for generating acceptable random numbers from a variety of probability distributions which are frequently encountered in engineering applications are described. The speed, accuracy, and guarantee of statistical randomness of the various methods are discussed.

Concrete minimal 3 × 3 Hermitian matrices and some general cases

Directory of Open Access Journals (Sweden)

Klobouk Abel H.

2017-12-01

Full Text Available Given a Hermitian matrix M ∈ M3(ℂ we describe explicitly the real diagonal matrices DM such that ║M + DM║ ≤ ║M + D║ for all real diagonal matrices D ∈ M3(ℂ, where ║ · ║ denotes the operator norm. Moreover, we generalize our techniques to some n × n cases.

Random sampling of quantum states: a survey of methods and some issues regarding the Overparametrized Method

International Nuclear Information System (INIS)

Maziero, Jonas

2015-01-01

The numerical generation of random quantum states (RQS) is an important procedure for investigations in quantum information science. Here, we review some methods that may be used for performing that task. We start by presenting a simple procedure for generating random state vectors, for which the main tool is the random sampling of unbiased discrete probability distributions (DPD). Afterwards, the creation of random density matrices is addressed. In this context, we first present the standard method, which consists in using the spectral decomposition of a quantum state for getting RQS from random DPDs and random unitary matrices. In the sequence, the Bloch vector parametrization method is described. This approach, despite being useful in several instances, is not in general convenient for RQS generation. In the last part of the article, we regard the overparametrized method (OPM) and the related Ginibre and Bures techniques. The OPM can be used to create random positive semidefinite matrices with unit trace from randomly produced general complex matrices in a simple way that is friendly for numerical implementations. We consider a physically relevant issue related to the possible domains that may be used for the real and imaginary parts of the elements of such general complex matrices. Subsequently, a too fast concentration of measure in the quantum state space that appears in this parametrization is noticed. (author)

Pseudo-Random Number Generators

Science.gov (United States)

Howell, L. W.; Rheinfurth, M. H.

1984-01-01

Package features comprehensive selection of probabilistic distributions. Monte Carlo simulations resorted to whenever systems studied not amenable to deterministic analyses or when direct experimentation not feasible. Random numbers having certain specified distribution characteristic integral part of simulations. Package consists of collector of "pseudorandom" number generators for use in Monte Carlo simulations.

Random quantum operations

International Nuclear Information System (INIS)

Bruzda, Wojciech; Cappellini, Valerio; Sommers, Hans-Juergen; Zyczkowski, Karol

2009-01-01

We define a natural ensemble of trace preserving, completely positive quantum maps and present algorithms to generate them at random. Spectral properties of the superoperator Φ associated with a given quantum map are investigated and a quantum analogue of the Frobenius-Perron theorem is proved. We derive a general formula for the density of eigenvalues of Φ and show the connection with the Ginibre ensemble of real non-symmetric random matrices. Numerical investigations of the spectral gap imply that a generic state of the system iterated several times by a fixed generic map converges exponentially to an invariant state

Unbiased All-Optical Random-Number Generator

Science.gov (United States)

Steinle, Tobias; Greiner, Johannes N.; Wrachtrup, Jörg; Giessen, Harald; Gerhardt, Ilja

2017-10-01

The generation of random bits is of enormous importance in modern information science. Cryptographic security is based on random numbers which require a physical process for their generation. This is commonly performed by hardware random-number generators. These often exhibit a number of problems, namely experimental bias, memory in the system, and other technical subtleties, which reduce the reliability in the entropy estimation. Further, the generated outcome has to be postprocessed to "iron out" such spurious effects. Here, we present a purely optical randomness generator, based on the bistable output of an optical parametric oscillator. Detector noise plays no role and postprocessing is reduced to a minimum. Upon entering the bistable regime, initially the resulting output phase depends on vacuum fluctuations. Later, the phase is rigidly locked and can be well determined versus a pulse train, which is derived from the pump laser. This delivers an ambiguity-free output, which is reliably detected and associated with a binary outcome. The resulting random bit stream resembles a perfect coin toss and passes all relevant randomness measures. The random nature of the generated binary outcome is furthermore confirmed by an analysis of resulting conditional entropies.

Digital-Analog Hybrid Scheme and Its Application to Chaotic Random Number Generators

Science.gov (United States)

Yuan, Zeshi; Li, Hongtao; Miao, Yunchi; Hu, Wen; Zhu, Xiaohua

2017-12-01

Practical random number generation (RNG) circuits are typically achieved with analog devices or digital approaches. Digital-based techniques, which use field programmable gate array (FPGA) and graphics processing units (GPU) etc. usually have better performances than analog methods as they are programmable, efficient and robust. However, digital realizations suffer from the effect of finite precision. Accordingly, the generated random numbers (RNs) are actually periodic instead of being real random. To tackle this limitation, in this paper we propose a novel digital-analog hybrid scheme that employs the digital unit as the main body, and minimum analog devices to generate physical RNs. Moreover, the possibility of realizing the proposed scheme with only one memory element is discussed. Without loss of generality, we use the capacitor and the memristor along with FPGA to construct the proposed hybrid system, and a chaotic true random number generator (TRNG) circuit is realized, producing physical RNs at a throughput of Gbit/s scale. These RNs successfully pass all the tests in the NIST SP800-22 package, confirming the significance of the scheme in practical applications. In addition, the use of this new scheme is not restricted to RNGs, and it also provides a strategy to solve the effect of finite precision in other digital systems.

Program pseudo-random number generator for microcomputers

International Nuclear Information System (INIS)

Ososkov, G.A.

1980-01-01

Program pseudo-random number generators (PNG) intended for the test of control equipment and communication channels are considered. In the case of 8-bit microcomputers it is necessary to assign 4 words of storage to allocate one random number. The proposed economical algorithms of the random number generation are based on the idea of the ''mixing'' of such quarters of the preceeding random number to obtain the next one. Test results of the PNG are displayed for two such generators. A FORTRAN variant of the PNG is presented along with a program realizing the PNG made on the base of the INTEL-8080 autocode

Colloquium: Random matrices and chaos in nuclear spectra

International Nuclear Information System (INIS)

Papenbrock, T.; Weidenmueller, H. A.

2007-01-01

Chaos occurs in quantum systems if the statistical properties of the eigenvalue spectrum coincide with predictions of random-matrix theory. Chaos is a typical feature of atomic nuclei and other self-bound Fermi systems. How can the existence of chaos be reconciled with the known dynamical features of spherical nuclei? Such nuclei are described by the shell model (a mean-field theory) plus a residual interaction. The question is answered using a statistical approach (the two-body random ensemble): The matrix elements of the residual interaction are taken to be random variables. Chaos is shown to be a generic feature of the ensemble and some of its properties are displayed, emphasizing those which differ from standard random-matrix theory. In particular, the existence of correlations among spectra carrying different quantum numbers is demonstrated. These are subject to experimental verification

A hybrid-type quantum random number generator

Science.gov (United States)

Hai-Qiang, Ma; Wu, Zhu; Ke-Jin, Wei; Rui-Xue, Li; Hong-Wei, Liu

2016-05-01

This paper proposes a well-performing hybrid-type truly quantum random number generator based on the time interval between two independent single-photon detection signals, which is practical and intuitive, and generates the initial random number sources from a combination of multiple existing random number sources. A time-to-amplitude converter and multichannel analyzer are used for qualitative analysis to demonstrate that each and every step is random. Furthermore, a carefully designed data acquisition system is used to obtain a high-quality random sequence. Our scheme is simple and proves that the random number bit rate can be dramatically increased to satisfy practical requirements. Project supported by the National Natural Science Foundation of China (Grant Nos. 61178010 and 11374042), the Fund of State Key Laboratory of Information Photonics and Optical Communications (Beijing University of Posts and Telecommunications), China, and the Fundamental Research Funds for the Central Universities of China (Grant No. bupt2014TS01).

Generation of Random Numbers and Parallel Random Number Streams for Monte Carlo Simulations

Directory of Open Access Journals (Sweden)

L. Yu. Barash

2012-01-01

Full Text Available Modern methods and libraries for high quality pseudorandom number generation and for generation of parallel random number streams for Monte Carlo simulations are considered. The probability equidistribution property and the parameters when the property holds at dimensions up to logarithm of mesh size are considered for Multiple Recursive Generators.

Graphical analysis of some pseudo-random number generators

OpenAIRE

Lewis, Peter A. W.

1986-01-01

There exist today many 'good' pseudo-random number generators; the problem is to retrieve them. This document discusses three commonly used pseudo- random number generators, the first being RANDU, a notoriously bad generator, but one which is still occasionally used. The next is the widely used prime modulus, multiplicative congruential generator used in LL-RANDOMII, the Naval Postgraduate School random number package, and the last is the random number generator provided for microcomputers wi...

Moment matrices, border bases and radical computation

NARCIS (Netherlands)

B. Mourrain; J.B. Lasserre; M. Laurent (Monique); P. Rostalski; P. Trebuchet (Philippe)

2013-01-01

htmlabstractIn this paper, we describe new methods to compute the radical (resp. real radical) of an ideal, assuming it complex (resp. real) variety is nte. The aim is to combine approaches for solving a system of polynomial equations with dual methods which involve moment matrices and

Moment matrices, border bases and radical computation

NARCIS (Netherlands)

B. Mourrain; J.B. Lasserre; M. Laurent (Monique); P. Rostalski; P. Trebuchet (Philippe)

2011-01-01

htmlabstractIn this paper, we describe new methods to compute the radical (resp. real radical) of an ideal, assuming it complex (resp. real) variety is nte. The aim is to combine approaches for solving a system of polynomial equations with dual methods which involve moment matrices and

Moment matrices, border bases and radical computation

NARCIS (Netherlands)

Lasserre, J.B.; Laurent, M.; Mourrain, B.; Rostalski, P.; Trébuchet, P.

2013-01-01

In this paper, we describe new methods to compute the radical (resp. real radical) of an ideal, assuming its complex (resp. real) variety is finite. The aim is to combine approaches for solving a system of polynomial equations with dual methods which involve moment matrices and semi-definite

Some remarks on real numbers induced by first-order spectra

DEFF Research Database (Denmark)

Jakobsen, Sune; Simonsen, Jakob Grue

2016-01-01

The spectrum of a first-order sentence is the set of natural numbers occurring as the cardinalities of finite models of the sentence. In a recent survey, Durand et al. introduce a new class of real numbers, the spectral reals, induced by spectra and pose two open problems associated to this class...... may occur, and (iv) every right-computable real number between 0 and 1 occurs as the subword entropy of a spectral real. In addition, Durand et al. note that the set of spectral reals is not closed under addition or multiplication. We extend this result by showing that the class of spectral reals...

Exact Inverse Matrices of Fermat and Mersenne Circulant Matrix

Directory of Open Access Journals (Sweden)

Yanpeng Zheng

2015-01-01

Full Text Available The well known circulant matrices are applied to solve networked systems. In this paper, circulant and left circulant matrices with the Fermat and Mersenne numbers are considered. The nonsingularity of these special matrices is discussed. Meanwhile, the exact determinants and inverse matrices of these special matrices are presented.

Pseudo-Random Number Generator Based on Coupled Map Lattices

Science.gov (United States)

Lü, Huaping; Wang, Shihong; Hu, Gang

A one-way coupled chaotic map lattice is used for generating pseudo-random numbers. It is shown that with suitable cooperative applications of both chaotic and conventional approaches, the output of the spatiotemporally chaotic system can easily meet the practical requirements of random numbers, i.e., excellent random statistical properties, long periodicity of computer realizations, and fast speed of random number generations. This pseudo-random number generator system can be used as ideal synchronous and self-synchronizing stream cipher systems for secure communications.

Generating and using truly random quantum states in Mathematica

Science.gov (United States)

Miszczak, Jarosław Adam

2012-01-01

The problem of generating random quantum states is of a great interest from the quantum information theory point of view. In this paper we present a package for Mathematica computing system harnessing a specific piece of hardware, namely Quantis quantum random number generator (QRNG), for investigating statistical properties of quantum states. The described package implements a number of functions for generating random states, which use Quantis QRNG as a source of randomness. It also provides procedures which can be used in simulations not related directly to quantum information processing. Program summaryProgram title: TRQS Catalogue identifier: AEKA_v1_0 Program summary URL:http://cpc.cs.qub.ac.uk/summaries/AEKA_v1_0.html Program obtainable from: CPC Program Library, Queen's University, Belfast, N. Ireland Licensing provisions: Standard CPC licence, http://cpc.cs.qub.ac.uk/licence/licence.html No. of lines in distributed program, including test data, etc.: 7924 No. of bytes in distributed program, including test data, etc.: 88 651 Distribution format: tar.gz Programming language: Mathematica, C Computer: Requires a Quantis quantum random number generator (QRNG, http://www.idquantique.com/true-random-number-generator/products-overview.html) and supporting a recent version of Mathematica Operating system: Any platform supporting Mathematica; tested with GNU/Linux (32 and 64 bit) RAM: Case dependent Classification: 4.15 Nature of problem: Generation of random density matrices. Solution method: Use of a physical quantum random number generator. Running time: Generating 100 random numbers takes about 1 second, generating 1000 random density matrices takes more than a minute.

Real-time definition of non-randomness in the distribution of genomic events.

Directory of Open Access Journals (Sweden)

Ulrich Abel

Full Text Available Features such as mutations or structural characteristics can be non-randomly or non-uniformly distributed within a genome. So far, computer simulations were required for statistical inferences on the distribution of sequence motifs. Here, we show that these analyses are possible using an analytical, mathematical approach. For the assessment of non-randomness, our calculations only require information including genome size, number of (sampled sequence motifs and distance parameters. We have developed computer programs evaluating our analytical formulas for the real-time determination of expected values and p-values. This approach permits a flexible cluster definition that can be applied to most effectively identify non-random or non-uniform sequence motif distribution. As an example, we show the effectivity and reliability of our mathematical approach in clinical retroviral vector integration site distribution.

A Method of Erasing Data Using Random Number Generators

OpenAIRE

井上,正人

2012-01-01

Erasing data is an indispensable step for disposal of computers or external storage media. Except physical destruction, erasing data means writing random information on entire disk drives or media. We propose a method which erases data safely using random number generators. These random number generators create true random numbers based on quantum processes.

Semi-device-independent random-number expansion without entanglement

International Nuclear Information System (INIS)

Li Hongwei; Yin Zhenqiang; Wu Yuchun; Zou Xubo; Wang Shuang; Chen Wei; Guo Guangcan; Han Zhengfu

2011-01-01

By testing the classical correlation violation between two systems, true random numbers can be generated and certified without applying classical statistical method. In this work, we propose a true random-number expansion protocol without entanglement, where the randomness can be guaranteed only by the two-dimensional quantum witness violation. Furthermore, we only assume that the dimensionality of the system used in the protocol has a tight bound, and the whole protocol can be regarded as a semi-device-independent black-box scenario. Compared with the device-independent random-number expansion protocol based on entanglement, our protocol is much easier to implement and test.

Estimation of Fuzzy Measures Using Covariance Matrices in Gaussian Mixtures

Directory of Open Access Journals (Sweden)

Nishchal K. Verma

2012-01-01

Full Text Available This paper presents a novel computational approach for estimating fuzzy measures directly from Gaussian mixtures model (GMM. The mixture components of GMM provide the membership functions for the input-output fuzzy sets. By treating consequent part as a function of fuzzy measures, we derived its coefficients from the covariance matrices found directly from GMM and the defuzzified output constructed from both the premise and consequent parts of the nonadditive fuzzy rules that takes the form of Choquet integral. The computational burden involved with the solution of λ-measure is minimized using Q-measure. The fuzzy model whose fuzzy measures were computed using covariance matrices found in GMM has been successfully applied on two benchmark problems and one real-time electric load data of Indian utility. The performance of the resulting model for many experimental studies including the above-mentioned application is found to be better and comparable to recent available fuzzy models. The main contribution of this paper is the estimation of fuzzy measures efficiently and directly from covariance matrices found in GMM, avoiding the computational burden greatly while learning them iteratively and solving polynomial equations of order of the number of input-output variables.

Analysis of random number generators in abnormal usage conditions

International Nuclear Information System (INIS)

Soucarros, M.

2012-01-01

Random numbers have been used through the ages for games of chance, more recently for secret codes and today they are necessary to the execution of computer programs. Random number generators have now evolved from simple dices to electronic circuits and algorithms. Accordingly, the ability to distinguish between random and non-random numbers has become more difficult. Furthermore, whereas in the past dices were loaded in order to increase winning chances, it is now possible to influence the outcome of random number generators. In consequence, this subject is still very much an issue and has recently made the headlines. Indeed, there was talks about the PS3 game console which generates constant random numbers and redundant distribution of secret keys on the internet. This thesis presents a study of several generators as well as different means to perturb them. It shows the inherent defects of their conceptions and possible consequences of their failure when they are embedded inside security components. Moreover, this work highlights problems yet to be solved concerning the testing of random numbers and the post-processing eliminating bias in these numbers distribution. (author) [fr

Pseudo-random number generator for the Sigma 5 computer

Science.gov (United States)

Carroll, S. N.

1983-01-01

A technique is presented for developing a pseudo-random number generator based on the linear congruential form. The two numbers used for the generator are a prime number and a corresponding primitive root, where the prime is the largest prime number that can be accurately represented on a particular computer. The primitive root is selected by applying Marsaglia's lattice test. The technique presented was applied to write a random number program for the Sigma 5 computer. The new program, named S:RANDOM1, is judged to be superior to the older program named S:RANDOM. For applications requiring several independent random number generators, a table is included showing several acceptable primitive roots. The technique and programs described can be applied to any computer having word length different from that of the Sigma 5.

Inverse m-matrices and ultrametric matrices

CERN Document Server

Dellacherie, Claude; San Martin, Jaime

2014-01-01

The study of M-matrices, their inverses and discrete potential theory is now a well-established part of linear algebra and the theory of Markov chains. The main focus of this monograph is the so-called inverse M-matrix problem, which asks for a characterization of nonnegative matrices whose inverses are M-matrices. We present an answer in terms of discrete potential theory based on the Choquet-Deny Theorem. A distinguished subclass of inverse M-matrices is ultrametric matrices, which are important in applications such as taxonomy. Ultrametricity is revealed to be a relevant concept in linear algebra and discrete potential theory because of its relation with trees in graph theory and mean expected value matrices in probability theory. Remarkable properties of Hadamard functions and products for the class of inverse M-matrices are developed and probabilistic insights are provided throughout the monograph.

Positive Eigenvalues of Generalized Words in Two Hermitian Positive Definite Matrices

OpenAIRE

Hillar, Christopher; Johnson, Charles R.

2005-01-01

We define a word in two positive definite (complex Hermitian) matrices $A$ and $B$ as a finite product of real powers of $A$ and $B$. The question of which words have only positive eigenvalues is addressed. This question was raised some time ago in connection with a long-standing problem in theoretical physics, and it was previously approached by the authors for words in two real positive definite matrices with positive integral exponents. A large class of words that do guarantee positive eig...

Testing, Selection, and Implementation of Random Number Generators

National Research Council Canada - National Science Library

Collins, Joseph C

2008-01-01

An exhaustive evaluation of state-of-the-art random number generators with several well-known suites of tests provides the basis for selection of suitable random number generators for use in stochastic simulations...

Rational decisions, random matrices and spin glasses

Science.gov (United States)

Galluccio, Stefano; Bouchaud, Jean-Philippe; Potters, Marc

We consider the problem of rational decision making in the presence of nonlinear constraints. By using tools borrowed from spin glass and random matrix theory, we focus on the portfolio optimisation problem. We show that the number of optimal solutions is generally exponentially large, and each of them is fragile: rationality is in this case of limited use. In addition, this problem is related to spin glasses with Lévy-like (long-ranged) couplings, for which we show that the ground state is not exponentially degenerate.

Extracting random numbers from quantum tunnelling through a single diode.

Science.gov (United States)

Bernardo-Gavito, Ramón; Bagci, Ibrahim Ethem; Roberts, Jonathan; Sexton, James; Astbury, Benjamin; Shokeir, Hamzah; McGrath, Thomas; Noori, Yasir J; Woodhead, Christopher S; Missous, Mohamed; Roedig, Utz; Young, Robert J

2017-12-19

Random number generation is crucial in many aspects of everyday life, as online security and privacy depend ultimately on the quality of random numbers. Many current implementations are based on pseudo-random number generators, but information security requires true random numbers for sensitive applications like key generation in banking, defence or even social media. True random number generators are systems whose outputs cannot be determined, even if their internal structure and response history are known. Sources of quantum noise are thus ideal for this application due to their intrinsic uncertainty. In this work, we propose using resonant tunnelling diodes as practical true random number generators based on a quantum mechanical effect. The output of the proposed devices can be directly used as a random stream of bits or can be further distilled using randomness extraction algorithms, depending on the application.

Uniform random number generators

Science.gov (United States)

Farr, W. R.

1971-01-01

Methods are presented for the generation of random numbers with uniform and normal distributions. Subprogram listings of Fortran generators for the Univac 1108, SDS 930, and CDC 3200 digital computers are also included. The generators are of the mixed multiplicative type, and the mathematical method employed is that of Marsaglia and Bray.

Towards a high-speed quantum random number generator

Science.gov (United States)

Stucki, Damien; Burri, Samuel; Charbon, Edoardo; Chunnilall, Christopher; Meneghetti, Alessio; Regazzoni, Francesco

2013-10-01

Randomness is of fundamental importance in various fields, such as cryptography, numerical simulations, or the gaming industry. Quantum physics, which is fundamentally probabilistic, is the best option for a physical random number generator. In this article, we will present the work carried out in various projects in the context of the development of a commercial and certified high speed random number generator.

Microcomputer Unit: Generating Random Numbers.

Science.gov (United States)

Haigh, William E.

1986-01-01

Presents an activity, suitable for students in grades 6-12, on generating random numbers. Objectives, equipment needed, list of prerequisite experiences, instructional strategies, and ready-to-copy student worksheets are included. (JN)

Quantum Hilbert matrices and orthogonal polynomials

DEFF Research Database (Denmark)

Andersen, Jørgen Ellegaard; Berg, Christian

2009-01-01

Using the notion of quantum integers associated with a complex number q≠0 , we define the quantum Hilbert matrix and various extensions. They are Hankel matrices corresponding to certain little q -Jacobi polynomials when |q|<1 , and for the special value they are closely related to Hankel matrice...

Search for a perfect generator of random numbers

International Nuclear Information System (INIS)

Musyck, E.

1977-01-01

Theoretical tests have been carried out by COVEYOU and MAC PHERSON to verify the applications of the LEHMER algorithm. In a similar way, a theoretical method is proposed to evaluate in a rigorous way the random character of numbers generated by a shift register. This theory introduces the concept of ''degree of randomness'' of the elements, taken in a definite order, of a shift register. It permits making the judicious choice of the elements of the shift register which will produce the bits of the random numbers. On the other hand, a calculation method is developed in order to verify the primitive character of any shift register of high complexity. A new test, called ''slice test'', of empirical and theoretical use is also described; it constitutes a significant contribution to the understanding of certain properties of pseudo-random sequences. As a practical example, a random number generator structure formed with 32 bits, built out of a shift register with 61 elements and 60 modulo-2 adder circuits was made. The author is convinced that this generator can be considered to be practically perfect for all empirical applications of random numbers, particularly for the solution of Monte-Carlo problems. (author)

Effects of changing the random number stride in Monte Carlo calculations

International Nuclear Information System (INIS)

Hendricks, J.S.

1991-01-01

This paper reports on a common practice in Monte Carlo radiation transport codes which is to start each random walk a specified number of steps up the random number sequence from the previous one. This is called the stride in the random number sequence between source particles. It is used for correlated sampling or to provide tree-structured random numbers. A new random number generator algorithm for the major Monte Carlo code MCNP has been written to allow adjustment of the random number stride. This random number generator is machine portable. The effects of varying the stride for several sample problems are examined

Chequered surfaces and complex matrices

International Nuclear Information System (INIS)

Morris, T.R.; Southampton Univ.

1991-01-01

We investigate a large-N matrix model involving general complex matrices. It can be reinterpreted as a model of two hermitian matrices with specific couplings, and as a model of positive definite hermitian matrices. Large-N perturbation theory generates dynamical triangulations in which the triangles can be chequered (i.e. coloured so that neighbours are opposite colours). On a sphere there is a simple relation between such triangulations and those generated by the single hermitian matrix model. For the torus (and a quartic potential) we solve the counting problem for the number of triangulations that cannot be quechered. The critical physics of chequered triangulations is the same as that of the hermitian matrix model. We show this explicitly by solving non-perturbatively pure two-dimensional ''chequered'' gravity. The interpretative framework given here applies to a number of other generalisations of the hermitian matrix model. (orig.)

Generating Correlated QPSK Waveforms By Exploiting Real Gaussian Random Variables

KAUST Repository

Jardak, Seifallah

2012-11-01

The design of waveforms with specified auto- and cross-correlation properties has a number of applications in multiple-input multiple-output (MIMO) radar, one of them is the desired transmit beampattern design. In this work, an algorithm is proposed to generate quadrature phase shift- keying (QPSK) waveforms with required cross-correlation properties using real Gaussian random-variables (RV’s). This work can be considered as the extension of what was presented in [1] to generate BPSK waveforms. This work will be extended for the generation of correlated higher-order phase shift-keying (PSK) and quadrature amplitude modulation (QAM) schemes that can better approximate the desired beampattern.

Generating Correlated QPSK Waveforms By Exploiting Real Gaussian Random Variables

KAUST Repository

Jardak, Seifallah; Ahmed, Sajid; Alouini, Mohamed-Slim

2012-01-01

The design of waveforms with specified auto- and cross-correlation properties has a number of applications in multiple-input multiple-output (MIMO) radar, one of them is the desired transmit beampattern design. In this work, an algorithm is proposed to generate quadrature phase shift- keying (QPSK) waveforms with required cross-correlation properties using real Gaussian random-variables (RV’s). This work can be considered as the extension of what was presented in [1] to generate BPSK waveforms. This work will be extended for the generation of correlated higher-order phase shift-keying (PSK) and quadrature amplitude modulation (QAM) schemes that can better approximate the desired beampattern.

Hypercyclic Abelian Semigroups of Matrices on Cn

International Nuclear Information System (INIS)

Ayadi, Adlene; Marzougui, Habib

2010-07-01

We give a complete characterization of existence of dense orbit for any abelian semigroup of matrices on C n . For finitely generated semigroups, this characterization is explicit and is used to determine the minimal number of matrices in normal form over C which forms a hypercyclic abelian semigroup on C n . In particular, we show that no abelian semigroup generated by n matrices on C n can be hypercyclic. (author)

Microcomputer-Assisted Discoveries: Generate Your Own Random Numbers.

Science.gov (United States)

Kimberling, Clark

1984-01-01

Having students try to generate their own random numbers can lead to much discovery learning as one tries to create 'patternlessness' from formulas. Developing an equidistribution test and runs test, plus other ideas for generating random numbers, is discussed, with computer programs given. (MNS)

Evidence of significant bias in an elementary random number generator

International Nuclear Information System (INIS)

Borgwaldt, H.; Brandl, V.

1981-03-01

An elementary pseudo random number generator for isotropically distributed unit vectors in 3-dimensional space has ben tested for bias. This generator uses the IBM-suplied routine RANDU and a transparent rejection technique. The tests show clearly that non-randomness in the pseudo random numbers generated by the primary IBM generator leads to bias in the order of 1 percent in estimates obtained from the secondary random number generator. FORTRAN listings of 4 variants of the random number generator called by a simple test programme and output listings are included for direct reference. (orig.) [de

A Repetition Test for Pseudo-Random Number Generators

OpenAIRE

Gil, Manuel; Gonnet, Gaston H.; Petersen, Wesley P.

2017-01-01

A new statistical test for uniform pseudo-random number generators (PRNGs) is presented. The idea is that a sequence of pseudo-random numbers should have numbers reappear with a certain probability. The expectation time that a repetition occurs provides the metric for the test. For linear congruential generators (LCGs) failure can be shown theoretically. Empirical test results for a number of commonly used PRNGs are reported, showing that some PRNGs considered to have good statistical propert...

Strong result for real zeros of random algebraic polynomials

Directory of Open Access Journals (Sweden)

T. Uno

2001-01-01

Full Text Available An estimate is given for the lower bound of real zeros of random algebraic polynomials whose coefficients are non-identically distributed dependent Gaussian random variables. Moreover, our estimated measure of the exceptional set, which is independent of the degree of the polynomials, tends to zero as the degree of the polynomial tends to infinity.

RANDOMNUMBERS, Random Number Sequence Generated from Gas Ionisation Chamber Data

International Nuclear Information System (INIS)

Frigerio, N.A.; Sanathanan, L.P.; Morley, M.; Tyler, S.A.; Clark, N.A.; Wang, J.

1989-01-01

1 - Description of problem or function: RANDOM NUMBERS is a data collection of almost 2.7 million 31-bit random numbers generated by using a high resolution gas ionization detector chamber in conjunction with a 4096-channel multichannel analyzer to record the radioactive decay of alpha particles from a U-235 source. The signals from the decaying alpha particles were fed to the 4096-channel analyzer, and for each channel the frequency of signals registered in a 20,000-microsecond interval was recorded. The parity bits of these frequency counts, 0 for an even count and 1 for and odd count, were then assembled in sequence to form 31-bit random numbers and transcribed onto magnetic tape. This cycle was repeated to obtain the random numbers. 2 - Method of solution: The frequency distribution of counts from the device conforms to the Brockwell-Moyal distribution which takes into account the dead time of the counter. The count data were analyzed and tests for randomness on a sample indicate that the device is a highly reliable source of truly random numbers. 3 - Restrictions on the complexity of the problem: The RANDOM NUMBERS tape contains 2,669,568 31-bit numbers

Super fast physical-random number generation using laser diode frequency noises

Science.gov (United States)

Ushiki, Tetsuro; Doi, Kohei; Maehara, Shinya; Sato, Takashi; Ohkawa, Masashi; Ohdaira, Yasuo

2011-02-01

Random numbers can be classified as either pseudo- or physical-random in character. Pseudo-random numbers' periodicity renders them inappropriate for use in cryptographic applications, but naturally-generated physical-random numbers have no calculable periodicity, thereby making them ideally-suited to the task. The laser diode naturally produces a wideband "noise" signal that is believed to have tremendous capacity and great promise, for the rapid generation of physical-random numbers for use in cryptographic applications. We measured a laser diode's output, at a fast photo detector and generated physical-random numbers from frequency noises. We then identified and evaluated the binary-number-line's statistical properties. The result shows that physical-random number generation, at speeds as high as 40Gbps, is obtainable, using the laser diode's frequency noise characteristic.

Random walk of the baryon number

International Nuclear Information System (INIS)

Kazaryan, A.M.; Khlebnikov, S.Y.; Shaposhnikov, M.E.

1989-01-01

A new approach is suggested for the anomalous nonconservation of baryon number in the electroweak theory at high temperatures. Arguments are presented in support of the idea that the baryon-number changing reactions may be viewed as random Markov processes. Making use of the general theory of Markov processes, the Fokker--Planck equation for the baryon-number distribution density is obtained and kinetic coefficients are calculated

Neutrino mass priors for cosmology from random matrices

Science.gov (United States)

Long, Andrew J.; Raveri, Marco; Hu, Wayne; Dodelson, Scott

2018-02-01

Cosmological measurements of structure are placing increasingly strong constraints on the sum of the neutrino masses, Σ mν, through Bayesian inference. Because these constraints depend on the choice for the prior probability π (Σ mν), we argue that this prior should be motivated by fundamental physical principles rather than the ad hoc choices that are common in the literature. The first step in this direction is to specify the prior directly at the level of the neutrino mass matrix Mν, since this is the parameter appearing in the Lagrangian of the particle physics theory. Thus by specifying a probability distribution over Mν, and by including the known squared mass splittings, we predict a theoretical probability distribution over Σ mν that we interpret as a Bayesian prior probability π (Σ mν). Assuming a basis-invariant probability distribution on Mν, also known as the anarchy hypothesis, we find that π (Σ mν) peaks close to the smallest Σ mν allowed by the measured mass splittings, roughly 0.06 eV (0.1 eV) for normal (inverted) ordering, due to the phenomenon of eigenvalue repulsion in random matrices. We consider three models for neutrino mass generation: Dirac, Majorana, and Majorana via the seesaw mechanism; differences in the predicted priors π (Σ mν) allow for the possibility of having indications about the physical origin of neutrino masses once sufficient experimental sensitivity is achieved. We present fitting functions for π (Σ mν), which provide a simple means for applying these priors to cosmological constraints on the neutrino masses or marginalizing over their impact on other cosmological parameters.

Motzkin numbers out of Random Domino Automaton

Energy Technology Data Exchange (ETDEWEB)

Białecki, Mariusz, E-mail: bialecki@igf.edu.pl [Institute of Geophysics, Polish Academy of Sciences, ul. Ks. Janusza 64, 01-452 Warszawa (Poland)

2012-10-01

Motzkin numbers are derived from a special case of Random Domino Automaton – recently proposed a slowly driven system being a stochastic toy model of earthquakes. It is also a generalisation of 1D Drossel–Schwabl forest-fire model. A solution of the set of equations describing stationary state of Random Domino Automaton in inverse-power case is presented. A link with Motzkin numbers allows to present explicit form of asymptotic behaviour of the automaton. -- Highlights: ► Motzkin numbers are derived from stochastic cellular automaton with avalanches. ► Explicit solution of toy model of earthquakes is presented. ► Case with inverse-power distribution of avalanches is found.

Frequency filtering decompositions for unsymmetric matrices and matrices with strongly varying coefficients

Energy Technology Data Exchange (ETDEWEB)

Wagner, C.

1996-12-31

In 1992, Wittum introduced the frequency filtering decompositions (FFD), which yield a fast method for the iterative solution of large systems of linear equations. Based on this method, the tangential frequency filtering decompositions (TFFD) have been developed. The TFFD allow the robust and efficient treatment of matrices with strongly varying coefficients. The existence and the convergence of the TFFD can be shown for symmetric and positive definite matrices. For a large class of matrices, it is possible to prove that the convergence rate of the TFFD and of the FFD is independent of the number of unknowns. For both methods, schemes for the construction of frequency filtering decompositions for unsymmetric matrices have been developed. Since, in contrast to Wittums`s FFD, the TFFD needs only one test vector, an adaptive test vector can be used. The TFFD with respect to the adaptive test vector can be combined with other iterative methods, e.g. multi-grid methods, in order to improve the robustness of these methods. The frequency filtering decompositions have been successfully applied to the problem of the decontamination of a heterogeneous porous medium by flushing.

DNA-based random number generation in security circuitry.

Science.gov (United States)

Gearheart, Christy M; Arazi, Benjamin; Rouchka, Eric C

2010-06-01

DNA-based circuit design is an area of research in which traditional silicon-based technologies are replaced by naturally occurring phenomena taken from biochemistry and molecular biology. This research focuses on further developing DNA-based methodologies to mimic digital data manipulation. While exhibiting fundamental principles, this work was done in conjunction with the vision that DNA-based circuitry, when the technology matures, will form the basis for a tamper-proof security module, revolutionizing the meaning and concept of tamper-proofing and possibly preventing it altogether based on accurate scientific observations. A paramount part of such a solution would be self-generation of random numbers. A novel prototype schema employs solid phase synthesis of oligonucleotides for random construction of DNA sequences; temporary storage and retrieval is achieved through plasmid vectors. A discussion of how to evaluate sequence randomness is included, as well as how these techniques are applied to a simulation of the random number generation circuitry. Simulation results show generated sequences successfully pass three selected NIST random number generation tests specified for security applications.

Testing random number generators for Monte Carlo applications

International Nuclear Information System (INIS)

Sim, L.H.

1992-01-01

Central to any system for modelling radiation transport phenomena using Monte Carlo techniques is the method by which pseudo random numbers are generated. This method is commonly referred to as the Random Number Generator (RNG). It is usually a computer implemented mathematical algorithm which produces a series of numbers uniformly distributed on the interval [0,1]. If this series satisfies certain statistical tests for randomness, then for practical purposes the pseudo random numbers in the series can be considered to be random. Tests of this nature are important not only for new RNGs but also to test the implementation of known RNG algorithms in different computer environments. Six RNGs have been tested using six statistical tests and one visual test. The statistical tests are the moments, frequency (digit and number), serial, gap, and poker tests. The visual test is a simple two dimensional ordered pair display. In addition the RNGs have been tested in a specific Monte Carlo application. This type of test is often overlooked, however it is important that in addition to satisfactory performance in statistical tests, the RNG be able to perform effectively in the applications of interest. The RNGs tested here are based on a variety of algorithms, including multiplicative and linear congruential, lagged Fibonacci, and combination arithmetic and lagged Fibonacci. The effect of the Bays-Durham shuffling algorithm on the output of a known bad RNG has also been investigated. 18 refs., 11 tabs., 4 figs. of

Chaos, complexity, and random matrices

Science.gov (United States)

Cotler, Jordan; Hunter-Jones, Nicholas; Liu, Junyu; Yoshida, Beni

2017-11-01

Chaos and complexity entail an entropic and computational obstruction to describing a system, and thus are intrinsically difficult to characterize. In this paper, we consider time evolution by Gaussian Unitary Ensemble (GUE) Hamiltonians and analytically compute out-of-time-ordered correlation functions (OTOCs) and frame potentials to quantify scrambling, Haar-randomness, and circuit complexity. While our random matrix analysis gives a qualitatively correct prediction of the late-time behavior of chaotic systems, we find unphysical behavior at early times including an O(1) scrambling time and the apparent breakdown of spatial and temporal locality. The salient feature of GUE Hamiltonians which gives us computational traction is the Haar-invariance of the ensemble, meaning that the ensemble-averaged dynamics look the same in any basis. Motivated by this property of the GUE, we introduce k-invariance as a precise definition of what it means for the dynamics of a quantum system to be described by random matrix theory. We envision that the dynamical onset of approximate k-invariance will be a useful tool for capturing the transition from early-time chaos, as seen by OTOCs, to late-time chaos, as seen by random matrix theory.

Pseudo-random number generation using a 3-state cellular automaton

Science.gov (United States)

Bhattacharjee, Kamalika; Paul, Dipanjyoti; Das, Sukanta

This paper investigates the potentiality of pseudo-random number generation of a 3-neighborhood 3-state cellular automaton (CA) under periodic boundary condition. Theoretical and empirical tests are performed on the numbers, generated by the CA, to observe the quality of it as pseudo-random number generator (PRNG). We analyze the strength and weakness of the proposed PRNG and conclude that the selected CA is a good random number generator.

Parallel random number generator for inexpensive configurable hardware cells

Science.gov (United States)

Ackermann, J.; Tangen, U.; Bödekker, B.; Breyer, J.; Stoll, E.; McCaskill, J. S.

2001-11-01

A new random number generator ( RNG) adapted to parallel processors has been created. This RNG can be implemented with inexpensive hardware cells. The correlation between neighboring cells is suppressed with smart connections. With such connection structures, sequences of pseudo-random numbers are produced. Numerical tests including a self-avoiding random walk test and the simulation of the order parameter and energy of the 2D Ising model give no evidence for correlation in the pseudo-random sequences. Because the new random number generator has suppressed the correlation between neighboring cells which is usually observed in cellular automaton implementations, it is applicable for extended time simulations. It gives an immense speed-up factor if implemented directly in configurable hardware, and has recently been used for long time simulations of spatially resolved molecular evolution.

On the spectral norms of r-circulant matrices with the biperiodic Fibonacci and Lucas numbers

Directory of Open Access Journals (Sweden)

Cahit Köme

2017-08-01

Full Text Available Abstract In this paper, we present new upper and lower bounds for the spectral norms of the r-circulant matrices Q = C r ( ( b a ξ ( 1 2 q 0 , ( b a ξ ( 2 2 q 1 , ( b a ξ ( 3 2 q 2 , … , ( b a ξ ( n 2 q n − 1 $Q=C_{r} ( (\\frac{b}{a} ^{\\frac{\\xi (1}{2}}q_{0}, (\\frac{b}{a} ^{\\frac{\\xi(2}{2}}q_{1}, (\\frac {b}{a} ^{\\frac{\\xi(3}{2}}q_{2}, \\dots, (\\frac{b}{a} ^{\\frac{\\xi(n}{2}}q_{n-1} $ and L = C r ( ( b a ξ ( 0 2 l 0 , ( b a ξ ( 1 2 l 1 , ( b a ξ ( 2 2 l 2 , … , ( b a ξ ( n − 1 2 l n − 1 $L=C_{r} ( (\\frac {b}{a} ^{\\frac{\\xi(0}{2}}l_{0}, (\\frac{b}{a} ^{\\frac{\\xi (1}{2}}l_{1}, (\\frac{b}{a} ^{\\frac{\\xi(2}{2}}l_{2}, \\dots, (\\frac{b}{a} ^{\\frac{\\xi(n-1}{2}}l_{n-1} $ whose entries are the biperiodic Fibonacci and biperiodic Lucas numbers, respectively. Finally, we obtain lower and upper bounds for the spectral norms of Kronecker and Hadamard products of Q and L matrices.

Randomized Caches Can Be Pretty Useful to Hard Real-Time Systems

Directory of Open Access Journals (Sweden)

Enrico Mezzetti

2015-03-01

Full Text Available Cache randomization per se, and its viability for probabilistic timing analysis (PTA of critical real-time systems, are receiving increasingly close attention from the scientific community and the industrial practitioners. In fact, the very notion of introducing randomness and probabilities in time-critical systems has caused strenuous debates owing to the apparent clash that this idea has with the strictly deterministic view traditionally held for those systems. A paper recently appeared in LITES (Reineke, J. (2014. Randomized Caches Considered Harmful in Hard Real-Time Systems. LITES, 1(1, 03:1-03:13. provides a critical analysis of the weaknesses and risks entailed in using randomized caches in hard real-time systems. In order to provide the interested reader with a fuller, balanced appreciation of the subject matter, a critical analysis of the benefits brought about by that innovation should be provided also. This short paper addresses that need by revisiting the array of issues addressed in the cited work, in the light of the latest advances to the relevant state of the art. Accordingly, we show that the potential benefits of randomized caches do offset their limitations, causing them to be - when used in conjunction with PTA - a serious competitor to conventional designs.

GASPRNG: GPU accelerated scalable parallel random number generator library

Science.gov (United States)

Gao, Shuang; Peterson, Gregory D.

2013-04-01

Graphics processors represent a promising technology for accelerating computational science applications. Many computational science applications require fast and scalable random number generation with good statistical properties, so they use the Scalable Parallel Random Number Generators library (SPRNG). We present the GPU Accelerated SPRNG library (GASPRNG) to accelerate SPRNG in GPU-based high performance computing systems. GASPRNG includes code for a host CPU and CUDA code for execution on NVIDIA graphics processing units (GPUs) along with a programming interface to support various usage models for pseudorandom numbers and computational science applications executing on the CPU, GPU, or both. This paper describes the implementation approach used to produce high performance and also describes how to use the programming interface. The programming interface allows a user to be able to use GASPRNG the same way as SPRNG on traditional serial or parallel computers as well as to develop tightly coupled programs executing primarily on the GPU. We also describe how to install GASPRNG and use it. To help illustrate linking with GASPRNG, various demonstration codes are included for the different usage models. GASPRNG on a single GPU shows up to 280x speedup over SPRNG on a single CPU core and is able to scale for larger systems in the same manner as SPRNG. Because GASPRNG generates identical streams of pseudorandom numbers as SPRNG, users can be confident about the quality of GASPRNG for scalable computational science applications. Catalogue identifier: AEOI_v1_0 Program summary URL:http://cpc.cs.qub.ac.uk/summaries/AEOI_v1_0.html Program obtainable from: CPC Program Library, Queen’s University, Belfast, N. Ireland Licensing provisions: UTK license. No. of lines in distributed program, including test data, etc.: 167900 No. of bytes in distributed program, including test data, etc.: 1422058 Distribution format: tar.gz Programming language: C and CUDA. Computer: Any PC or

Fast random-number generation using a diode laser's frequency noise characteristic

Science.gov (United States)

Takamori, Hiroki; Doi, Kohei; Maehara, Shinya; Kawakami, Kohei; Sato, Takashi; Ohkawa, Masashi; Ohdaira, Yasuo

2012-02-01

Random numbers can be classified as either pseudo- or physical-random, in character. Pseudo-random numbers are generated by definite periodicity, so, their usefulness in cryptographic applications is somewhat limited. On the other hand, naturally-generated physical-random numbers have no calculable periodicity, thereby making them ideal for the task. Diode lasers' considerable wideband noise gives them tremendous capacity for generating physical-random numbers, at a high rate of speed. We measured a diode laser's output with a fast photo detector, and evaluated the binary-numbers from the diode laser's frequency noise characteristics. We then identified and evaluated the binary-number-line's statistical properties. We also investigate the possibility that much faster physical-random number parallel-generation is possible, using separate outputs of different optical-path length and character, which we refer to as "coherence collapse".

Fortran code for generating random probability vectors, unitaries, and quantum states

Directory of Open Access Journals (Sweden)

Jonas eMaziero

2016-03-01

Full Text Available The usefulness of generating random configurations is recognized in many areas of knowledge. Fortran was born for scientific computing and has been one of the main programming languages in this area since then. And several ongoing projects targeting towards its betterment indicate that it will keep this status in the decades to come. In this article, we describe Fortran codes produced, or organized, for the generation of the following random objects: numbers, probability vectors, unitary matrices, and quantum state vectors and density matrices. Some matrix functions are also included and may be of independent interest.

A method for generating skewed random numbers using two overlapping uniform distributions

International Nuclear Information System (INIS)

Ermak, D.L.; Nasstrom, J.S.

1995-02-01

The objective of this work was to implement and evaluate a method for generating skewed random numbers using a combination of uniform random numbers. The method provides a simple and accurate way of generating skewed random numbers from the specified first three moments without an a priori specification of the probability density function. We describe the procedure for generating skewed random numbers from unifon-n random numbers, and show that it accurately produces random numbers with the desired first three moments over a range of skewness values. We also show that in the limit of zero skewness, the distribution of random numbers is an accurate approximation to the Gaussian probability density function. Future work win use this method to provide skewed random numbers for a Langevin equation model for diffusion in skewed turbulence

MERSENNE AND HADAMARD MATRICES CALCULATION BY SCARPIS METHOD

Directory of Open Access Journals (Sweden)

N. A. Balonin

2014-05-01

Full Text Available Purpose. The paper deals with the problem of basic generalizations of Hadamard matrices associated with maximum determinant matrices or not optimal by determinant matrices with orthogonal columns (weighing matrices, Mersenne and Euler matrices, ets.; calculation methods for the quasi-orthogonal local maximum determinant Mersenne matrices are not studied enough sufficiently. The goal of this paper is to develop the theory of Mersenne and Hadamard matrices on the base of generalized Scarpis method research. Methods. Extreme solutions are found in general by minimization of maximum for absolute values of the elements of studied matrices followed by their subsequent classification according to the quantity of levels and their values depending on orders. Less universal but more effective methods are based on structural invariants of quasi-orthogonal matrices (Silvester, Paley, Scarpis methods, ets.. Results. Generalizations of Hadamard and Belevitch matrices as a family of quasi-orthogonal matrices of odd orders are observed; they include, in particular, two-level Mersenne matrices. Definitions of section and layer on the set of generalized matrices are proposed. Calculation algorithms for matrices of adjacent layers and sections by matrices of lower orders are described. Approximation examples of the Belevitch matrix structures up to 22-nd critical order by Mersenne matrix of the third order are given. New formulation of the modified Scarpis method to approximate Hadamard matrices of high orders by lower order Mersenne matrices is proposed. Williamson method is described by example of one modular level matrices approximation by matrices with a small number of levels. Practical relevance. The efficiency of developing direction for the band-pass filters creation is justified. Algorithms for Mersenne matrices design by Scarpis method are used in developing software of the research program complex. Mersenne filters are based on the suboptimal by

Quantifiers for randomness of chaotic pseudo-random number generators.

Science.gov (United States)

De Micco, L; Larrondo, H A; Plastino, A; Rosso, O A

2009-08-28

We deal with randomness quantifiers and concentrate on their ability to discern the hallmark of chaos in time series used in connection with pseudo-random number generators (PRNGs). Workers in the field are motivated to use chaotic maps for generating PRNGs because of the simplicity of their implementation. Although there exist very efficient general-purpose benchmarks for testing PRNGs, we feel that the analysis provided here sheds additional didactic light on the importance of the main statistical characteristics of a chaotic map, namely (i) its invariant measure and (ii) the mixing constant. This is of help in answering two questions that arise in applications: (i) which is the best PRNG among the available ones? and (ii) if a given PRNG turns out not to be good enough and a randomization procedure must still be applied to it, which is the best applicable randomization procedure? Our answer provides a comparative analysis of several quantifiers advanced in the extant literature.

Spectral properties of embedded Gaussian unitary ensemble of random matrices with Wigner's SU(4) symmetry

International Nuclear Information System (INIS)

Vyas, Manan; Kota, V.K.B.

2010-01-01

For m fermions in Ω number of single particle orbitals, each fourfold degenerate, we introduce and analyze in detail embedded Gaussian unitary ensemble of random matrices generated by random two-body interactions that are SU(4) scalar [EGUE(2)-SU(4)]. Here the SU(4) algebra corresponds to the Wigner's supermultiplet SU(4) symmetry in nuclei. Embedding algebra for the EGUE(2)-SU(4) ensemble is U(4Ω) contains U(Ω) x SU(4). Exploiting the Wigner-Racah algebra of the embedding algebra, analytical expression for the ensemble average of the product of any two m particle Hamiltonian matrix elements is derived. Using this, formulas for a special class of U(Ω) irreducible representations (irreps) {4 r , p}, p = 0, 1, 2, 3 are derived for the ensemble averaged spectral variances and also for the covariances in energy centroids and spectral variances. On the other hand, simplifying the tabulations of Hecht for SU(Ω) Racah coefficients, numerical calculations are carried out for general U(Ω) irreps. Spectral variances clearly show, by applying Jacquod and Stone prescription, that the EGUE(2)-SU(4) ensemble generates ground state structure just as the quadratic Casimir invariant (C 2 ) of SU(4). This is further corroborated by the calculation of the expectation values of C 2 [SU(4)] and the four periodicity in the ground state energies. Secondly, it is found that the covariances in energy centroids and spectral variances increase in magnitude considerably as we go from EGUE(2) for spinless fermions to EGUE(2) for fermions with spin to EGUE(2)-SU(4) implying that the differences in ensemble and spectral averages grow with increasing symmetry. Also for EGUE(2)-SU(4) there are, unlike for GUE, non-zero cross-correlations in energy centroids and spectral variances defined over spaces with different particle numbers and/or U(Ω) [equivalently SU(4)] irreps. In the dilute limit defined by Ω → ∞, r >> 1 and r/Ω → 0, for the {4 r , p} irreps, we have derived analytical

Random-Number Generator Validity in Simulation Studies: An Investigation of Normality.

Science.gov (United States)

Bang, Jung W.; Schumacker, Randall E.; Schlieve, Paul L.

1998-01-01

The normality of number distributions generated by various random-number generators were studied, focusing on when the random-number generator reached a normal distribution and at what sample size. Findings suggest the steps that should be followed when using a random-number generator in a Monte Carlo simulation. (SLD)

Correlations of pseudo-random numbers of multiplicative sequence

International Nuclear Information System (INIS)

Bukin, A.D.

1989-01-01

An algorithm is suggested for searching with a computer in unit n-dimensional cube the sets of planes where all the points fall whose coordinates are composed of n successive pseudo-random numbers of multiplicative sequence. This effect should be taken into account in Monte-Carlo calculations with definite constructive dimension. The parameters of these planes are obtained for three random number generators. 2 refs.; 2 tabs

Fully Digital Chaotic Oscillators Applied to Pseudo Random Number Generation

KAUST Repository

Mansingka, Abhinav S.

2012-05-01

This thesis presents a generalized approach for the fully digital design and implementation of chaos generators through the numerical solution of chaotic ordinary differential equations. In particular, implementations use the Euler approximation with a fixed-point twos complement number representation system for optimal hardware and performance. In general, digital design enables significant benefits in terms of power, area, throughput, reliability, repeatability and portability over analog implementations of chaos due to lower process, voltage and temperature sensitivities and easy compatibility with other digital systems such as microprocessors, digital signal processing units, communication systems and encryption systems. Furthermore, this thesis introduces the idea of implementing multidimensional chaotic systems rather than 1-D chaotic maps to enable wider throughputs and multiplier-free architectures that provide significant performance and area benefits. This work focuses efforts on the well-understood family of autonomous 3rd order "jerk" chaotic systems. The effect of implementation precision, internal delay cycles and external delay cycles on the chaotic response are assessed. Multiplexing of parameters is implemented to enable switching between chaotic and periodic modes of operation. Enhanced chaos generators that exploit long-term divergence in two identical systems of different precision are also explored. Digital design is shown to enable real-time controllability of 1D multiscroll systems and 4th order hyperchaotic systems, essentially creating non-autonomous chaos that has thus far been difficult to implement in the analog domain. Seven different systems are mathematically assessed for chaotic properties, implemented at the register transfer level in Verilog HDL and experimentally verified on a Xilinx Virtex 4 FPGA. The statistical properties of the output are rigorously studied using the NIST SP. 800-22 statistical testing suite. The output is

On the number of Bose-selected modes in driven-dissipative ideal Bose gases

Science.gov (United States)

Schnell, Alexander; Ketzmerick, Roland; Eckardt, André

2018-03-01

In an ideal Bose gas that is driven into a steady state far from thermal equilibrium, a generalized form of Bose condensation can occur. Namely, the single-particle states unambiguously separate into two groups: the group of Bose-selected states, whose occupations increase linearly with the total particle number, and the group of all other states whose occupations saturate [Phys. Rev. Lett. 111, 240405 (2013), 10.1103/PhysRevLett.111.240405]. However, so far very little is known about how the number of Bose-selected states depends on the properties of the system and its coupling to the environment. The answer to this question is crucial since systems hosting a single, a few, or an extensive number of Bose-selected states will show rather different behavior. While in the former two scenarios each selected mode acquires a macroscopic occupation, corresponding to (fragmented) Bose condensation, the latter case rather bears resemblance to a high-temperature state of matter. In this paper, we systematically investigate the number of Bose-selected states, considering different classes of the rate matrices that characterize the driven-dissipative ideal Bose gases in the limit of weak system-bath coupling. These include rate matrices with continuum limit, rate matrices of chaotic driven systems, random rate matrices, and rate matrices resulting from thermal baths that couple to a few observables only.

Black holes and random matrices

Energy Technology Data Exchange (ETDEWEB)

Cotler, Jordan S.; Gur-Ari, Guy [Stanford Institute for Theoretical Physics, Stanford University,Stanford, CA 94305 (United States); Hanada, Masanori [Stanford Institute for Theoretical Physics, Stanford University,Stanford, CA 94305 (United States); Yukawa Institute for Theoretical Physics, Kyoto University,Kyoto 606-8502 (Japan); The Hakubi Center for Advanced Research, Kyoto University,Kyoto 606-8502 (Japan); Polchinski, Joseph [Department of Physics, University of California,Santa Barbara, CA 93106 (United States); Kavli Institute for Theoretical Physics, University of California,Santa Barbara, CA 93106 (United States); Saad, Phil; Shenker, Stephen H. [Stanford Institute for Theoretical Physics, Stanford University,Stanford, CA 94305 (United States); Stanford, Douglas [Institute for Advanced Study,Princeton, NJ 08540 (United States); Streicher, Alexandre [Stanford Institute for Theoretical Physics, Stanford University,Stanford, CA 94305 (United States); Department of Physics, University of California,Santa Barbara, CA 93106 (United States); Tezuka, Masaki [Department of Physics, Kyoto University,Kyoto 606-8501 (Japan)

2017-05-22

We argue that the late time behavior of horizon fluctuations in large anti-de Sitter (AdS) black holes is governed by the random matrix dynamics characteristic of quantum chaotic systems. Our main tool is the Sachdev-Ye-Kitaev (SYK) model, which we use as a simple model of a black hole. We use an analytically continued partition function |Z(β+it)|{sup 2} as well as correlation functions as diagnostics. Using numerical techniques we establish random matrix behavior at late times. We determine the early time behavior exactly in a double scaling limit, giving us a plausible estimate for the crossover time to random matrix behavior. We use these ideas to formulate a conjecture about general large AdS black holes, like those dual to 4D super-Yang-Mills theory, giving a provisional estimate of the crossover time. We make some preliminary comments about challenges to understanding the late time dynamics from a bulk point of view.

New Trends in Pseudo-Random Number Generation

Science.gov (United States)

Gutbrod, F.

Properties of pseudo-random number generators are reviewed. The emphasis is on correlations between successive random numbers and their suppression by improvement steps. The generators under discussion are the linear congruential generators, lagged Fibonacci generators with various operations, and the improvement techniques combination, shuffling and decimation. The properties of the RANSHI generator are reviewed somewhat more extensively. The transition to 64-bit technology is discussed in several cases. The generators are subject to several tests, which look both for short range and for long range correlations. Some performance figures are given for a Pentium Pro PC. Recommendations are presented in the final chapter.

On contact numbers in random rod packings

NARCIS (Netherlands)

Wouterse, A.; Luding, Stefan; Philipse, A.P.

2009-01-01

Random packings of non-spherical granular particles are simulated by combining mechanical contraction and molecular dynamics, to determine contact numbers as a function of density. Particle shapes are varied from spheres to thin rods. The observed contact numbers (and packing densities) agree well

Accelerating Matrix-Vector Multiplication on Hierarchical Matrices Using Graphical Processing Units

KAUST Repository

Boukaram, W.

2015-03-25

Large dense matrices arise from the discretization of many physical phenomena in computational sciences. In statistics very large dense covariance matrices are used for describing random fields and processes. One can, for instance, describe distribution of dust particles in the atmosphere, concentration of mineral resources in the earth\\'s crust or uncertain permeability coefficient in reservoir modeling. When the problem size grows, storing and computing with the full dense matrix becomes prohibitively expensive both in terms of computational complexity and physical memory requirements. Fortunately, these matrices can often be approximated by a class of data sparse matrices called hierarchical matrices (H-matrices) where various sub-blocks of the matrix are approximated by low rank matrices. These matrices can be stored in memory that grows linearly with the problem size. In addition, arithmetic operations on these H-matrices, such as matrix-vector multiplication, can be completed in almost linear time. Originally the H-matrix technique was developed for the approximation of stiffness matrices coming from partial differential and integral equations. Parallelizing these arithmetic operations on the GPU has been the focus of this work and we will present work done on the matrix vector operation on the GPU using the KSPARSE library.

The Effect of Unequal Samples, Heterogeneity of Covariance Matrices, and Number of Variables on Discriminant Analysis Classification Tables and Related Statistics.

Science.gov (United States)

Spearing, Debra; Woehlke, Paula

To assess the effect on discriminant analysis in terms of correct classification into two groups, the following parameters were systematically altered using Monte Carlo techniques: sample sizes; proportions of one group to the other; number of independent variables; and covariance matrices. The pairing of the off diagonals (or covariances) with…

Study on random number generator in Monte Carlo code

International Nuclear Information System (INIS)

Oya, Kentaro; Kitada, Takanori; Tanaka, Shinichi

2011-01-01

The Monte Carlo code uses a sequence of pseudo-random numbers with a random number generator (RNG) to simulate particle histories. A pseudo-random number has its own period depending on its generation method and the period is desired to be long enough not to exceed the period during one Monte Carlo calculation to ensure the correctness especially for a standard deviation of results. The linear congruential generator (LCG) is widely used as Monte Carlo RNG and the period of LCG is not so long by considering the increasing rate of simulation histories in a Monte Carlo calculation according to the remarkable enhancement of computer performance. Recently, many kinds of RNG have been developed and some of their features are better than those of LCG. In this study, we investigate the appropriate RNG in a Monte Carlo code as an alternative to LCG especially for the case of enormous histories. It is found that xorshift has desirable features compared with LCG, and xorshift has a larger period, a comparable speed to generate random numbers, a better randomness, and good applicability to parallel calculation. (author)

A generator for unique quantum random numbers based on vacuum states

DEFF Research Database (Denmark)

Gabriel, C.; Wittmann, C.; Sych, D.

2010-01-01

the purity of a continuous-variable quantum vacuum state to generate unique random numbers. We use the intrinsic randomness in measuring the quadratures of a mode in the lowest energy vacuum state, which cannot be correlated to any other state. The simplicity of our source, combined with its verifiably......Random numbers are a valuable component in diverse applications that range from simulations(1) over gambling to cryptography(2,3). The quest for true randomness in these applications has engendered a large variety of different proposals for producing random numbers based on the foundational...... unpredictability of quantum mechanics(4-11). However, most approaches do not consider that a potential adversary could have knowledge about the generated numbers, so the numbers are not verifiably random and unique(12-15). Here we present a simple experimental setup based on homodyne measurements that uses...

a Pseudo-Random Number Generator Employing Multiple RÉNYI Maps

Science.gov (United States)

Lui, Oi-Yan; Yuen, Ching-Hung; Wong, Kwok-Wo

2013-11-01

The increasing risk along with the drastic development of multimedia data transmission has raised a big concern on data security. A good pseudo-random number generator is an essential tool in cryptography. In this paper, we propose a novel pseudo-random number generator based on the controlled combination of the outputs of several digitized chaotic Rényi maps. The generated pseudo-random sequences have passed both the NIST 800-22 Revision 1a and the DIEHARD tests. Moreover, simulation results show that the proposed pseudo-random number generator requires less operation time than existing generators and is highly sensitive to the seed.

Spectra of random networks in the weak clustering regime

Science.gov (United States)

Peron, Thomas K. DM.; Ji, Peng; Kurths, Jürgen; Rodrigues, Francisco A.

2018-03-01

The asymptotic behavior of dynamical processes in networks can be expressed as a function of spectral properties of the corresponding adjacency and Laplacian matrices. Although many theoretical results are known for the spectra of traditional configuration models, networks generated through these models fail to describe many topological features of real-world networks, in particular non-null values of the clustering coefficient. Here we study effects of cycles of order three (triangles) in network spectra. By using recent advances in random matrix theory, we determine the spectral distribution of the network adjacency matrix as a function of the average number of triangles attached to each node for networks without modular structure and degree-degree correlations. Implications to network dynamics are discussed. Our findings can shed light in the study of how particular kinds of subgraphs influence network dynamics.

Product of Ginibre matrices: Fuss-Catalan and Raney distributions

Science.gov (United States)

Penson, Karol A.; Życzkowski, Karol

2011-06-01

Squared singular values of a product of s square random Ginibre matrices are asymptotically characterized by probability distributions Ps(x), such that their moments are equal to the Fuss-Catalan numbers of order s. We find a representation of the Fuss-Catalan distributions Ps(x) in terms of a combination of s hypergeometric functions of the type sFs-1. The explicit formula derived here is exact for an arbitrary positive integer s, and for s=1 it reduces to the Marchenko-Pastur distribution. Using similar techniques, involving the Mellin transform and the Meijer G function, we find exact expressions for the Raney probability distributions, the moments of which are given by a two-parameter generalization of the Fuss-Catalan numbers. These distributions can also be considered as a two-parameter generalization of the Wigner semicircle law.

Adhesion and metabolic activity of human corneal cells on PCL based nanofiber matrices

Energy Technology Data Exchange (ETDEWEB)

Stafiej, Piotr; Küng, Florian [Department of Ophthalmology, Universität Erlangen-Nürnberg, Schwabachanlage 6, 91054 Erlangen (Germany); Institute of Polymer Materials, Universität Erlangen-Nürnberg, Martensstraße 7, 91054 Erlangen (Germany); Thieme, Daniel; Czugala, Marta; Kruse, Friedrich E. [Department of Ophthalmology, Universität Erlangen-Nürnberg, Schwabachanlage 6, 91054 Erlangen (Germany); Schubert, Dirk W. [Institute of Polymer Materials, Universität Erlangen-Nürnberg, Martensstraße 7, 91054 Erlangen (Germany); Fuchsluger, Thomas A., E-mail: thomas.fuchsluger@uk-erlangen.de [Department of Ophthalmology, Universität Erlangen-Nürnberg, Schwabachanlage 6, 91054 Erlangen (Germany)

2017-02-01

In this work, polycaprolactone (PCL) was used as a basic polymer for electrospinning of random and aligned nanofiber matrices. Our aim was to develop a biocompatible substrate for ophthalmological application to improve wound closure in defects of the cornea as replacement for human amniotic membrane. We investigated whether blending the hydrophobic PCL with poly (glycerol sebacate) (PGS) or chitosan (CHI) improves the biocompatibility of the matrices for cell expansion. Human corneal epithelial cells (HCEp) and human corneal keratocytes (HCK) were used for in vitro biocompatibility studies. After optimization of the electrospinning parameters for all blends, scanning electron microscopy (SEM), attenuated total reflectance Fourier transform infrared spectroscopy (ATR-FTIR), and water contact angle were used to characterize the different matrices. Fluorescence staining of the F-actin cytoskeleton of the cells was performed to analyze the adherence of the cells to the different matrices. Metabolic activity of the cells was measured by cell counting kit-8 (CCK-8) for 20 days to compare the biocompatibility of the materials. Our results show the feasibility of producing uniform nanofiber matrices with and without orientation for the used blends. All materials support adherence and proliferation of human corneal cell lines with oriented growth on aligned matrices. Although hydrophobicity of the materials was lowered by blending PCL, no increase in biocompatibility or proliferation, as was expected, could be measured. All tested matrices supported the expansion of human corneal cells, confirming their potential as substrates for biomedical applications. - Highlights: • PCL was blended with chitosan and poly(glycerol sebacate) for electrospinning. • Biocompatibility was proven with two human corneal cell lines. • Both cell lines adhered and proliferated on random and aligned nanofiber matrices. • Cytoskeletal orientation is shown on aligned nanofiber matrices. �

Two-dimensional random arrays for real time volumetric imaging

DEFF Research Database (Denmark)

Davidsen, Richard E.; Jensen, Jørgen Arendt; Smith, Stephen W.

1994-01-01

real time volumetric imaging system, which employs a wide transmit beam and receive mode parallel processing to increase image frame rate. Depth-of-field comparisons were made from simulated on-axis and off-axis beamplots at ranges from 30 to 160 mm for both coaxial and offset transmit and receive......Two-dimensional arrays are necessary for a variety of ultrasonic imaging techniques, including elevation focusing, 2-D phase aberration correction, and real time volumetric imaging. In order to reduce system cost and complexity, sparse 2-D arrays have been considered with element geometries...... selected ad hoc, by algorithm, or by random process. Two random sparse array geometries and a sparse array with a Mills cross receive pattern were simulated and compared to a fully sampled aperture with the same overall dimensions. The sparse arrays were designed to the constraints of the Duke University...

Schur complements of matrices with acyclic bipartite graphs

DEFF Research Database (Denmark)

Britz, Thomas Johann; Olesky, D.D.; van den Driessche, P.

2005-01-01

Bipartite graphs are used to describe the generalized Schur complements of real matrices having nos quare submatrix with two or more nonzero diagonals. For any matrix A with this property, including any nearly reducible matrix, the sign pattern of each generalized Schur complement is shown to be ...

The intermittency of vector fields and random-number generators

Science.gov (United States)

Kalinin, A. O.; Sokoloff, D. D.; Tutubalin, V. N.

2017-09-01

We examine how well natural random-number generators can reproduce the intermittency phenomena that arise in the transfer of vector fields in random media. A generator based on the analysis of financial indices is suggested as the most promising random-number generator. Is it shown that even this generator, however, fails to reproduce the phenomenon long enough to confidently detect intermittency, while the C++ generator successfully solves this problem. We discuss the prospects of using shell models of turbulence as the desired generator.

Generalized Eigenvalues for pairs on heritian matrices

Science.gov (United States)

Rublein, George

1988-01-01

A study was made of certain special cases of a generalized eigenvalue problem. Let A and B be nxn matrics. One may construct a certain polynomial, P(A,B, lambda) which specializes to the characteristic polynomial of B when A equals I. In particular, when B is hermitian, that characteristic polynomial, P(I,B, lambda) has real roots, and one can ask: are the roots of P(A,B, lambda) real when B is hermitian. We consider the case where A is positive definite and show that when N equals 3, the roots are indeed real. The basic tools needed in the proof are Shur's theorem on majorization for eigenvalues of hermitian matrices and the interlacing theorem for the eigenvalues of a positive definite hermitian matrix and one of its principal (n-1)x(n-1) minors. The method of proof first reduces the general problem to one where the diagonal of B has a certain structure: either diag (B) = diag (1,1,1) or diag (1,1,-1), or else the 2 x 2 principal minors of B are all 1. According as B has one of these three structures, we use an appropriate method to replace A by a positive diagonal matrix. Since it can be easily verified that P(D,B, lambda) has real roots, the result follows. For other configurations of B, a scaling and a continuity argument are used to prove the result in general.

Generating random numbers by means of nonlinear dynamic systems

Science.gov (United States)

Zang, Jiaqi; Hu, Haojie; Zhong, Juhua; Luo, Duanbin; Fang, Yi

2018-07-01

To introduce the randomness of a physical process to students, a chaotic pendulum experiment was opened in East China University of Science and Technology (ECUST) on the undergraduate level in the physics department. It was shown chaotic motion could be initiated through adjusting the operation of a chaotic pendulum. By using the data of the angular displacements of chaotic motion, random binary numerical arrays can be generated. To check the randomness of generated numerical arrays, the NIST Special Publication 800-20 method was adopted. As a result, it was found that all the random arrays which were generated by the chaotic motion could pass the validity criteria and some of them were even better than the quality of pseudo-random numbers generated by a computer. Through the experiments, it is demonstrated that chaotic pendulum can be used as an efficient mechanical facility in generating random numbers, and can be applied in teaching random motion to the students.

Non-periodic pseudo-random numbers used in Monte Carlo calculations

Science.gov (United States)

Barberis, Gaston E.

2007-09-01

The generation of pseudo-random numbers is one of the interesting problems in Monte Carlo simulations, mostly because the common computer generators produce periodic numbers. We used simple pseudo-random numbers generated with the simplest chaotic system, the logistic map, with excellent results. The numbers generated in this way are non-periodic, which we demonstrated for 1013 numbers, and they are obtained in a deterministic way, which allows to repeat systematically any calculation. The Monte Carlo calculations are the ideal field to apply these numbers, and we did it for simple and more elaborated cases. Chemistry and Information Technology use this kind of simulations, and the application of this numbers to quantum Monte Carlo and cryptography is immediate. I present here the techniques to calculate, analyze and use these pseudo-random numbers, show that they lack periodicity up to 1013 numbers and that they are not correlated.

Non-periodic pseudo-random numbers used in Monte Carlo calculations

International Nuclear Information System (INIS)

Barberis, Gaston E.

2007-01-01

The generation of pseudo-random numbers is one of the interesting problems in Monte Carlo simulations, mostly because the common computer generators produce periodic numbers. We used simple pseudo-random numbers generated with the simplest chaotic system, the logistic map, with excellent results. The numbers generated in this way are non-periodic, which we demonstrated for 10 13 numbers, and they are obtained in a deterministic way, which allows to repeat systematically any calculation. The Monte Carlo calculations are the ideal field to apply these numbers, and we did it for simple and more elaborated cases. Chemistry and Information Technology use this kind of simulations, and the application of this numbers to quantum Monte Carlo and cryptography is immediate. I present here the techniques to calculate, analyze and use these pseudo-random numbers, show that they lack periodicity up to 10 13 numbers and that they are not correlated

Quantum random flip-flop and its applications in random frequency synthesis and true random number generation

Energy Technology Data Exchange (ETDEWEB)

Stipčević, Mario, E-mail: mario.stipcevic@irb.hr [Photonics and Quantum Optics Research Unit, Center of Excellence for Advanced Materials and Sensing Devices, Ruđer Bošković Institute, Bijenička 54, 10000 Zagreb (Croatia)

2016-03-15

In this work, a new type of elementary logic circuit, named random flip-flop (RFF), is proposed, experimentally realized, and studied. Unlike conventional Boolean logic circuits whose action is deterministic and highly reproducible, the action of a RFF is intentionally made maximally unpredictable and, in the proposed realization, derived from a fundamentally random process of emission and detection of light quanta. We demonstrate novel applications of RFF in randomness preserving frequency division, random frequency synthesis, and random number generation. Possible usages of these applications in the information and communication technology, cryptographic hardware, and testing equipment are discussed.

Synchronous correlation matrices and Connes’ embedding conjecture

Energy Technology Data Exchange (ETDEWEB)

Dykema, Kenneth J., E-mail: kdykema@math.tamu.edu [Department of Mathematics, Texas A& M University, College Station, Texas 77843-3368 (United States); Paulsen, Vern, E-mail: vern@math.uh.edu [Department of Mathematics, University of Houston, Houston, Texas 77204 (United States)

2016-01-15

In the work of Paulsen et al. [J. Funct. Anal. (in press); preprint arXiv:1407.6918], the concept of synchronous quantum correlation matrices was introduced and these were shown to correspond to traces on certain C*-algebras. In particular, synchronous correlation matrices arose in their study of various versions of quantum chromatic numbers of graphs and other quantum versions of graph theoretic parameters. In this paper, we develop these ideas further, focusing on the relations between synchronous correlation matrices and microstates. We prove that Connes’ embedding conjecture is equivalent to the equality of two families of synchronous quantum correlation matrices. We prove that if Connes’ embedding conjecture has a positive answer, then the tracial rank and projective rank are equal for every graph. We then apply these results to more general non-local games.

A nuclear reload optimization approach using a real coded genetic algorithm with random keys

International Nuclear Information System (INIS)

Lima, Alan M.M. de; Schirru, Roberto; Medeiros, Jose A.C.C.

2009-01-01

The fuel reload of a Pressurized Water Reactor is made whenever the burn up of the fuel assemblies in the nucleus of the reactor reaches a certain value such that it is not more possible to maintain a critical reactor producing energy at nominal power. The problem of fuel reload optimization consists on determining the positioning of the fuel assemblies within the nucleus of the reactor in an optimized way to minimize the cost benefit relationship of fuel assemblies cost per maximum burn up, and also satisfying symmetry and safety restrictions. The fuel reload optimization problem difficulty grows exponentially with the number of fuel assemblies in the nucleus of the reactor. During decades the fuel reload optimization problem was solved manually by experts that used their knowledge and experience to build configurations of the reactor nucleus, and testing them to verify if safety restrictions of the plant are satisfied. To reduce this burden, several optimization techniques have been used, included the binary code genetic algorithm. In this work we show the use of a real valued coded approach of the genetic algorithm, with different recombination methods, together with a transformation mechanism called random keys, to transform the real values of the genes of each chromosome in a combination of discrete fuel assemblies for evaluation of the reload optimization. Four different recombination methods were tested: discrete recombination, intermediate recombination, linear recombination and extended linear recombination. For each of the 4 recombination methods 10 different tests using different seeds for the random number generator were conducted 10 generating, totaling 40 tests. The results of the application of the genetic algorithm are shown with formulation of real numbers for the problem of the nuclear reload of the plant Angra 1 type PWR. Since the best results in the literature for this problem were found by the parallel PSO we will it use for comparison

Drawing a random number

DEFF Research Database (Denmark)

Wanscher, Jørgen Bundgaard; Sørensen, Majken Vildrik

2006-01-01

Random numbers are used for a great variety of applications in almost any field of computer and economic sciences today. Examples ranges from stock market forecasting in economics, through stochastic traffic modelling in operations research to photon and ray tracing in graphics. The construction...... distributions into others with most of the required characteristics. In essence, a uniform sequence which is transformed into a new sequence with the required distribution. The subject of this article is to consider the well known highly uniform Halton sequence and modifications to it. The intent is to generate...

Simulation of a directed random-walk model: the effect of pseudo-random-number correlations

OpenAIRE

Shchur, L. N.; Heringa, J. R.; Blöte, H. W. J.

1996-01-01

We investigate the mechanism that leads to systematic deviations in cluster Monte Carlo simulations when correlated pseudo-random numbers are used. We present a simple model, which enables an analysis of the effects due to correlations in several types of pseudo-random-number sequences. This model provides qualitative understanding of the bias mechanism in a class of cluster Monte Carlo algorithms.

THE ALGORITHM AND PROGRAM OF M-MATRICES SEARCH AND STUDY

Directory of Open Access Journals (Sweden)

Y. N. Balonin

2013-05-01

Full Text Available The algorithm and software for search and study of orthogonal bases matrices – minimax matrices (M-matrix are considered. The algorithm scheme is shown, comments on calculation blocks are given, and interface of the MMatrix software system developed with participation of the authors is explained. The results of the universal algorithm work are presented as Hadamard matrices, Belevitch matrices (C-matrices, conference matrices and matrices of even and odd orders complementary and closely related to those ones by their properties, in particular, the matrix of the 22-th order for which there is no C-matrix. Examples of portraits for alternative matrices of the 255-th and the 257-th orders are given corresponding to the sequences of Mersenne and Fermat numbers. A new way to get Hadamard matrices is explained, different from the previously known procedures based on iterative processes and calculations of Lagrange symbols, with theoretical and practical meaning.

Brain potentials index executive functions during random number generation.

Science.gov (United States)

Joppich, Gregor; Däuper, Jan; Dengler, Reinhard; Johannes, Sönke; Rodriguez-Fornells, Antoni; Münte, Thomas F

2004-06-01

The generation of random sequences is considered to tax different executive functions. To explore the involvement of these functions further, brain potentials were recorded in 16 healthy young adults while either engaging in random number generation (RNG) by pressing the number keys on a computer keyboard in a random sequence or in ordered number generation (ONG) necessitating key presses in the canonical order. Key presses were paced by an external auditory stimulus to yield either fast (1 press/800 ms) or slow (1 press/1300 ms) sequences in separate runs. Attentional demands of random and ordered tasks were assessed by the introduction of a secondary task (key-press to a target tone). The P3 amplitude to the target tone of this secondary task was reduced during RNG, reflecting the greater consumption of attentional resources during RNG. Moreover, RNG led to a left frontal negativity peaking 140 ms after the onset of the pacing stimulus, whenever the subjects produced a true random response. This negativity could be attributed to the left dorsolateral prefrontal cortex and was absent when numbers were repeated. This negativity was interpreted as an index for the inhibition of habitual responses. Finally, in response locked ERPs a negative component was apparent peaking about 50 ms after the key-press that was more prominent during RNG. Source localization suggested a medial frontal source. This effect was tentatively interpreted as a reflection of the greater monitoring demands during random sequence generation.

Chaos-based Pseudo-random Number Generation

KAUST Repository

Barakat, Mohamed L.

2014-04-10

Various methods and systems related to chaos-based pseudo-random number generation are presented. In one example, among others, a system includes a pseudo-random number generator (PRNG) to generate a series of digital outputs and a nonlinear post processing circuit to perform an exclusive OR (XOR) operation on a first portion of a current digital output of the PRNG and a permutated version of a corresponding first portion of a previous post processed output to generate a corresponding first portion of a current post processed output. In another example, a method includes receiving at least a first portion of a current output from a PRNG and performing an XOR operation on the first portion of the current PRNG output with a permutated version of a corresponding first portion of a previous post processed output to generate a corresponding first portion of a current post processed output.

Chaos-based Pseudo-random Number Generation

KAUST Repository

Barakat, Mohamed L.; Mansingka, Abhinav S.; Radwan, Ahmed Gomaa Ahmed; Salama, Khaled N.

2014-01-01

Various methods and systems related to chaos-based pseudo-random number generation are presented. In one example, among others, a system includes a pseudo-random number generator (PRNG) to generate a series of digital outputs and a nonlinear post processing circuit to perform an exclusive OR (XOR) operation on a first portion of a current digital output of the PRNG and a permutated version of a corresponding first portion of a previous post processed output to generate a corresponding first portion of a current post processed output. In another example, a method includes receiving at least a first portion of a current output from a PRNG and performing an XOR operation on the first portion of the current PRNG output with a permutated version of a corresponding first portion of a previous post processed output to generate a corresponding first portion of a current post processed output.

Randomized Caches Considered Harmful in Hard Real-Time Systems

Directory of Open Access Journals (Sweden)

Jan Reineke

2014-06-01

Full Text Available We investigate the suitability of caches with randomized placement and replacement in the context of hard real-time systems. Such caches have been claimed to drastically reduce the amount of information required by static worst-case execution time (WCET analysis, and to be an enabler for measurement-based probabilistic timing analysis. We refute these claims and conclude that with prevailing static and measurement-based analysis techniques caches with deterministic placement and least-recently-used replacement are preferable over randomized ones.

Recoverable Random Numbers in an Internet of Things Operating System

Directory of Open Access Journals (Sweden)

Taeill Yoo

2017-03-01

Full Text Available Over the past decade, several security issues with Linux Random Number Generator (LRNG on PCs and Androids have emerged. The main problem involves the process of entropy harvesting, particularly at boot time. An entropy source in the input pool of LRNG is not transferred into the non-blocking output pool if the entropy counter of the input pool is less than 192 bits out of 4098 bits. Because the entropy estimation of LRNG is highly conservative, the process may require more than one minute for starting the transfer. Furthermore, the design principle of the estimation algorithm is not only heuristic but also unclear. Recently, Google released an Internet of Things (IoT operating system called Brillo based on the Linux kernel. We analyze the behavior of the random number generator in Brillo, which inherits that of LRNG. In the results, we identify two features that enable recovery of random numbers. With these features, we demonstrate that random numbers of 700 bytes at boot time can be recovered with the success probability of 90% by using time complexity for 5.20 × 2 40 trials. Therefore, the entropy of random numbers of 700 bytes is merely about 43 bits. Since the initial random numbers are supposed to be used for sensitive security parameters, such as stack canary and key derivation, our observation can be applied to practical attacks against cryptosystem.

Pathological rate matrices: from primates to pathogens

Directory of Open Access Journals (Sweden)

Knight Rob

2008-12-01

Full Text Available Abstract Background Continuous-time Markov models allow flexible, parametrically succinct descriptions of sequence divergence. Non-reversible forms of these models are more biologically realistic but are challenging to develop. The instantaneous rate matrices defined for these models are typically transformed into substitution probability matrices using a matrix exponentiation algorithm that employs eigendecomposition, but this algorithm has characteristic vulnerabilities that lead to significant errors when a rate matrix possesses certain 'pathological' properties. Here we tested whether pathological rate matrices exist in nature, and consider the suitability of different algorithms to their computation. Results We used concatenated protein coding gene alignments from microbial genomes, primate genomes and independent intron alignments from primate genomes. The Taylor series expansion and eigendecomposition matrix exponentiation algorithms were compared to the less widely employed, but more robust, Padé with scaling and squaring algorithm for nucleotide, dinucleotide, codon and trinucleotide rate matrices. Pathological dinucleotide and trinucleotide matrices were evident in the microbial data set, affecting the eigendecomposition and Taylor algorithms respectively. Even using a conservative estimate of matrix error (occurrence of an invalid probability, both Taylor and eigendecomposition algorithms exhibited substantial error rates: ~100% of all exonic trinucleotide matrices were pathological to the Taylor algorithm while ~10% of codon positions 1 and 2 dinucleotide matrices and intronic trinucleotide matrices, and ~30% of codon matrices were pathological to eigendecomposition. The majority of Taylor algorithm errors derived from occurrence of multiple unobserved states. A small number of negative probabilities were detected from the Pad�� algorithm on trinucleotide matrices that were attributable to machine precision. Although the Pad

Standard random number generation for MBASIC

Science.gov (United States)

Tausworthe, R. C.

1976-01-01

A machine-independent algorithm is presented and analyzed for generating pseudorandom numbers suitable for the standard MBASIC system. The algorithm used is the polynomial congruential or linear recurrence modulo 2 method. Numbers, formed as nonoverlapping adjacent 28-bit words taken from the bit stream produced by the formula a sub m + 532 = a sub m + 37 + a sub m (modulo 2), do not repeat within the projected age of the solar system, show no ensemble correlation, exhibit uniform distribution of adjacent numbers up to 19 dimensions, and do not deviate from random runs-up and runs-down behavior.

Designer matrices for intestinal stem cell and organoid culture

NARCIS (Netherlands)

Gjorevski, Nikolce; Sachs, Norman; Manfrin, Andrea; Giger, Sonja; Bragina, Maiia E.; Ordóñez-Morán, Paloma; Clevers, Hans; Lutolf, Matthias P.

2016-01-01

Epithelial organoids recapitulate multiple aspects of real organs, making them promising models of organ development, function and disease. However, the full potential of organoids in research and therapy has remained unrealized, owing to the poorly defined animal-derived matrices in which they are

A stochastic model for stationary dynamics of prices in real estate markets. A case of random intensity for Poisson moments of prices changes

Science.gov (United States)

Rusakov, Oleg; Laskin, Michael

2017-06-01

We consider a stochastic model of changes of prices in real estate markets. We suppose that in a book of prices the changes happen in points of jumps of a Poisson process with a random intensity, i.e. moments of changes sequently follow to a random process of the Cox process type. We calculate cumulative mathematical expectations and variances for the random intensity of this point process. In the case that the process of random intensity is a martingale the cumulative variance has a linear grows. We statistically process a number of observations of real estate prices and accept hypotheses of a linear grows for estimations as well for cumulative average, as for cumulative variance both for input and output prises that are writing in the book of prises.

Chaos and random matrices in supersymmetric SYK

Science.gov (United States)

Hunter-Jones, Nicholas; Liu, Junyu

2018-05-01

We use random matrix theory to explore late-time chaos in supersymmetric quantum mechanical systems. Motivated by the recent study of supersymmetric SYK models and their random matrix classification, we consider the Wishart-Laguerre unitary ensemble and compute the spectral form factors and frame potentials to quantify chaos and randomness. Compared to the Gaussian ensembles, we observe the absence of a dip regime in the form factor and a slower approach to Haar-random dynamics. We find agreement between our random matrix analysis and predictions from the supersymmetric SYK model, and discuss the implications for supersymmetric chaotic systems.

Security of Semi-Device-Independent Random Number Expansion Protocols.

Science.gov (United States)

Li, Dan-Dan; Wen, Qiao-Yan; Wang, Yu-Kun; Zhou, Yu-Qian; Gao, Fei

2015-10-27

Semi-device-independent random number expansion (SDI-RNE) protocols require some truly random numbers to generate fresh ones, with making no assumptions on the internal working of quantum devices except for the dimension of the Hilbert space. The generated randomness is certified by non-classical correlation in the prepare-and-measure test. Until now, the analytical relations between the amount of the generated randomness and the degree of non-classical correlation, which are crucial for evaluating the security of SDI-RNE protocols, are not clear under both the ideal condition and the practical one. In the paper, first, we give the analytical relation between the above two factors under the ideal condition. As well, we derive the analytical relation under the practical conditions, where devices' behavior is not independent and identical in each round and there exists deviation in estimating the non-classical behavior of devices. Furthermore, we choose a different randomness extractor (i.e., two-universal random function) and give the security proof.

Humans can consciously generate random number sequences: a possible test for artificial intelligence.

Science.gov (United States)

Persaud, Navindra

2005-01-01

Computer algorithms can only produce seemingly random or pseudorandom numbers whereas certain natural phenomena, such as the decay of radioactive particles, can be utilized to produce truly random numbers. In this study, the ability of humans to generate random numbers was tested in healthy adults. Subjects were simply asked to generate and dictate random numbers. Generated numbers were tested for uniformity, independence and information density. The results suggest that humans can generate random numbers that are uniformly distributed, independent of one another and unpredictable. If humans can generate sequences of random numbers then neural networks or forms of artificial intelligence, which are purported to function in ways essentially the same as the human brain, should also be able to generate sequences of random numbers. Elucidating the precise mechanism by which humans generate random number sequences and the underlying neural substrates may have implications in the cognitive science of decision-making. It is possible that humans use their random-generating neural machinery to make difficult decisions in which all expected outcomes are similar. It is also possible that certain people, perhaps those with neurological or psychiatric impairments, are less able or unable to generate random numbers. If the random-generating neural machinery is employed in decision making its impairment would have profound implications in matters of agency and free will.

The average crossing number of equilateral random polygons

International Nuclear Information System (INIS)

Diao, Y; Dobay, A; Kusner, R B; Millett, K; Stasiak, A

2003-01-01

In this paper, we study the average crossing number of equilateral random walks and polygons. We show that the mean average crossing number ACN of all equilateral random walks of length n is of the form (3/16)n ln n + O(n). A similar result holds for equilateral random polygons. These results are confirmed by our numerical studies. Furthermore, our numerical studies indicate that when random polygons of length n are divided into individual knot types, the for each knot type K can be described by a function of the form = a(n-n 0 )ln(n-n 0 ) + b(n-n 0 ) + c where a, b and c are constants depending on K and n 0 is the minimal number of segments required to form K. The profiles diverge from each other, with more complex knots showing higher than less complex knots. Moreover, the profiles intersect with the profile of all closed walks. These points of intersection define the equilibrium length of K, i.e., the chain length n e (K) at which a statistical ensemble of configurations with given knot type K-upon cutting, equilibration and reclosure to a new knot type K'-does not show a tendency to increase or decrease . This concept of equilibrium length seems to be universal, and applies also to other length-dependent observables for random knots, such as the mean radius of gyration g >

Fixed Points on the Real numbers without the Equality Test

DEFF Research Database (Denmark)

Korovina, Margarita

2002-01-01

In this paper we present a study of definability properties of fixed points of effective operators on the real numbers without the equality test. In particular we prove that Gandy theorem holds for the reals without the equality test. This provides a useful tool for dealing with recursive...

Comparison of a quantum random number generator with pseudorandom number generators for their use in molecular Monte Carlo simulations.

Science.gov (United States)

Ghersi, Dario; Parakh, Abhishek; Mezei, Mihaly

2017-12-05

Four pseudorandom number generators were compared with a physical, quantum-based random number generator using the NIST suite of statistical tests, which only the quantum-based random number generator could successfully pass. We then measured the effect of the five random number generators on various calculated properties in different Markov-chain Monte Carlo simulations. Two types of systems were tested: conformational sampling of a small molecule in aqueous solution and liquid methanol under constant temperature and pressure. The results show that poor quality pseudorandom number generators produce results that deviate significantly from those obtained with the quantum-based random number generator, particularly in the case of the small molecule in aqueous solution setup. In contrast, the widely used Mersenne Twister pseudorandom generator and a 64-bit Linear Congruential Generator with a scrambler produce results that are statistically indistinguishable from those obtained with the quantum-based random number generator. © 2017 Wiley Periodicals, Inc. © 2017 Wiley Periodicals, Inc.

Calculations of light scattering matrices for stochastic ensembles of nanosphere clusters

International Nuclear Information System (INIS)

Bunkin, N.F.; Shkirin, A.V.; Suyazov, N.V.; Starosvetskiy, A.V.

2013-01-01

Results of the calculation of the light scattering matrices for systems of stochastic nanosphere clusters are presented. A mathematical model of spherical particle clustering with allowance for cluster–cluster aggregation is used. The fractal properties of cluster structures are explored at different values of the model parameter that governs cluster–cluster interaction. General properties of the light scattering matrices of nanosphere-cluster ensembles as dependent on their mean fractal dimension have been found. The scattering-matrix calculations were performed for finite samples of 10 3 random clusters, made up of polydisperse spherical nanoparticles, having lognormal size distribution with the effective radius 50 nm and effective variance 0.02; the mean number of monomers in a cluster and its standard deviation were set to 500 and 70, respectively. The implemented computation environment, modeling the scattering matrices for overall sequences of clusters, is based upon T-matrix program code for a given single cluster of spheres, which was developed in [1]. The ensemble-averaged results have been compared with orientation-averaged ones calculated for individual clusters. -- Highlights: ► We suggested a hierarchical model of cluster growth allowing for cluster–cluster aggregation. ► We analyzed the light scattering by whole ensembles of nanosphere clusters. ► We studied the evolution of the light scattering matrix when changing the fractal dimension

Probabilistic Signal Recovery and Random Matrices

Science.gov (United States)

2016-12-08

that classical methods for linear regression (such as Lasso) are applicable for non- linear data. This surprising finding has already found several...we studied the complexity of convex sets. In numerical linear algebra , we analyzed the fastest known randomized approximation algorithm for...and perfect matchings In numerical linear algebra , we studied the fastest known randomized approximation algorithm for computing the permanents of

Asymmetric correlation matrices: an analysis of financial data

Science.gov (United States)

Livan, G.; Rebecchi, L.

2012-06-01

We analyse the spectral properties of correlation matrices between distinct statistical systems. Such matrices are intrinsically non-symmetric, and lend themselves to extend the spectral analyses usually performed on standard Pearson correlation matrices to the realm of complex eigenvalues. We employ some recent random matrix theory results on the average eigenvalue density of this type of matrix to distinguish between noise and non-trivial correlation structures, and we focus on financial data as a case study. Namely, we employ daily prices of stocks belonging to the American and British stock exchanges, and look for the emergence of correlations between two such markets in the eigenvalue spectrum of their non-symmetric correlation matrix. We find several non trivial results when considering time-lagged correlations over short lags, and we corroborate our findings by additionally studying the asymmetric correlation matrix of the principal components of our datasets.

Learning Random Numbers: A Matlab Anomaly

Czech Academy of Sciences Publication Activity Database

Savický, Petr; Robnik-Šikonja, M.

2008-01-01

Roč. 22, č. 3 (2008), s. 254-265 ISSN 0883-9514 R&D Projects: GA AV ČR 1ET100300517 Institutional research plan: CEZ:AV0Z10300504 Keywords : random number s * machine learning * classification * attribute evaluation * regression Subject RIV: BA - General Mathematics Impact factor: 0.795, year: 2008

Modular Transformations, Order-Chaos Transitions and Pseudo-Random Number Generation

Science.gov (United States)

Bonelli, Antonio; Ruffo, Stefano

Successive pairs of pseudo-random numbers generated by standard linear congruential transformations display ordered patterns of parallel lines. We study the "ordered" and "chaotic" distribution of such pairs by solving the eigenvalue problem for two-dimensional modular transformations over integers. We conjecture that the optimal uniformity for pair distribution is obtained when the slope of linear modular eigenspaces takes the value n opt =maxint (p/√ {p-1}), where p is a prime number. We then propose a new generator of pairs of independent pseudo-random numbers, which realizes an optimal uniform distribution (in the "statistical" sense) of points on the unit square (0, 1] × (0, 1]. The method can be easily generalized to the generation of k-tuples of random numbers (with k>2).

Averaging operations on matrices

Indian Academy of Sciences (India)

2014-07-03

Jul 3, 2014 ... Role of Positive Definite Matrices. • Diffusion Tensor Imaging: 3 × 3 pd matrices model water flow at each voxel of brain scan. • Elasticity: 6 × 6 pd matrices model stress tensors. • Machine Learning: n × n pd matrices occur as kernel matrices. Tanvi Jain. Averaging operations on matrices ...

Novel pseudo-random number generator based on quantum random walks

Science.gov (United States)

Yang, Yu-Guang; Zhao, Qian-Qian

2016-02-01

In this paper, we investigate the potential application of quantum computation for constructing pseudo-random number generators (PRNGs) and further construct a novel PRNG based on quantum random walks (QRWs), a famous quantum computation model. The PRNG merely relies on the equations used in the QRWs, and thus the generation algorithm is simple and the computation speed is fast. The proposed PRNG is subjected to statistical tests such as NIST and successfully passed the test. Compared with the representative PRNG based on quantum chaotic maps (QCM), the present QRWs-based PRNG has some advantages such as better statistical complexity and recurrence. For example, the normalized Shannon entropy and the statistical complexity of the QRWs-based PRNG are 0.999699456771172 and 1.799961178212329e-04 respectively given the number of 8 bits-words, say, 16Mbits. By contrast, the corresponding values of the QCM-based PRNG are 0.999448131481064 and 3.701210794388818e-04 respectively. Thus the statistical complexity and the normalized entropy of the QRWs-based PRNG are closer to 0 and 1 respectively than those of the QCM-based PRNG when the number of words of the analyzed sequence increases. It provides a new clue to construct PRNGs and also extends the applications of quantum computation.

Novel pseudo-random number generator based on quantum random walks.

Science.gov (United States)

Yang, Yu-Guang; Zhao, Qian-Qian

2016-02-04

In this paper, we investigate the potential application of quantum computation for constructing pseudo-random number generators (PRNGs) and further construct a novel PRNG based on quantum random walks (QRWs), a famous quantum computation model. The PRNG merely relies on the equations used in the QRWs, and thus the generation algorithm is simple and the computation speed is fast. The proposed PRNG is subjected to statistical tests such as NIST and successfully passed the test. Compared with the representative PRNG based on quantum chaotic maps (QCM), the present QRWs-based PRNG has some advantages such as better statistical complexity and recurrence. For example, the normalized Shannon entropy and the statistical complexity of the QRWs-based PRNG are 0.999699456771172 and 1.799961178212329e-04 respectively given the number of 8 bits-words, say, 16Mbits. By contrast, the corresponding values of the QCM-based PRNG are 0.999448131481064 and 3.701210794388818e-04 respectively. Thus the statistical complexity and the normalized entropy of the QRWs-based PRNG are closer to 0 and 1 respectively than those of the QCM-based PRNG when the number of words of the analyzed sequence increases. It provides a new clue to construct PRNGs and also extends the applications of quantum computation.

Using Computer-Generated Random Numbers to Calculate the Lifetime of a Comet.

Science.gov (United States)

Danesh, Iraj

1991-01-01

An educational technique to calculate the lifetime of a comet using software-generated random numbers is introduced to undergraduate physiques and astronomy students. Discussed are the generation and eligibility of the required random numbers, background literature related to the problem, and the solution to the problem using random numbers.…

Classical r-matrices for the generalised Chern–Simons formulation of 3d gravity

Science.gov (United States)

Osei, Prince K.; Schroers, Bernd J.

2018-04-01

We study the conditions for classical r-matrices to be compatible with the generalised Chern–Simons action for 3d gravity. Compatibility means solving the classical Yang–Baxter equations with a prescribed symmetric part for each of the real Lie algebras and bilinear pairings arising in the generalised Chern–Simons action. We give a new construction of r-matrices via a generalised complexification and derive a non-linear set of matrix equations determining the most general compatible r-matrix. We exhibit new families of solutions and show that they contain some known r-matrices for special parameter values.

Solution-Processed Carbon Nanotube True Random Number Generator.

Science.gov (United States)

Gaviria Rojas, William A; McMorrow, Julian J; Geier, Michael L; Tang, Qianying; Kim, Chris H; Marks, Tobin J; Hersam, Mark C

2017-08-09

With the growing adoption of interconnected electronic devices in consumer and industrial applications, there is an increasing demand for robust security protocols when transmitting and receiving sensitive data. Toward this end, hardware true random number generators (TRNGs), commonly used to create encryption keys, offer significant advantages over software pseudorandom number generators. However, the vast network of devices and sensors envisioned for the "Internet of Things" will require small, low-cost, and mechanically flexible TRNGs with low computational complexity. These rigorous constraints position solution-processed semiconducting single-walled carbon nanotubes (SWCNTs) as leading candidates for next-generation security devices. Here, we demonstrate the first TRNG using static random access memory (SRAM) cells based on solution-processed SWCNTs that digitize thermal noise to generate random bits. This bit generation strategy can be readily implemented in hardware with minimal transistor and computational overhead, resulting in an output stream that passes standardized statistical tests for randomness. By using solution-processed semiconducting SWCNTs in a low-power, complementary architecture to achieve TRNG, we demonstrate a promising approach for improving the security of printable and flexible electronics.

Properties making a chaotic system a good Pseudo Random Number Generator

OpenAIRE

Falcioni, Massimo; Palatella, Luigi; Pigolotti, Simone; Vulpiani, Angelo

2005-01-01

We discuss two properties making a deterministic algorithm suitable to generate a pseudo random sequence of numbers: high value of Kolmogorov-Sinai entropy and high-dimensionality. We propose the multi dimensional Anosov symplectic (cat) map as a Pseudo Random Number Generator. We show what chaotic features of this map are useful for generating Pseudo Random Numbers and investigate numerically which of them survive in the discrete version of the map. Testing and comparisons with other generat...

Recommendations and illustrations for the evaluation of photonic random number generators

Science.gov (United States)

Hart, Joseph D.; Terashima, Yuta; Uchida, Atsushi; Baumgartner, Gerald B.; Murphy, Thomas E.; Roy, Rajarshi

2017-09-01

The never-ending quest to improve the security of digital information combined with recent improvements in hardware technology has caused the field of random number generation to undergo a fundamental shift from relying solely on pseudo-random algorithms to employing optical entropy sources. Despite these significant advances on the hardware side, commonly used statistical measures and evaluation practices remain ill-suited to understand or quantify the optical entropy that underlies physical random number generation. We review the state of the art in the evaluation of optical random number generation and recommend a new paradigm: quantifying entropy generation and understanding the physical limits of the optical sources of randomness. In order to do this, we advocate for the separation of the physical entropy source from deterministic post-processing in the evaluation of random number generators and for the explicit consideration of the impact of the measurement and digitization process on the rate of entropy production. We present the Cohen-Procaccia estimate of the entropy rate h (𝜖 ,τ ) as one way to do this. In order to provide an illustration of our recommendations, we apply the Cohen-Procaccia estimate as well as the entropy estimates from the new NIST draft standards for physical random number generators to evaluate and compare three common optical entropy sources: single photon time-of-arrival detection, chaotic lasers, and amplified spontaneous emission.

Recommendations and illustrations for the evaluation of photonic random number generators

Directory of Open Access Journals (Sweden)

Joseph D. Hart

2017-09-01

Full Text Available The never-ending quest to improve the security of digital information combined with recent improvements in hardware technology has caused the field of random number generation to undergo a fundamental shift from relying solely on pseudo-random algorithms to employing optical entropy sources. Despite these significant advances on the hardware side, commonly used statistical measures and evaluation practices remain ill-suited to understand or quantify the optical entropy that underlies physical random number generation. We review the state of the art in the evaluation of optical random number generation and recommend a new paradigm: quantifying entropy generation and understanding the physical limits of the optical sources of randomness. In order to do this, we advocate for the separation of the physical entropy source from deterministic post-processing in the evaluation of random number generators and for the explicit consideration of the impact of the measurement and digitization process on the rate of entropy production. We present the Cohen-Procaccia estimate of the entropy rate h(,τ as one way to do this. In order to provide an illustration of our recommendations, we apply the Cohen-Procaccia estimate as well as the entropy estimates from the new NIST draft standards for physical random number generators to evaluate and compare three common optical entropy sources: single photon time-of-arrival detection, chaotic lasers, and amplified spontaneous emission.

Using Random Numbers in Science Research Activities.

Science.gov (United States)

Schlenker, Richard M.; And Others

1996-01-01

Discusses the importance of science process skills and describes ways to select sets of random numbers for selection of subjects for a research study in an unbiased manner. Presents an activity appropriate for grades 5-12. (JRH)

Realistic noise-tolerant randomness amplification using finite number of devices

Science.gov (United States)

Brandão, Fernando G. S. L.; Ramanathan, Ravishankar; Grudka, Andrzej; Horodecki, Karol; Horodecki, Michał; Horodecki, Paweł; Szarek, Tomasz; Wojewódka, Hanna

2016-04-01

Randomness is a fundamental concept, with implications from security of modern data systems, to fundamental laws of nature and even the philosophy of science. Randomness is called certified if it describes events that cannot be pre-determined by an external adversary. It is known that weak certified randomness can be amplified to nearly ideal randomness using quantum-mechanical systems. However, so far, it was unclear whether randomness amplification is a realistic task, as the existing proposals either do not tolerate noise or require an unbounded number of different devices. Here we provide an error-tolerant protocol using a finite number of devices for amplifying arbitrary weak randomness into nearly perfect random bits, which are secure against a no-signalling adversary. The correctness of the protocol is assessed by violating a Bell inequality, with the degree of violation determining the noise tolerance threshold. An experimental realization of the protocol is within reach of current technology.

Random Number Generation for High Performance Computing

Science.gov (United States)

2015-01-01

number streams, a quality metric for the parallel random number streams. * * * * * Atty. Dkt . No.: 5660-14400 Customer No. 35690 Eric B. Meyertons...responsibility to ensure timely payment of maintenance fees when due. Pagel of3 PTOL-85 (Rev. 02/11) Atty. Dkt . No.: 5660-14400 Page 1 Meyertons...with each subtask executed by a separate thread or process (henceforth, process). Each process has Atty. Dkt . No.: 5660-14400 Page 2 Meyertons

Random Generators and Normal Numbers

OpenAIRE

Bailey, David H.; Crandall, Richard E.

2002-01-01

Pursuant to the authors' previous chaotic-dynamical model for random digits of fundamental constants, we investigate a complementary, statistical picture in which pseudorandom number generators (PRNGs) are central. Some rigorous results are achieved: We establish b-normality for constants of the form $\\sum_i 1/(b^{m_i} c^{n_i})$ for certain sequences $(m_i), (n_i)$ of integers. This work unifies and extends previously known classes of explicit normals. We prove that for coprime $b,c>1$ the...

Random Numbers and Monte Carlo Methods

Science.gov (United States)

Scherer, Philipp O. J.

Many-body problems often involve the calculation of integrals of very high dimension which cannot be treated by standard methods. For the calculation of thermodynamic averages Monte Carlo methods are very useful which sample the integration volume at randomly chosen points. After summarizing some basic statistics, we discuss algorithms for the generation of pseudo-random numbers with given probability distribution which are essential for all Monte Carlo methods. We show how the efficiency of Monte Carlo integration can be improved by sampling preferentially the important configurations. Finally the famous Metropolis algorithm is applied to classical many-particle systems. Computer experiments visualize the central limit theorem and apply the Metropolis method to the traveling salesman problem.

Sorting Real Numbers in $O(n\\sqrt{\\log n})$ Time and Linear Space

OpenAIRE

Han, Yijie

2017-01-01

We present an $O(n\\sqrt{\\log n})$ time and linear space algorithm for sorting real numbers. This breaks the long time illusion that real numbers have to be sorted by comparison sorting and take $\\Omega (n\\log n)$ time to be sorted.

Higher dimensional unitary braid matrices: Construction, associated structures and entanglements

International Nuclear Information System (INIS)

Abdesselam, B.; Chakrabarti, A.; Dobrev, V.K.; Mihov, S.G.

2007-03-01

We construct (2n) 2 x (2n) 2 unitary braid matrices R-circumflex for n ≥ 2 generalizing the class known for n = 1. A set of (2n) x (2n) matrices (I, J,K,L) are defined. R-circumflex is expressed in terms of their tensor products (such as K x J), leading to a canonical formulation for all n. Complex projectors P ± provide a basis for our real, unitary R-circumflex. Baxterization is obtained. Diagonalizations and block- diagonalizations are presented. The loss of braid property when R-circumflex (n > 1) is block-diagonalized in terms of R-circumflex (n = 1) is pointed out and explained. For odd dimension (2n + 1) 2 x (2n + 1) 2 , a previously constructed braid matrix is complexified to obtain unitarity. R-circumflexLL- and R-circumflexTT- algebras, chain Hamiltonians, potentials for factorizable S-matrices, complex non-commutative spaces are all studied briefly in the context of our unitary braid matrices. Turaev construction of link invariants is formulated for our case. We conclude with comments concerning entanglements. (author)

Cavity approach to the first eigenvalue problem in a family of symmetric random sparse matrices

International Nuclear Information System (INIS)

Kabashima, Yoshiyuki; Takahashi, Hisanao; Watanabe, Osamu

2010-01-01

A methodology to analyze the properties of the first (largest) eigenvalue and its eigenvector is developed for large symmetric random sparse matrices utilizing the cavity method of statistical mechanics. Under a tree approximation, which is plausible for infinitely large systems, in conjunction with the introduction of a Lagrange multiplier for constraining the length of the eigenvector, the eigenvalue problem is reduced to a bunch of optimization problems of a quadratic function of a single variable, and the coefficients of the first and the second order terms of the functions act as cavity fields that are handled in cavity analysis. We show that the first eigenvalue is determined in such a way that the distribution of the cavity fields has a finite value for the second order moment with respect to the cavity fields of the first order coefficient. The validity and utility of the developed methodology are examined by applying it to two analytically solvable and one simple but non-trivial examples in conjunction with numerical justification.

A true random number generator based on mouse movement and chaotic cryptography

International Nuclear Information System (INIS)

Hu Yue; Liao Xiaofeng; Wong, Kwok-wo; Zhou Qing

2009-01-01

True random number generators are in general more secure than pseudo random number generators. In this paper, we propose a novel true random number generator which generates a 256-bit random number by computer mouse movement. It is cheap, convenient and universal for personal computers. To eliminate the effect of similar movement patterns generated by the same user, three chaos-based approaches, namely, discretized 2D chaotic map permutation, spatiotemporal chaos and 'MASK' algorithm, are adopted to post-process the captured mouse movements. Random bits generated by three users are tested using NIST statistical tests. Both the spatiotemporal chaos approach and the 'MASK' algorithm pass the tests successfully. However, the latter has a better performance in terms of efficiency and effectiveness and so is more practical for common personal computer applications.

Prediction Model of Interval Grey Numbers with a Real Parameter and Its Application

Directory of Open Access Journals (Sweden)

Bo Zeng

2014-01-01

Full Text Available Grey prediction models have become common methods which are widely employed to solve the problems with “small examples and poor information.” However, modeling objects of existing grey prediction models are limited to the homogenous data sequences which only contain the same data type. This paper studies the methodology of building prediction models of interval grey numbers that are grey heterogeneous data sequence, with a real parameter. Firstly, the position of the real parameter in an interval grey number sequence is discussed, and the real number is expanded into an interval grey number by adopting the method of grey generation. On this basis, a prediction model of interval grey number with a real parameter is deduced and built. Finally, this novel model is successfully applied to forecast the concentration of organic pollutant DDT in the atmosphere. The analysis and research results in this paper extend the object of grey prediction from homogenous data sequence to grey heterogeneous data sequence. Those research findings are of positive significance in terms of enriching and improving the theory system of grey prediction models.

Malware analysis using visualized image matrices.

Science.gov (United States)

Han, KyoungSoo; Kang, BooJoong; Im, Eul Gyu

2014-01-01

This paper proposes a novel malware visual analysis method that contains not only a visualization method to convert binary files into images, but also a similarity calculation method between these images. The proposed method generates RGB-colored pixels on image matrices using the opcode sequences extracted from malware samples and calculates the similarities for the image matrices. Particularly, our proposed methods are available for packed malware samples by applying them to the execution traces extracted through dynamic analysis. When the images are generated, we can reduce the overheads by extracting the opcode sequences only from the blocks that include the instructions related to staple behaviors such as functions and application programming interface (API) calls. In addition, we propose a technique that generates a representative image for each malware family in order to reduce the number of comparisons for the classification of unknown samples and the colored pixel information in the image matrices is used to calculate the similarities between the images. Our experimental results show that the image matrices of malware can effectively be used to classify malware families both statically and dynamically with accuracy of 0.9896 and 0.9732, respectively.

Malware Analysis Using Visualized Image Matrices

Directory of Open Access Journals (Sweden)

KyoungSoo Han

2014-01-01

Full Text Available This paper proposes a novel malware visual analysis method that contains not only a visualization method to convert binary files into images, but also a similarity calculation method between these images. The proposed method generates RGB-colored pixels on image matrices using the opcode sequences extracted from malware samples and calculates the similarities for the image matrices. Particularly, our proposed methods are available for packed malware samples by applying them to the execution traces extracted through dynamic analysis. When the images are generated, we can reduce the overheads by extracting the opcode sequences only from the blocks that include the instructions related to staple behaviors such as functions and application programming interface (API calls. In addition, we propose a technique that generates a representative image for each malware family in order to reduce the number of comparisons for the classification of unknown samples and the colored pixel information in the image matrices is used to calculate the similarities between the images. Our experimental results show that the image matrices of malware can effectively be used to classify malware families both statically and dynamically with accuracy of 0.9896 and 0.9732, respectively.

Random matrix theory for heavy-tailed time series

DEFF Research Database (Denmark)

Heiny, Johannes

2017-01-01

This paper is a review of recent results for large random matrices with heavy-tailed entries. First, we outline the development of and some classical results in random matrix theory. We focus on large sample covariance matrices, their limiting spectral distributions, the asymptotic behavior...

On conjugate gradient type methods and polynomial preconditioners for a class of complex non-Hermitian matrices

Science.gov (United States)

Freund, Roland

1988-01-01

Conjugate gradient type methods are considered for the solution of large linear systems Ax = b with complex coefficient matrices of the type A = T + i(sigma)I where T is Hermitian and sigma, a real scalar. Three different conjugate gradient type approaches with iterates defined by a minimal residual property, a Galerkin type condition, and an Euclidian error minimization, respectively, are investigated. In particular, numerically stable implementations based on the ideas behind Paige and Saunder's SYMMLQ and MINRES for real symmetric matrices are proposed. Error bounds for all three methods are derived. It is shown how the special shift structure of A can be preserved by using polynomial preconditioning. Results on the optimal choice of the polynomial preconditioner are given. Also, some numerical experiments for matrices arising from finite difference approximations to the complex Helmholtz equation are reported.

A Comparison of Three Random Number Generators for Aircraft Dynamic Modeling Applications

Science.gov (United States)

Grauer, Jared A.

2017-01-01

Three random number generators, which produce Gaussian white noise sequences, were compared to assess their suitability in aircraft dynamic modeling applications. The first generator considered was the MATLAB (registered) implementation of the Mersenne-Twister algorithm. The second generator was a website called Random.org, which processes atmospheric noise measured using radios to create the random numbers. The third generator was based on synthesis of the Fourier series, where the random number sequences are constructed from prescribed amplitude and phase spectra. A total of 200 sequences, each having 601 random numbers, for each generator were collected and analyzed in terms of the mean, variance, normality, autocorrelation, and power spectral density. These sequences were then applied to two problems in aircraft dynamic modeling, namely estimating stability and control derivatives from simulated onboard sensor data, and simulating flight in atmospheric turbulence. In general, each random number generator had good performance and is well-suited for aircraft dynamic modeling applications. Specific strengths and weaknesses of each generator are discussed. For Monte Carlo simulation, the Fourier synthesis method is recommended because it most accurately and consistently approximated Gaussian white noise and can be implemented with reasonable computational effort.

The strategy of spectral shifts and the sets of correct methods for calculating eigenvalues of general tridiagonal matrices

International Nuclear Information System (INIS)

Emel'yanenko, G.A.; Sek, I.E.

1988-01-01

Many correctable unknown methods for eigenvalue calculation of general tridiagonal matrices with real elements; criteria of singular tridiagonal matrices; necessary and sufficient conditions of tridiagonal matrix degeneracy; process with boundary conditions according to calculation processes of general upper and lower tridiagonal matrix minors are obtained. 6 refs

Experimentally Generated Random Numbers Certified by the Impossibility of Superluminal Signaling

Science.gov (United States)

Bierhorst, Peter; Shalm, Lynden K.; Mink, Alan; Jordan, Stephen; Liu, Yi-Kai; Rommal, Andrea; Glancy, Scott; Christensen, Bradley; Nam, Sae Woo; Knill, Emanuel

Random numbers are an important resource for applications such as numerical simulation and secure communication. However, it is difficult to certify whether a physical random number generator is truly unpredictable. Here, we exploit the phenomenon of quantum nonlocality in a loophole-free photonic Bell test experiment to obtain data containing randomness that cannot be predicted by any theory that does not also allow the sending of signals faster than the speed of light. To certify and quantify the randomness, we develop a new protocol that performs well in an experimental regime characterized by low violation of Bell inequalities. Applying an extractor function to our data, we obtain 256 new random bits, uniform to within 10- 3 .

The complex Laguerre symplectic ensemble of non-Hermitian matrices

International Nuclear Information System (INIS)

Akemann, G.

2005-01-01

We solve the complex extension of the chiral Gaussian symplectic ensemble, defined as a Gaussian two-matrix model of chiral non-Hermitian quaternion real matrices. This leads to the appearance of Laguerre polynomials in the complex plane and we prove their orthogonality. Alternatively, a complex eigenvalue representation of this ensemble is given for general weight functions. All k-point correlation functions of complex eigenvalues are given in terms of the corresponding skew orthogonal polynomials in the complex plane for finite-N, where N is the matrix size or number of eigenvalues, respectively. We also allow for an arbitrary number of complex conjugate pairs of characteristic polynomials in the weight function, corresponding to massive quark flavours in applications to field theory. Explicit expressions are given in the large-N limit at both weak and strong non-Hermiticity for the weight of the Gaussian two-matrix model. This model can be mapped to the complex Dirac operator spectrum with non-vanishing chemical potential. It belongs to the symmetry class of either the adjoint representation or two colours in the fundamental representation using staggered lattice fermions

Finding all real roots of a polynomial by matrix algebra and the Adomian decomposition method

Directory of Open Access Journals (Sweden)

Hooman Fatoorehchi

2014-10-01

Full Text Available In this paper, we put forth a combined method for calculation of all real zeroes of a polynomial equation through the Adomian decomposition method equipped with a number of developed theorems from matrix algebra. These auxiliary theorems are associated with eigenvalues of matrices and enable convergence of the Adomian decomposition method toward different real roots of the target polynomial equation. To further improve the computational speed of our technique, a nonlinear convergence accelerator known as the Shanks transform has optionally been employed. For the sake of illustration, a number of numerical examples are given.

The generation of 68 Gbps quantum random number by measuring laser phase fluctuations

International Nuclear Information System (INIS)

Nie, You-Qi; Liu, Yang; Zhang, Jun; Pan, Jian-Wei; Huang, Leilei; Payne, Frank

2015-01-01

The speed of a quantum random number generator is essential for practical applications, such as high-speed quantum key distribution systems. Here, we push the speed of a quantum random number generator to 68 Gbps by operating a laser around its threshold level. To achieve the rate, not only high-speed photodetector and high sampling rate are needed but also a very stable interferometer is required. A practical interferometer with active feedback instead of common temperature control is developed to meet the requirement of stability. Phase fluctuations of the laser are measured by the interferometer with a photodetector and then digitalized to raw random numbers with a rate of 80 Gbps. The min-entropy of the raw data is evaluated by modeling the system and is used to quantify the quantum randomness of the raw data. The bias of the raw data caused by other signals, such as classical and detection noises, can be removed by Toeplitz-matrix hashing randomness extraction. The final random numbers can pass through the standard randomness tests. Our demonstration shows that high-speed quantum random number generators are ready for practical usage

Characteristic Polynomials of Sample Covariance Matrices: The Non-Square Case

OpenAIRE

Kösters, Holger

2009-01-01

We consider the sample covariance matrices of large data matrices which have i.i.d. complex matrix entries and which are non-square in the sense that the difference between the number of rows and the number of columns tends to infinity. We show that the second-order correlation function of the characteristic polynomial of the sample covariance matrix is asymptotically given by the sine kernel in the bulk of the spectrum and by the Airy kernel at the edge of the spectrum. Similar results are g...

Construction of MDS self-dual codes from orthogonal matrices

OpenAIRE

Shi, Minjia; Sok, Lin; Solé, Patrick

2016-01-01

In this paper, we give algorithms and methods of construction of self-dual codes over finite fields using orthogonal matrices. Randomization in the orthogonal group, and code extension are the main tools. Some optimal, almost MDS, and MDS self-dual codes over both small and large prime fields are constructed.

The average inter-crossing number of equilateral random walks and polygons

International Nuclear Information System (INIS)

Diao, Y; Dobay, A; Stasiak, A

2005-01-01

In this paper, we study the average inter-crossing number between two random walks and two random polygons in the three-dimensional space. The random walks and polygons in this paper are the so-called equilateral random walks and polygons in which each segment of the walk or polygon is of unit length. We show that the mean average inter-crossing number ICN between two equilateral random walks of the same length n is approximately linear in terms of n and we were able to determine the prefactor of the linear term, which is a = 3ln2/8 ∼ 0.2599. In the case of two random polygons of length n, the mean average inter-crossing number ICN is also linear, but the prefactor of the linear term is different from that of the random walks. These approximations apply when the starting points of the random walks and polygons are of a distance ρ apart and ρ is small compared to n. We propose a fitting model that would capture the theoretical asymptotic behaviour of the mean average ICN for large values of ρ. Our simulation result shows that the model in fact works very well for the entire range of ρ. We also study the mean ICN between two equilateral random walks and polygons of different lengths. An interesting result is that even if one random walk (polygon) has a fixed length, the mean average ICN between the two random walks (polygons) would still approach infinity if the length of the other random walk (polygon) approached infinity. The data provided by our simulations match our theoretical predictions very well

Shared random access memory resource for multiprocessor real-time systems

International Nuclear Information System (INIS)

Dimmler, D.G.; Hardy, W.H. II

1977-01-01

A shared random-access memory resource is described which is used within real-time data acquisition and control systems with multiprocessor and multibus organizations. Hardware and software aspects are discussed in a specific example where interconnections are done via a UNIBUS. The general applicability of the approach is also discussed

High-Performance Pseudo-Random Number Generation on Graphics Processing Units

OpenAIRE

Nandapalan, Nimalan; Brent, Richard P.; Murray, Lawrence M.; Rendell, Alistair

2011-01-01

This work considers the deployment of pseudo-random number generators (PRNGs) on graphics processing units (GPUs), developing an approach based on the xorgens generator to rapidly produce pseudo-random numbers of high statistical quality. The chosen algorithm has configurable state size and period, making it ideal for tuning to the GPU architecture. We present a comparison of both speed and statistical quality with other common parallel, GPU-based PRNGs, demonstrating favourable performance o...

Accelerating Pseudo-Random Number Generator for MCNP on GPU

Science.gov (United States)

Gong, Chunye; Liu, Jie; Chi, Lihua; Hu, Qingfeng; Deng, Li; Gong, Zhenghu

2010-09-01

Pseudo-random number generators (PRNG) are intensively used in many stochastic algorithms in particle simulations, artificial neural networks and other scientific computation. The PRNG in Monte Carlo N-Particle Transport Code (MCNP) requires long period, high quality, flexible jump and fast enough. In this paper, we implement such a PRNG for MCNP on NVIDIA's GTX200 Graphics Processor Units (GPU) using CUDA programming model. Results shows that 3.80 to 8.10 times speedup are achieved compared with 4 to 6 cores CPUs and more than 679.18 million double precision random numbers can be generated per second on GPU.

A fast random number generator for the Intel Paragon supercomputer

Science.gov (United States)

Gutbrod, F.

1995-06-01

A pseudo-random number generator is presented which makes optimal use of the architecture of the i860-microprocessor and which is expected to have a very long period. It is therefore a good candidate for use on the parallel supercomputer Paragon XP. In the assembler version, it needs 6.4 cycles for a real∗4 random number. There is a FORTRAN routine which yields identical numbers up to rare and minor rounding discrepancies, and it needs 28 cycles. The FORTRAN performance on other microprocessors is somewhat better. Arguments for the quality of the generator and some numerical tests are given.

Fast Approximate Joint Diagonalization Incorporating Weight Matrices

Czech Academy of Sciences Publication Activity Database

Tichavský, Petr; Yeredor, A.

2009-01-01

Roč. 57, č. 3 (2009), s. 878-891 ISSN 1053-587X R&D Projects: GA MŠk 1M0572 Institutional research plan: CEZ:AV0Z10750506 Keywords : autoregressive processes * blind source separation * nonstationary random processes Subject RIV: BB - Applied Statistics, Operational Research Impact factor: 2.212, year: 2009 http://library.utia.cas.cz/separaty/2009/SI/tichavsky-fast approximate joint diagonalization incorporating weight matrices.pdf

More about unphysical zeroes in quark mass matrices

Energy Technology Data Exchange (ETDEWEB)

Emmanuel-Costa, David, E-mail: david.costa@tecnico.ulisboa.pt [Departamento de Física and Centro de Física Teórica de Partículas - CFTP, Instituto Superior Técnico, Universidade de Lisboa, Avenida Rovisco Pais, 1049-001 Lisboa (Portugal); González Felipe, Ricardo, E-mail: ricardo.felipe@tecnico.ulisboa.pt [Departamento de Física and Centro de Física Teórica de Partículas - CFTP, Instituto Superior Técnico, Universidade de Lisboa, Avenida Rovisco Pais, 1049-001 Lisboa (Portugal); ISEL - Instituto Superior de Engenharia de Lisboa, Instituto Politécnico de Lisboa, Rua Conselheiro Emídio Navarro, 1959-007 Lisboa (Portugal)

2017-01-10

We look for all weak bases that lead to texture zeroes in the quark mass matrices and contain a minimal number of parameters in the framework of the standard model. Since there are ten physical observables, namely, six nonvanishing quark masses, three mixing angles and one CP phase, the maximum number of texture zeroes in both quark sectors is altogether nine. The nine zero entries can only be distributed between the up- and down-quark sectors in matrix pairs with six and three texture zeroes or five and four texture zeroes. In the weak basis where a quark mass matrix is nonsingular and has six zeroes in one sector, we find that there are 54 matrices with three zeroes in the other sector, obtainable through right-handed weak basis transformations. It is also found that all pairs composed of a nonsingular matrix with five zeroes and a nonsingular and nondecoupled matrix with four zeroes simply correspond to a weak basis choice. Without any further assumptions, none of these pairs of up- and down-quark mass matrices has physical content. It is shown that all non-weak-basis pairs of quark mass matrices that contain nine zeroes are not compatible with current experimental data. The particular case of the so-called nearest-neighbour-interaction pattern is also discussed.

Post-processing Free Quantum Random Number Generator Based on Avalanche Photodiode Array

International Nuclear Information System (INIS)

Li Yang; Liao Sheng-Kai; Liang Fu-Tian; Shen Qi; Liang Hao; Peng Cheng-Zhi

2016-01-01

Quantum random number generators adopting single photon detection have been restricted due to the non-negligible dead time of avalanche photodiodes (APDs). We propose a new approach based on an APD array to improve the generation rate of random numbers significantly. This method compares the detectors' responses to consecutive optical pulses and generates the random sequence. We implement a demonstration experiment to show its simplicity, compactness and scalability. The generated numbers are proved to be unbiased, post-processing free, ready to use, and their randomness is verified by using the national institute of standard technology statistical test suite. The random bit generation efficiency is as high as 32.8% and the potential generation rate adopting the 32 × 32 APD array is up to tens of Gbits/s. (paper)

Direct generation of all-optical random numbers from optical pulse amplitude chaos.

Science.gov (United States)

Li, Pu; Wang, Yun-Cai; Wang, An-Bang; Yang, Ling-Zhen; Zhang, Ming-Jiang; Zhang, Jian-Zhong

2012-02-13

We propose and theoretically demonstrate an all-optical method for directly generating all-optical random numbers from pulse amplitude chaos produced by a mode-locked fiber ring laser. Under an appropriate pump intensity, the mode-locked laser can experience a quasi-periodic route to chaos. Such a chaos consists of a stream of pulses with a fixed repetition frequency but random intensities. In this method, we do not require sampling procedure and external triggered clocks but directly quantize the chaotic pulses stream into random number sequence via an all-optical flip-flop. Moreover, our simulation results show that the pulse amplitude chaos has no periodicity and possesses a highly symmetric distribution of amplitude. Thus, in theory, the obtained random number sequence without post-processing has a high-quality randomness verified by industry-standard statistical tests.

Development and testing of high performance pseudo random number generator for Monte Carlo simulation

International Nuclear Information System (INIS)

Chakraborty, Brahmananda

2009-01-01

Random number plays an important role in any Monte Carlo simulation. The accuracy of the results depends on the quality of the sequence of random numbers employed in the simulation. These include randomness of the random numbers, uniformity of their distribution, absence of correlation and long period. In a typical Monte Carlo simulation of particle transport in a nuclear reactor core, the history of a particle from its birth in a fission event until its death by an absorption or leakage event is tracked. The geometry of the core and the surrounding materials are exactly modeled in the simulation. To track a neutron history one needs random numbers for determining inter collision distance, nature of the collision, the direction of the scattered neutron etc. Neutrons are tracked in batches. In one batch approximately 2000-5000 neutrons are tracked. The statistical accuracy of the results of the simulation depends on the total number of particles (number of particles in one batch multiplied by the number of batches) tracked. The number of histories to be generated is usually large for a typical radiation transport problem. To track a very large number of histories one needs to generate a long sequence of independent random numbers. In other words the cycle length of the random number generator (RNG) should be more than the total number of random numbers required for simulating the given transport problem. The number of bits of the machine generally limits the cycle length. For a binary machine of p bits the maximum cycle length is 2 p . To achieve higher cycle length in the same machine one has to use either register arithmetic or bit manipulation technique

Geometric invariant theory over the real and complex numbers

CERN Document Server

Wallach, Nolan R

2017-01-01

Geometric Invariant Theory (GIT) is developed in this text within the context of algebraic geometry over the real and complex numbers. This sophisticated topic is elegantly presented with enough background theory included to make the text accessible to advanced graduate students in mathematics and physics with diverse backgrounds in algebraic and differential geometry.  Throughout the book, examples are emphasized. Exercises add to the reader’s understanding of the material; most are enhanced with hints. The exposition is divided into two parts. The first part, ‘Background Theory’, is organized as a reference for the rest of the book. It contains two chapters developing material in complex and real algebraic geometry and algebraic groups that are difficult to find in the literature. Chapter 1 emphasizes the relationship between the Zariski topology and the canonical Hausdorff topology of an algebraic variety over the complex numbers. Chapter 2 develops the interaction between Lie groups and algebraic ...

Asymptotics of eigenvalues and eigenvectors of Toeplitz matrices

Science.gov (United States)

Böttcher, A.; Bogoya, J. M.; Grudsky, S. M.; Maximenko, E. A.

2017-11-01

Analysis of the asymptotic behaviour of the spectral characteristics of Toeplitz matrices as the dimension of the matrix tends to infinity has a history of over 100 years. For instance, quite a number of versions of Szegő's theorem on the asymptotic behaviour of eigenvalues and of the so-called strong Szegő theorem on the asymptotic behaviour of the determinants of Toeplitz matrices are known. Starting in the 1950s, the asymptotics of the maximum and minimum eigenvalues were actively investigated. However, investigation of the individual asymptotics of all the eigenvalues and eigenvectors of Toeplitz matrices started only quite recently: the first papers on this subject were published in 2009-2010. A survey of this new field is presented here. Bibliography: 55 titles.

Effects of Number of Repetitions and Number of Hours of Shaping Practice during Constraint-Induced Movement Therapy: A Randomized Controlled Trial

Directory of Open Access Journals (Sweden)

Auwal Abdullahi

2018-01-01

Full Text Available Background. Constraint-induced movement therapy (CIMT is effective in improving motor outcomes after stroke. However, its existing protocols are resource-intensive and difficult to implement. The aim of this study is to design an easier CIMT protocol using number of repetitions of shaping practice. Method. The study design was randomized controlled trial. Participants within 4 weeks after stroke were recruited at Murtala Muhammad Specialist Hospital. They were randomly assigned to groups A, B, C, and D. Group A received 3 hours of traditional therapy. Groups B, C, and D received modified CIMT consisting of 3 hours of shaping practice per session, 300 repetitions of shaping practice in 3 sessions, and 600 repetitions of shaping practice in 3 sessions per day, respectively, and constraint for 90% of the waking hours. All treatment protocols were administered 5 times per week for 4 weeks. The primary outcome was measured using upper limb Fugl-Meyer assessment, while the secondary outcome was measured using motor activity log, Wolf Motor Function Test, and upper limb self-efficacy test at baseline, 2 weeks, and 4 weeks after intervention. Result. There were 48 participants 4 weeks after intervention. The result showed that there was no significant difference between groups at baseline (p>0.05. Within-group improvements attained minimal clinically important difference (MCID in modified CIMT and 300 repetitions and 600 repetitions groups. Conclusion. Number of repetitions of shaping practice significantly improved motor function, real-world arm use, and upper limb self-efficacy after stroke. Therefore, it seems to be a simple alternative for the use of number of hours. Trial Registration. This trial is registered with Pan African Clinical Trial Registry (registration number: PACTR201610001828172 (date of registration: 21/10/2016.

Limited Rationality and Its Quantification Through the Interval Number Judgments With Permutations.

Science.gov (United States)

Liu, Fang; Pedrycz, Witold; Zhang, Wei-Guo

2017-12-01

The relative importance of alternatives expressed in terms of interval numbers in the fuzzy analytic hierarchy process aims to capture the uncertainty experienced by decision makers (DMs) when making a series of comparisons. Under the assumption of full rationality, the judgements of DMs in the typical analytic hierarchy process could be consistent. However, since the uncertainty in articulating the opinions of DMs is unavoidable, the interval number judgements are associated with the limited rationality. In this paper, we investigate the concept of limited rationality by introducing interval multiplicative reciprocal comparison matrices. By analyzing the consistency of interval multiplicative reciprocal comparison matrices, it is observed that the interval number judgements are inconsistent. By considering the permutations of alternatives, the concepts of approximation-consistency and acceptable approximation-consistency of interval multiplicative reciprocal comparison matrices are proposed. The exchange method is designed to generate all the permutations. A novel method of determining the interval weight vector is proposed under the consideration of randomness in comparing alternatives, and a vector of interval weights is determined. A new algorithm of solving decision making problems with interval multiplicative reciprocal preference relations is provided. Two numerical examples are carried out to illustrate the proposed approach and offer a comparison with the methods available in the literature.

Hardware random number generator base on monostable multivibrators dedicated for distributed measurement and control systems

Science.gov (United States)

Czernik, Pawel

2013-10-01

The hardware random number generator based on the 74121 monostable multivibrators for applications in cryptographically secure distributed measurement and control systems with asymmetric resources was presented. This device was implemented on the basis of the physical electronic vibration generator in which the circuit is composed of two "loop" 74121 monostable multivibrators, D flip-flop and external clock signal source. The clock signal, witch control D flip-flop was generated by a computer on one of the parallel port pins. There was presented programmed the author's acquisition process of random data from the measuring system to a computer. The presented system was designed, builded and thoroughly tested in the term of cryptographic security in our laboratory, what there is the most important part of this publication. Real cryptographic security was tested based on the author's software and the software environment called RDieHarder. The obtained results was here presented and analyzed in detail with particular reference to the specificity of distributed measurement and control systems with asymmetric resources.

Bayesian Nonparametric Clustering for Positive Definite Matrices.

Science.gov (United States)

Cherian, Anoop; Morellas, Vassilios; Papanikolopoulos, Nikolaos

2016-05-01

Symmetric Positive Definite (SPD) matrices emerge as data descriptors in several applications of computer vision such as object tracking, texture recognition, and diffusion tensor imaging. Clustering these data matrices forms an integral part of these applications, for which soft-clustering algorithms (K-Means, expectation maximization, etc.) are generally used. As is well-known, these algorithms need the number of clusters to be specified, which is difficult when the dataset scales. To address this issue, we resort to the classical nonparametric Bayesian framework by modeling the data as a mixture model using the Dirichlet process (DP) prior. Since these matrices do not conform to the Euclidean geometry, rather belongs to a curved Riemannian manifold,existing DP models cannot be directly applied. Thus, in this paper, we propose a novel DP mixture model framework for SPD matrices. Using the log-determinant divergence as the underlying dissimilarity measure to compare these matrices, and further using the connection between this measure and the Wishart distribution, we derive a novel DPM model based on the Wishart-Inverse-Wishart conjugate pair. We apply this model to several applications in computer vision. Our experiments demonstrate that our model is scalable to the dataset size and at the same time achieves superior accuracy compared to several state-of-the-art parametric and nonparametric clustering algorithms.

Real numbers as infinite decimals and irrationality of $\\sqrt{2}$

OpenAIRE

Klazar, Martin

2009-01-01

In order to prove irrationality of \\sqrt{2} by using only decimal expansions (and not fractions), we develop in detail a model of real numbers based on infinite decimals and arithmetic operations with them.

On-Chip Neural Data Compression Based On Compressed Sensing With Sparse Sensing Matrices.

Science.gov (United States)

Zhao, Wenfeng; Sun, Biao; Wu, Tong; Yang, Zhi

2018-02-01

On-chip neural data compression is an enabling technique for wireless neural interfaces that suffer from insufficient bandwidth and power budgets to transmit the raw data. The data compression algorithm and its implementation should be power and area efficient and functionally reliable over different datasets. Compressed sensing is an emerging technique that has been applied to compress various neurophysiological data. However, the state-of-the-art compressed sensing (CS) encoders leverage random but dense binary measurement matrices, which incur substantial implementation costs on both power and area that could offset the benefits from the reduced wireless data rate. In this paper, we propose two CS encoder designs based on sparse measurement matrices that could lead to efficient hardware implementation. Specifically, two different approaches for the construction of sparse measurement matrices, i.e., the deterministic quasi-cyclic array code (QCAC) matrix and -sparse random binary matrix [-SRBM] are exploited. We demonstrate that the proposed CS encoders lead to comparable recovery performance. And efficient VLSI architecture designs are proposed for QCAC-CS and -SRBM encoders with reduced area and total power consumption.

Pólya number and first return of bursty random walk: Rigorous solutions

Science.gov (United States)

Wan, J.; Xu, X. P.

2012-03-01

The recurrence properties of random walks can be characterized by Pólya number, i.e., the probability that the walker has returned to the origin at least once. In this paper, we investigate Pólya number and first return for bursty random walk on a line, in which the walk has different step size and moving probabilities. Using the concept of the Catalan number, we obtain exact results for first return probability, the average first return time and Pólya number for the first time. We show that Pólya number displays two different functional behavior when the walk deviates from the recurrent point. By utilizing the Lagrange inversion formula, we interpret our findings by transferring Pólya number to the closed-form solutions of an inverse function. We also calculate Pólya number using another approach, which corroborates our results and conclusions. Finally, we consider the recurrence properties and Pólya number of two variations of the bursty random walk model.

High-speed true random number generation based on paired memristors for security electronics

Science.gov (United States)

Zhang, Teng; Yin, Minghui; Xu, Changmin; Lu, Xiayan; Sun, Xinhao; Yang, Yuchao; Huang, Ru

2017-11-01

True random number generator (TRNG) is a critical component in hardware security that is increasingly important in the era of mobile computing and internet of things. Here we demonstrate a TRNG using intrinsic variation of memristors as a natural source of entropy that is otherwise undesirable in most applications. The random bits were produced by cyclically switching a pair of tantalum oxide based memristors and comparing their resistance values in the off state, taking advantage of the more pronounced resistance variation compared with that in the on state. Using an alternating read scheme in the designed TRNG circuit, the unbiasedness of the random numbers was significantly improved, and the bitstream passed standard randomness tests. The Pt/TaO x /Ta memristors fabricated in this work have fast programming/erasing speeds of ˜30 ns, suggesting a high random number throughput. The approach proposed here thus holds great promise for physically-implemented random number generation.

Theory of quark mixing matrix and invariant functions of mass matrices

International Nuclear Information System (INIS)

Jarlskog, C.

1987-10-01

The outline of this talk is as follows: The origin of the quark mixing matrix. Super elementary theory of flavour projection operators. Equivalences and invariances. The commutator formalism and CP violation. CP conditions for any number of families. The 'angle' between the quark mass matrices. Application to Fritzsch and Stech matrices. References. (author)

A biclustering algorithm for binary matrices based on penalized Bernoulli likelihood

KAUST Repository

Lee, Seokho

2013-01-31

We propose a new biclustering method for binary data matrices using the maximum penalized Bernoulli likelihood estimation. Our method applies a multi-layer model defined on the logits of the success probabilities, where each layer represents a simple bicluster structure and the combination of multiple layers is able to reveal complicated, multiple biclusters. The method allows for non-pure biclusters, and can simultaneously identify the 1-prevalent blocks and 0-prevalent blocks. A computationally efficient algorithm is developed and guidelines are provided for specifying the tuning parameters, including initial values of model parameters, the number of layers, and the penalty parameters. Missing-data imputation can be handled in the EM framework. The method is tested using synthetic and real datasets and shows good performance. © 2013 Springer Science+Business Media New York.

Private random numbers produced by entangled ions and certified by Bell's theorem

Science.gov (United States)

Hayes, David; Matsukevich, Dzmitry; Maunz, Peter; Monroe, Chris; Olmschenk, Steven

2010-03-01

It has been shown that entangled particles can be used to generate numbers whose privacy and randomness are guaranteed by the violation of a Bell inequality [1,2]. The authenticity of the bit stream produced is guaranteed when the system used can close the detection loophole and when the entangled particles are non-interacting. We report the use of remotely located trapped ions with near perfect state detection efficiency as a private random number generator. By entangling the ions through photon interference and choosing the measurement settings using a pseudo-random number generator, we measure a CHSH correlation function that is more than seven standard deviations above the classical limit. With a total of 3016 events, we are able to certify the generation of 42 new random numbers with 99% confidence. [1] S. Pironio et al.(submitted to Nature, arXiv:0911.3427) [2] Colbeck, R. PhD Dissertation (2007)

Astronomical random numbers for quantum foundations experiments

Science.gov (United States)

Leung, Calvin; Brown, Amy; Nguyen, Hien; Friedman, Andrew S.; Kaiser, David I.; Gallicchio, Jason

2018-04-01

Photons from distant astronomical sources can be used as a classical source of randomness to improve fundamental tests of quantum nonlocality, wave-particle duality, and local realism through Bell's inequality and delayed-choice quantum eraser tests inspired by Wheeler's cosmic-scale Mach-Zehnder interferometer gedanken experiment. Such sources of random numbers may also be useful for information-theoretic applications such as key distribution for quantum cryptography. Building on the design of an astronomical random number generator developed for the recent cosmic Bell experiment [Handsteiner et al. Phys. Rev. Lett. 118, 060401 (2017), 10.1103/PhysRevLett.118.060401], in this paper we report on the design and characterization of a device that, with 20-nanosecond latency, outputs a bit based on whether the wavelength of an incoming photon is greater than or less than ≈700 nm. Using the one-meter telescope at the Jet Propulsion Laboratory Table Mountain Observatory, we generated random bits from astronomical photons in both color channels from 50 stars of varying color and magnitude, and from 12 quasars with redshifts up to z =3.9 . With stars, we achieved bit rates of ˜1 ×106Hz/m 2 , limited by saturation of our single-photon detectors, and with quasars of magnitudes between 12.9 and 16, we achieved rates between ˜102 and 2 ×103Hz /m2 . For bright quasars, the resulting bitstreams exhibit sufficiently low amounts of statistical predictability as quantified by the mutual information. In addition, a sufficiently high fraction of bits generated are of true astronomical origin in order to address both the locality and freedom-of-choice loopholes when used to set the measurement settings in a test of the Bell-CHSH inequality.

Conjugate gradient type methods for linear systems with complex symmetric coefficient matrices

Science.gov (United States)

Freund, Roland

1989-01-01

We consider conjugate gradient type methods for the solution of large sparse linear system Ax equals b with complex symmetric coefficient matrices A equals A(T). Such linear systems arise in important applications, such as the numerical solution of the complex Helmholtz equation. Furthermore, most complex non-Hermitian linear systems which occur in practice are actually complex symmetric. We investigate conjugate gradient type iterations which are based on a variant of the nonsymmetric Lanczos algorithm for complex symmetric matrices. We propose a new approach with iterates defined by a quasi-minimal residual property. The resulting algorithm presents several advantages over the standard biconjugate gradient method. We also include some remarks on the obvious approach to general complex linear systems by solving equivalent real linear systems for the real and imaginary parts of x. Finally, numerical experiments for linear systems arising from the complex Helmholtz equation are reported.

On some Toeplitz matrices and their inversions

Directory of Open Access Journals (Sweden)

S. Dutta

2014-10-01

Full Text Available In this article, using the difference operator B(a[m], we introduce a lower triangular Toeplitz matrix T which includes several difference matrices such as Δ(1,Δ(m,B(r,s,B(r,s,t, and B(r̃,s̃,t̃,ũ in different special cases. For any x ∈ w and m∈N0={0,1,2,…}, the difference operator B(a[m] is defined by (B(a[m]xk=ak(0xk+ak-1(1xk-1+ak-2(2xk-2+⋯+ak-m(mxk-m,(k∈N0 where a[m] = {a(0, a(1, …, a(m} and a(i = (ak(i for 0 ⩽ i ⩽ m are convergent sequences of real numbers. We use the convention that any term with negative subscript is equal to zero. The main results of this article relate to the determination and applications of the inverse of the Toeplitz matrix T.

Infinite matrices and sequence spaces

CERN Document Server

Cooke, Richard G

2014-01-01

This clear and correct summation of basic results from a specialized field focuses on the behavior of infinite matrices in general, rather than on properties of special matrices. Three introductory chapters guide students to the manipulation of infinite matrices, covering definitions and preliminary ideas, reciprocals of infinite matrices, and linear equations involving infinite matrices.From the fourth chapter onward, the author treats the application of infinite matrices to the summability of divergent sequences and series from various points of view. Topics include consistency, mutual consi

Strong disorder real-space renormalization for the many-body-localized phase of random Majorana models

Science.gov (United States)

Monthus, Cécile

2018-03-01

For the many-body-localized phase of random Majorana models, a general strong disorder real-space renormalization procedure known as RSRG-X (Pekker et al 2014 Phys. Rev. X 4 011052) is described to produce the whole set of excited states, via the iterative construction of the local integrals of motion (LIOMs). The RG rules are then explicitly derived for arbitrary quadratic Hamiltonians (free-fermions models) and for the Kitaev chain with local interactions involving even numbers of consecutive Majorana fermions. The emphasis is put on the advantages of the Majorana language over the usual quantum spin language to formulate unified RSRG-X rules.

Complex Wedge-Shaped Matrices: A Generalization of Jacobi Matrices

Czech Academy of Sciences Publication Activity Database

Hnětynková, Iveta; Plešinger, M.

2015-01-01

Roč. 487, 15 December (2015), s. 203-219 ISSN 0024-3795 R&D Projects: GA ČR GA13-06684S Keywords : eigenvalues * eigenvector * wedge-shaped matrices * generalized Jacobi matrices * band (or block) Krylov subspace methods Subject RIV: BA - General Mathematics Impact factor: 0.965, year: 2015

Random number generation based on digital differential chaos

KAUST Repository

Zidan, Mohammed A.; Radwan, Ahmed G.; Salama, Khaled N.

2012-01-01

In this paper, we present a fully digital differential chaos based random number generator. The output of the digital circuit is proved to be chaotic by calculating the output time series maximum Lyapunov exponent. We introduce a new post processing

A first-order spectral phase transition in a class of periodically modulated Hermitian Jacobi matrices

Directory of Open Access Journals (Sweden)

Irina Pchelintseva

2008-01-01

Full Text Available We consider self-adjoint unbounded Jacobi matrices with diagonal \\(q_n = b_{n}n\\ and off-diagonal entries \\(\\lambda_n = n\\, where \\(b_{n}\\ is a \\(2\\-periodical sequence of real numbers. The parameter space is decomposed into several separate regions, where the spectrum of the operator is either purely absolutely continuous or discrete. We study the situation where the spectral phase transition occurs, namely the case of \\(b_{1}b_{2} = 4\\. The main motive of the paper is the investigation of asymptotics of generalized eigenvectors of the Jacobi matrix. The pure point part of the spectrum is analyzed in detail.

Schur Complement Inequalities for Covariance Matrices and Monogamy of Quantum Correlations.

Science.gov (United States)

Lami, Ludovico; Hirche, Christoph; Adesso, Gerardo; Winter, Andreas

2016-11-25

We derive fundamental constraints for the Schur complement of positive matrices, which provide an operator strengthening to recently established information inequalities for quantum covariance matrices, including strong subadditivity. This allows us to prove general results on the monogamy of entanglement and steering quantifiers in continuous variable systems with an arbitrary number of modes per party. A powerful hierarchical relation for correlation measures based on the log-determinant of covariance matrices is further established for all Gaussian states, which has no counterpart among quantities based on the conventional von Neumann entropy.

Minimally Adhesive, Advanced Non-toxic Coatings of Dendrimeric Catalysts in Sol-Gel Matrices

Science.gov (United States)

2015-10-19

Catalysts in Sol -Gel Matrices 5a. CONTRACT NUMBER 5b. GRANT NUMBER N00014-09-1-0217 5c. PROGRAM ELEMENT NUMBER 6. AUTHOR(S) Detty, Michael R. 5d...Technical Report for ONR N00014-09-1-0217 Minimally Adhesive, Advanced Non-toxic Coatings of Dendrimeric Catalysts in Sol -Gel Matrices Michael R. Detty, PI...Environmentally benign sol -gel antifouling and foul-releasing coatings. Ace. Chem. Res. 2014, 47, 678-687. 11) Alberto, E. E.; Müller, L. M

Analysis of entropy extraction efficiencies in random number generation systems

Science.gov (United States)

Wang, Chao; Wang, Shuang; Chen, Wei; Yin, Zhen-Qiang; Han, Zheng-Fu

2016-05-01

Random numbers (RNs) have applications in many areas: lottery games, gambling, computer simulation, and, most importantly, cryptography [N. Gisin et al., Rev. Mod. Phys. 74 (2002) 145]. In cryptography theory, the theoretical security of the system calls for high quality RNs. Therefore, developing methods for producing unpredictable RNs with adequate speed is an attractive topic. Early on, despite the lack of theoretical support, pseudo RNs generated by algorithmic methods performed well and satisfied reasonable statistical requirements. However, as implemented, those pseudorandom sequences were completely determined by mathematical formulas and initial seeds, which cannot introduce extra entropy or information. In these cases, “random” bits are generated that are not at all random. Physical random number generators (RNGs), which, in contrast to algorithmic methods, are based on unpredictable physical random phenomena, have attracted considerable research interest. However, the way that we extract random bits from those physical entropy sources has a large influence on the efficiency and performance of the system. In this manuscript, we will review and discuss several randomness extraction schemes that are based on radiation or photon arrival times. We analyze the robustness, post-processing requirements and, in particular, the extraction efficiency of those methods to aid in the construction of efficient, compact and robust physical RNG systems.

Sensitive and specific detection of potentially allergenic almond (Prunus dulcis) in complex food matrices by Taqman real-time polymerase chain reaction in comparison to commercially available protein-based enzyme-linked immunosorbent assay

International Nuclear Information System (INIS)

Roeder, Martin; Vieths, Stefan; Holzhauser, Thomas

2011-01-01

Currently, causative immunotherapies are lacking in food allergy. The only option to prevent allergic reactions in susceptible individuals is to strictly avoid the offending food. Thus, reliable labelling of allergenic constituents is of major importance, but can only be achieved if appropriate specific and sensitive detection techniques for foods with allergenic potential are available. Almond is an allergenic food that requires mandatory labelling on prepackaged foods and belongs to the genus Prunus. Species of this genus are phylogenetically closely related. We observed commercially available almond specific ELISA being highly cross-reactive with other foods of the Prunoideae family, resulting in a false-positive detection of up to 500,000 mg kg -1 almond. Previously published PCR methods were reported to be cross-reactive with false positive results >1200 mg kg -1 . We describe the development of a novel almond specific real-time PCR, based on mutated mismatch primers and sequence specific Taqman probe detection, in comparison with two quantitative commercially available ELISA. PCR sensitivity was investigated with chocolate, chocolate coating and cookies spiked between 5 and 100,000 mg kg -1 almond. In all matrices almond was reproducibly detected by real-time PCR at the lowest spike level of 5 mg kg -1 . Further, between 100 and 100,000 mg kg -1 spiked almond, the method featured good correlation between quantified copy numbers and the amount of spiked almond. Within this range a similar relation between detectable signal and amount of almond was observed for both PCR and ELISA. In contrast to ELISA the Taqman real-time PCR method was highly specific in 59 food items with negligible cross-reactivity for a very limited number of Prunoideae foods. The real-time PCR analysis of 24 retail samples was in concordance with ELISA results: 21% (n = 5) contained undeclared almond. This is the first completely disclosed real-time PCR method for a specific and

Eigenvalue distribution of large random matrices

CERN Document Server

Pastur, Leonid

2011-01-01

Random matrix theory is a wide and growing field with a variety of concepts, results, and techniques and a vast range of applications in mathematics and the related sciences. The book, written by well-known experts, offers beginners a fairly balanced collection of basic facts and methods (Part 1 on classical ensembles) and presents experts with an exposition of recent advances in the subject (Parts 2 and 3 on invariant ensembles and ensembles with independent entries). The text includes many of the authors' results and methods on several main aspects of the theory, thus allowing them to present a unique and personal perspective on the subject and to cover many topics using a unified approach essentially based on the Stieltjes transform and orthogonal polynomials. The exposition is supplemented by numerous comments, remarks, and problems. This results in a book that presents a detailed and self-contained treatment of the basic random matrix ensembles and asymptotic regimes. This book will be an important refer...

On reflectionless equi-transmitting matrices

Directory of Open Access Journals (Sweden)

Pavel Kurasov

2014-01-01

Full Text Available Reflectionless equi-transmitting unitary matrices are studied in connection to matching conditions in quantum graphs. All possible such matrices of size 6 are described explicitly. It is shown that such matrices form 30 six-parameter families intersected along 12 five-parameter families closely connected to conference matrices.

Superparamagnetic perpendicular magnetic tunnel junctions for true random number generators

Science.gov (United States)

Parks, Bradley; Bapna, Mukund; Igbokwe, Julianne; Almasi, Hamid; Wang, Weigang; Majetich, Sara A.

2018-05-01

Superparamagnetic perpendicular magnetic tunnel junctions are fabricated and analyzed for use in random number generators. Time-resolved resistance measurements are used as streams of bits in statistical tests for randomness. Voltage control of the thermal stability enables tuning the average speed of random bit generation up to 70 kHz in a 60 nm diameter device. In its most efficient operating mode, the device generates random bits at an energy cost of 600 fJ/bit. A narrow range of magnetic field tunes the probability of a given state from 0 to 1, offering a means of probabilistic computing.

A pseudo-random number generator and its spectral test

International Nuclear Information System (INIS)

Wang Lai

1998-01-01

The author introduces a pseudo-random number generator and describes its algorithm and C language implementation. The performance of the generator is tested and compared with some well known LCG generators

Free random variables

CERN Document Server

Voiculescu, Dan; Nica, Alexandru

1992-01-01

This book presents the first comprehensive introduction to free probability theory, a highly noncommutative probability theory with independence based on free products instead of tensor products. Basic examples of this kind of theory are provided by convolution operators on free groups and by the asymptotic behavior of large Gaussian random matrices. The probabilistic approach to free products has led to a recent surge of new results on the von Neumann algebras of free groups. The book is ideally suited as a textbook for an advanced graduate course and could also provide material for a seminar. In addition to researchers and graduate students in mathematics, this book will be of interest to physicists and others who use random matrices.

Theoretical and experimental researches of methanol clusters in low - temperature matrices

International Nuclear Information System (INIS)

Chernolevs'ka, Je.A.; Doroshenko, Yi.Yu.; Pogorelov, V.Je.; Vas'kyivs'kij, Je.V.; Shablyinskas, V.; Balyavyichus, V.; Yasajev, O.

2015-01-01

Molecular vibrational spectra of methanol in argon and nitrogen matrices have been studied. Since methanol belongs to a class of substances with hydrogen bonds, there is a possibility of forming molecular associations and clusters with various numbers of molecules. IR spectra of methanol in Ar and N 2 matrices experimentally obtained in the temperature range from 10 to 50 K are compared with the results of computer simulation using the ab initio Car-Parrinello molecular dynamics (CPMD) method. The results obtained for small clusters in model calculations demonstrate a good correlation with experimental data for various matrices at the corresponding temperatures

The linking number and the writhe of uniform random walks and polygons in confined spaces

International Nuclear Information System (INIS)

Panagiotou, E; Lambropoulou, S; Millett, K C

2010-01-01

Random walks and polygons are used to model polymers. In this paper we consider the extension of the writhe, self-linking number and linking number to open chains. We then study the average writhe, self-linking and linking number of random walks and polygons over the space of configurations as a function of their length. We show that the mean squared linking number, the mean squared writhe and the mean squared self-linking number of oriented uniform random walks or polygons of length n, in a convex confined space, are of the form O(n 2 ). Moreover, for a fixed simple closed curve in a convex confined space, we prove that the mean absolute value of the linking number between this curve and a uniform random walk or polygon of n edges is of the form O(√n). Our numerical studies confirm those results. They also indicate that the mean absolute linking number between any two oriented uniform random walks or polygons, of n edges each, is of the form O(n). Equilateral random walks and polygons are used to model polymers in θ-conditions. We use numerical simulations to investigate how the self-linking and linking number of equilateral random walks scale with their length.

Pseudo-random-number generators and the square site percolation threshold.

Science.gov (United States)

Lee, Michael J

2008-09-01

Selected pseudo-random-number generators are applied to a Monte Carlo study of the two-dimensional square-lattice site percolation model. A generator suitable for high precision calculations is identified from an application specific test of randomness. After extended computation and analysis, an ostensibly reliable value of p_{c}=0.59274598(4) is obtained for the percolation threshold.

On the Periods of the {ranshi} Random Number Generator

Science.gov (United States)

Gutbrod, F.

The stochastic properties of the pseudo-random number generator {ranshi} are discussed, with emphasis on the average period. Within a factor 2 this turns out to be the root of the maximally possible period. The actual set of periods depends on minor details of the algorithm, and the system settles down in one of only a few different cycles. These features are in perfect agreement with absolute random motion in phase space, to the extent allowed by deterministic dynamics.

RT-Symmetric Laplace Operators on Star Graphs: Real Spectrum and Self-Adjointness

Directory of Open Access Journals (Sweden)

Maria Astudillo

2015-01-01

Full Text Available How ideas of PT-symmetric quantum mechanics can be applied to quantum graphs is analyzed, in particular to the star graph. The class of rotationally symmetric vertex conditions is analyzed. It is shown that all such conditions can effectively be described by circulant matrices: real in the case of odd number of edges and complex having particular block structure in the even case. Spectral properties of the corresponding operators are discussed.

25 CFR 547.14 - What are the minimum technical standards for electronic random number generation?

Science.gov (United States)

2010-04-01

... random number generation? 547.14 Section 547.14 Indians NATIONAL INDIAN GAMING COMMISSION, DEPARTMENT OF... CLASS II GAMES § 547.14 What are the minimum technical standards for electronic random number generation...) Unpredictability; and (3) Non-repeatability. (b) Statistical Randomness.(1) Numbers produced by an RNG shall be...

Vertex operators, semiclassical limit for soliton S-matrices and the number of bound states in Affine Toda Field Theories

International Nuclear Information System (INIS)

Kneipp, Marco A.C.

1999-10-01

Soliton time delays and the semiclassical limit for soliton S-matrices are calculated for non-simply laced Affine Toda Field Theories. The phase shift is written as a sum over bilinears on the soliton conserved charges. The results apply to any two solitons of any Affine Toda Field Theory. As a by-product, a general expression for the number of bound states and the values of the coupling in which the S-matrix can be diagonal are obtained. In order to arrive at these results, a vertex operator is constructed, in the principal gradation, for non-simply laced affine Lie algebras, extending the previous constructions for simply laced and twisted affine Lie algebras. (author)

Diagonalization of replicated transfer matrices for disordered Ising spin systems

International Nuclear Information System (INIS)

Nikoletopoulos, T; Coolen, A C C

2004-01-01

We present an alternative procedure for solving the eigenvalue problem of replicated transfer matrices describing disordered spin systems with (random) 1D nearest neighbour bonds and/or random fields, possibly in combination with (random) long range bonds. Our method is based on transforming the original eigenvalue problem for a 2 n x 2 n matrix (where n → 0) into an eigenvalue problem for integral operators. We first develop our formalism for the Ising chain with random bonds and fields, where we recover known results. We then apply our methods to models of spins which interact simultaneously via a one-dimensional ring and via more complex long-range connectivity structures, e.g., (1 + ∞)-dimensional neural networks and 'small-world' magnets. Numerical simulations confirm our predictions satisfactorily

Problems with the random number generator RANF implemented on the CDC cyber 205

Science.gov (United States)

Kalle, Claus; Wansleben, Stephan

1984-10-01

We show that using RANF may lead to wrong results when lattice models are simulated by Monte Carlo methods. We present a shift-register sequence random number generator which generates two random numbers per cycle on a two pipe CDC Cyber 205.

Building Kindergartners' Number Sense: A Randomized Controlled Study.

Science.gov (United States)

Jordan, Nancy C; Glutting, Joseph; Dyson, Nancy; Hassinger-Das, Brenna; Irwin, Casey

2012-08-01

Math achievement in elementary school is mediated by performance and growth in number sense during kindergarten. The aim of the present study was to test the effectiveness of a targeted small group number sense intervention for high-risk kindergartners from low-income communities. Children were randomly assigned to one of three groups ( n = 44 in each group): a number sense intervention group, a language intervention group, or a business as usual control group. Accounting for initial skill level in mathematical knowledge, children who received the number sense intervention performed better than controls at immediate post test, with meaningful effects on measures of number competencies and general math achievement. Many of the effects held eight weeks after the intervention was completed, suggesting that children internalized what they had learned. There were no differences between the language and control groups on any math-related measures.

Amino acid size, charge, hydropathy indices and matrices for protein structure analysis

Directory of Open Access Journals (Sweden)

Biro JC

2006-03-01

Full Text Available Abstract Background Prediction of protein folding and specific interactions from only the sequence (ab initio is a major challenge in bioinformatics. It is believed that such prediction will prove possible if Anfinsen's thermodynamic principle is correct for all kinds of proteins, and all the information necessary to form a concrete 3D structure is indeed present in the sequence. Results We indexed the 200 possible amino acid pairs for their compatibility regarding the three major physicochemical properties – size, charge and hydrophobicity – and constructed Size, Charge and Hydropathy Compatibility Indices and Matrices (SCI & SCM, CCI & CCM, and HCI & HCM. Each index characterized the expected strength of interaction (compatibility of two amino acids by numbers from 1 (not compatible to 20 (highly compatible. We found statistically significant positive correlations between these indices and the propensity for amino acid co-locations in real protein structures (a sample containing total 34630 co-locations in 80 different protein structures: for HCI: p We tried to predict or reconstruct simple 2D representations of 3D structures from the sequence using these matrices by applying a dot plot-like method. The location and pattern of the most compatible subsequences was very similar or identical when the three fundamentally different matrices were used, which indicates the consistency of physicochemical compatibility. However, it was not sufficient to choose one preferred configuration between the many possible predicted options. Conclusion Indexing of amino acids for major physico-chemical properties is a powerful approach to understanding and assisting protein design. However, it is probably insufficient itself for complete ab initio structure prediction.

Quantum random number generator based on quantum tunneling effect

OpenAIRE

Zhou, Haihan; Li, Junlin; Pan, Dong; Zhang, Weixing; Long, Guilu

2017-01-01

In this paper, we proposed an experimental implementation of quantum random number generator(QRNG) with inherent randomness of quantum tunneling effect of electrons. We exploited InGaAs/InP diodes, whose valance band and conduction band shared a quasi-constant energy barrier. We applied a bias voltage on the InGaAs/InP avalanche diode, which made the diode works under Geiger mode, and triggered the tunneling events with a periodic pulse. Finally, after data collection and post-processing, our...

Percolation in real multiplex networks

Science.gov (United States)

Bianconi, Ginestra; Radicchi, Filippo

2016-12-01

We present an exact mathematical framework able to describe site-percolation transitions in real multiplex networks. Specifically, we consider the average percolation diagram valid over an infinite number of random configurations where nodes are present in the system with given probability. The approach relies on the locally treelike ansatz, so that it is expected to accurately reproduce the true percolation diagram of sparse multiplex networks with negligible number of short loops. The performance of our theory is tested in social, biological, and transportation multiplex graphs. When compared against previously introduced methods, we observe improvements in the prediction of the percolation diagrams in all networks analyzed. Results from our method confirm previous claims about the robustness of real multiplex networks, in the sense that the average connectedness of the system does not exhibit any significant abrupt change as its individual components are randomly destroyed.

An empirical test of pseudo random number generators by means of an exponential decaying process

International Nuclear Information System (INIS)

Coronel B, H.F.; Hernandez M, A.R.; Jimenez M, M.A.; Mora F, L.E.

2007-01-01

Empirical tests for pseudo random 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 pseudo random number generators is presented. The method is illustrated in the context of the so-called exponential decay process, using some pseudo random number generators commonly used in physics. (Author)

Hardware implementation of a GFSR pseudo-random number generator

Science.gov (United States)

Aiello, G. R.; Budinich, M.; Milotti, E.

1989-12-01

We describe the hardware implementation of a pseudo-random number generator of the "Generalized Feedback Shift Register" (GFSR) type. After brief theoretical considerations we describe two versions of the hardware, the tests done and the performances achieved.

Size-resolved particle number emission patterns under real-world driving conditions using positive matrix factorization.

Science.gov (United States)

Domínguez-Sáez, Aida; Viana, Mar; Barrios, Carmen C; Rubio, Jose R; Amato, Fulvio; Pujadas, Manuel; Querol, Xavier

2012-10-16

A novel on-board system was tested to characterize size-resolved particle number emission patterns under real-world driving conditions, running in a EURO4 diesel vehicle and in a typical urban circuit in Madrid (Spain). Emission profiles were determined as a function of driving conditions. Source apportionment by Positive Matrix Factorization (PMF) was carried out to interpret the real-world driving conditions. Three emission patterns were identified: (F1) cruise conditions, with medium-high speeds, contributing in this circuit with 60% of total particle number and a particle size distribution dominated by particles >52 nm and around 60 nm; (F2) transient conditions, stop-and-go conditions at medium-high speed, contributing with 25% of the particle number and mainly emitting particles in the nucleation mode; and (F3) creep-idle conditions, representing traffic congestion and frequent idling periods, contributing with 14% to the total particle number and with particles in the nucleation mode (emissions depending on particle size and driving conditions. Differences between real-world emission patterns and regulatory cycles (NEDC) are also presented, which evidence that detecting particle number emissions real-world driving conditions.

Some Double Sequence Spaces of Fuzzy Real Numbers of Paranormed Type

Directory of Open Access Journals (Sweden)

Bipul Sarma

2013-01-01

Full Text Available We study different properties of convergent, null, and bounded double sequence spaces of fuzzy real numbers like completeness, solidness, sequence algebra, symmetricity, convergence-free, and so forth. We prove some inclusion results too.

An investigation of the uniform random number generator

Science.gov (United States)

Temple, E. C.

1982-01-01

Most random number generators that are in use today are of the congruential form X(i+1) + AX(i) + C mod M where A, C, and M are nonnegative integers. If C=O, the generator is called the multiplicative type and those for which C/O are called mixed congruential generators. It is easy to see that congruential generators will repeat a sequence of numbers after a maximum of M values have been generated. The number of numbers that a procedure generates before restarting the sequence is called the length or the period of the generator. Generally, it is desirable to make the period as long as possible. A detailed discussion of congruential generators is given. Also, several promising procedures that differ from the multiplicative and mixed procedure are discussed.

The construction of next-generation matrices for compartmental epidemic models.

Science.gov (United States)

Diekmann, O; Heesterbeek, J A P; Roberts, M G

2010-06-06

The basic reproduction number (0) is arguably the most important quantity in infectious disease epidemiology. The next-generation matrix (NGM) is the natural basis for the definition and calculation of (0) where finitely many different categories of individuals are recognized. We clear up confusion that has been around in the literature concerning the construction of this matrix, specifically for the most frequently used so-called compartmental models. We present a detailed easy recipe for the construction of the NGM from basic ingredients derived directly from the specifications of the model. We show that two related matrices exist which we define to be the NGM with large domain and the NGM with small domain. The three matrices together reflect the range of possibilities encountered in the literature for the characterization of (0). We show how they are connected and how their construction follows from the basic model ingredients, and establish that they have the same non-zero eigenvalues, the largest of which is the basic reproduction number (0). Although we present formal recipes based on linear algebra, we encourage the construction of the NGM by way of direct epidemiological reasoning, using the clear interpretation of the elements of the NGM and of the model ingredients. We present a selection of examples as a practical guide to our methods. In the appendix we present an elementary but complete proof that (0) defined as the dominant eigenvalue of the NGM for compartmental systems and the Malthusian parameter r, the real-time exponential growth rate in the early phase of an outbreak, are connected by the properties that (0) > 1 if and only if r > 0, and (0) = 1 if and only if r = 0.

Raven's matrices and working memory: a dual-task approach.

Science.gov (United States)

Rao, K Venkata; Baddeley, Alan

2013-01-01

Raven's Matrices Test was developed as a "pure" measure of Spearman's concept of general intelligence, g. Subsequent research has attempted to specify the processes underpinning performance, some relating it to the concept of working memory and proposing a crucial role for the central executive, with the nature of other components currently unclear. Up to this point, virtually all work has been based on correlational analysis of number of correct solutions, sometimes related to possible strategies. We explore the application to this problem of the concurrent task methodology used widely in developing the concept of multicomponent working memory. Participants attempted to solve problems from the matrices under baseline conditions, or accompanied by backward counting or verbal repetition tasks, assumed to disrupt the central executive and phonological loop components of working memory, respectively. As in other uses of this method, number of items correct showed little effect, while solution time measures gave very clear evidence of an important role for the central executive, but no evidence for phonological loop involvement. We conclude that this and related concurrent task techniques hold considerable promise for the analysis of Raven's matrices and potentially for other established psychometric tests.

Using pseudo-random number generator for making iterative algorithms of hashing data

International Nuclear Information System (INIS)

Ivanov, M.A.; Vasil'ev, N.P.; Kozyrskij, B.L.

2014-01-01

The method of stochastic data transformation made for usage in cryptographic methods of information protection has been analyzed. The authors prove the usage of cryptographically strong pseudo-random number generators as a basis for Sponge construction. This means that the analysis of the quality of the known methods and tools for assessing the statistical security of pseudo-random number generators can be used effectively [ru

Ultrafast quantum random number generation based on quantum phase fluctuations.

Science.gov (United States)

Xu, Feihu; Qi, Bing; Ma, Xiongfeng; Xu, He; Zheng, Haoxuan; Lo, Hoi-Kwong

2012-05-21

A quantum random number generator (QRNG) can generate true randomness by exploiting the fundamental indeterminism of quantum mechanics. Most approaches to QRNG employ single-photon detection technologies and are limited in speed. Here, we experimentally demonstrate an ultrafast QRNG at a rate over 6 Gbits/s based on the quantum phase fluctuations of a laser operating near threshold. Moreover, we consider a potential adversary who has partial knowledge on the raw data and discuss how one can rigorously remove such partial knowledge with postprocessing. We quantify the quantum randomness through min-entropy by modeling our system and employ two randomness extractors--Trevisan's extractor and Toeplitz-hashing--to distill the randomness, which is information-theoretically provable. The simplicity and high-speed of our experimental setup show the feasibility of a robust, low-cost, high-speed QRNG.

Cellular Automata-Based Parallel Random Number Generators Using FPGAs

Directory of Open Access Journals (Sweden)

David H. K. Hoe

2012-01-01

Full Text Available Cellular computing represents a new paradigm for implementing high-speed massively parallel machines. Cellular automata (CA, which consist of an array of locally connected processing elements, are a basic form of a cellular-based architecture. The use of field programmable gate arrays (FPGAs for implementing CA accelerators has shown promising results. This paper investigates the design of CA-based pseudo-random number generators (PRNGs using an FPGA platform. To improve the quality of the random numbers that are generated, the basic CA structure is enhanced in two ways. First, the addition of a superrule to each CA cell is considered. The resulting self-programmable CA (SPCA uses the superrule to determine when to make a dynamic rule change in each CA cell. The superrule takes its inputs from neighboring cells and can be considered itself a second CA working in parallel with the main CA. When implemented on an FPGA, the use of lookup tables in each logic cell removes any restrictions on how the super-rules should be defined. Second, a hybrid configuration is formed by combining a CA with a linear feedback shift register (LFSR. This is advantageous for FPGA designs due to the compactness of the LFSR implementations. A standard software package for statistically evaluating the quality of random number sequences known as Diehard is used to validate the results. Both the SPCA and the hybrid CA/LFSR were found to pass all the Diehard tests.

Networks of VTA Neurons Encode Real-Time Information about Uncertain Numbers of Actions Executed to Earn a Reward

Directory of Open Access Journals (Sweden)

Jesse Wood

2017-08-01

Full Text Available Multiple and unpredictable numbers of actions are often required to achieve a goal. In order to organize behavior and allocate effort so that optimal behavioral policies can be selected, it is necessary to continually monitor ongoing actions. Real-time processing of information related to actions and outcomes is typically assigned to the prefrontal cortex and basal ganglia, but also depends on midbrain regions, especially the ventral tegmental area (VTA. We were interested in how individual VTA neurons, as well as networks within the VTA, encode salient events when an unpredictable number of serial actions are required to obtain a reward. We recorded from ensembles of putative dopamine and non-dopamine neurons in the VTA as animals performed multiple cued trials in a recording session where, in each trial, serial actions were randomly rewarded. While averaging population activity did not reveal a response pattern, we observed that different neurons were selectively tuned to low, medium, or high numbered actions in a trial. This preferential tuning of putative dopamine and non-dopamine VTA neurons to different subsets of actions in a trial allowed information about binned action number to be decoded from the ensemble activity. At the network level, tuning curve similarity was positively associated with action-evoked noise correlations, suggesting that action number selectivity reflects functional connectivity within these networks. Analysis of phasic responses to cue and reward revealed that the requirement to execute multiple and uncertain numbers of actions weakens both cue-evoked responses and cue-reward response correlation. The functional connectivity and ensemble coding scheme that we observe here may allow VTA neurons to cooperatively provide a real-time account of ongoing behavior. These computations may be critical to cognitive and motivational functions that have long been associated with VTA dopamine neurons.

Building Kindergartners’ Number Sense: A Randomized Controlled Study

Science.gov (United States)

Jordan, Nancy C.; Glutting, Joseph; Dyson, Nancy; Hassinger-Das, Brenna; Irwin, Casey

2015-01-01

Math achievement in elementary school is mediated by performance and growth in number sense during kindergarten. The aim of the present study was to test the effectiveness of a targeted small group number sense intervention for high-risk kindergartners from low-income communities. Children were randomly assigned to one of three groups (n = 44 in each group): a number sense intervention group, a language intervention group, or a business as usual control group. Accounting for initial skill level in mathematical knowledge, children who received the number sense intervention performed better than controls at immediate post test, with meaningful effects on measures of number competencies and general math achievement. Many of the effects held eight weeks after the intervention was completed, suggesting that children internalized what they had learned. There were no differences between the language and control groups on any math-related measures. PMID:25866417

Evolutionary formalism from random Leslie matrices in biology

International Nuclear Information System (INIS)

Caceres, M.O.; Caceres-Saez, I.

2008-07-01

We present a perturbative formalism to deal with linear random matrix difference equations. We generalize the concept of the population growth rate when a Leslie matrix has random elements (i.e., characterizing the disorder in the vital parameters). The dominant eigenvalue of which defines the asymptotic dynamics of the mean value population vector state, is presented as the effective growth rate of a random Leslie model. This eigenvalue is calculated from the largest positive root of a secular polynomial. Analytical (exact and perturbative calculations) results are presented for several models of disorder. A 3 x 3 numerical example is applied to study the effective growth rate characterizing the long-time dynamics of a population biological case: the Tursiops sp. (author)

DYNAMIC STRAIN MAPPING AND REAL-TIME DAMAGE STATE ESTIMATION UNDER BIAXIAL RANDOM FATIGUE LOADING

Data.gov (United States)

National Aeronautics and Space Administration — DYNAMIC STRAIN MAPPING AND REAL-TIME DAMAGE STATE ESTIMATION UNDER BIAXIAL RANDOM FATIGUE LOADING SUBHASISH MOHANTY*, ADITI CHATTOPADHYAY, JOHN N. RAJADAS, AND CLYDE...

On the number of spanning trees in random regular graphs

DEFF Research Database (Denmark)

Greenhill, Catherine; Kwan, Matthew; Wind, David Kofoed

2014-01-01

Let d >= 3 be a fixed integer. We give an asympotic formula for the expected number of spanning trees in a uniformly random d-regular graph with n vertices. (The asymptotics are as n -> infinity, restricted to even n if d is odd.) We also obtain the asymptotic distribution of the number of spanning...

Ultrafast Screening and Quantitation of Pesticides in Food and Environmental Matrices by Solid-Phase Microextraction-Transmission Mode (SPME-TM) and Direct Analysis in Real Time (DART).

Science.gov (United States)

Gómez-Ríos, Germán Augusto; Gionfriddo, Emanuela; Poole, Justen; Pawliszyn, Janusz

2017-07-05

The direct interface of microextraction technologies to mass spectrometry (MS) has unquestionably revolutionized the speed and efficacy at which complex matrices are analyzed. Solid Phase Micro Extraction-Transmission Mode (SPME-TM) is a technology conceived as an effective synergy between sample preparation and ambient ionization. Succinctly, the device consists of a mesh coated with polymeric particles that extracts analytes of interest present in a given sample matrix. This coated mesh acts as a transmission-mode substrate for Direct Analysis in Real Time (DART), allowing for rapid and efficient thermal desorption/ionization of analytes previously concentrated on the coating, and dramatically lowering the limits of detection attained by sole DART analysis. In this study, we present SPME-TM as a novel tool for the ultrafast enrichment of pesticides present in food and environmental matrices and their quantitative determination by MS via DART ionization. Limits of quantitation in the subnanogram per milliliter range can be attained, while total analysis time does not exceed 2 min per sample. In addition to target information obtained via tandem MS, retrospective studies of the same sample via high-resolution mass spectrometry (HRMS) were accomplished by thermally desorbing a different segment of the microextraction device.

On Random Numbers and Design

Science.gov (United States)

Ben-Ari, Morechai

2004-01-01

The term "random" is frequently used in discussion of the theory of evolution, even though the mathematical concept of randomness is problematic and of little relevance in the theory. Therefore, since the core concept of the theory of evolution is the non-random process of natural selection, the term random should not be used in teaching the…

Double stochastic matrices in quantum mechanics

International Nuclear Information System (INIS)

Louck, J.D.

1997-01-01

The general set of doubly stochastic matrices of order n corresponding to ordinary nonrelativistic quantum mechanical transition probability matrices is given. Lande's discussion of the nonquantal origin of such matrices is noted. Several concrete examples are presented for elementary and composite angular momentum systems with the focus on the unitary symmetry associated with such systems in the spirit of the recent work of Bohr and Ulfbeck. Birkhoff's theorem on doubly stochastic matrices of order n is reformulated in a geometrical language suitable for application to the subset of quantum mechanical doubly stochastic matrices. Specifically, it is shown that the set of points on the unit sphere in cartesian n'-space is subjective with the set of doubly stochastic matrices of order n. The question is raised, but not answered, as to what is the subset of points of this unit sphere that correspond to the quantum mechanical transition probability matrices, and what is the symmetry group of this subset of matrices

Random matrices and chaos in nuclear physics: Nuclear structure

International Nuclear Information System (INIS)

Weidenmueller, H. A.; Mitchell, G. E.

2009-01-01

Evidence for the applicability of random-matrix theory to nuclear spectra is reviewed. In analogy to systems with few degrees of freedom, one speaks of chaos (more accurately, quantum chaos) in nuclei whenever random-matrix predictions are fulfilled. An introduction into the basic concepts of random-matrix theory is followed by a survey over the extant experimental information on spectral fluctuations, including a discussion of the violation of a symmetry or invariance property. Chaos in nuclear models is discussed for the spherical shell model, for the deformed shell model, and for the interacting boson model. Evidence for chaos also comes from random-matrix ensembles patterned after the shell model such as the embedded two-body ensemble, the two-body random ensemble, and the constrained ensembles. All this evidence points to the fact that chaos is a generic property of nuclear spectra, except for the ground-state regions of strongly deformed nuclei.

Quantitative mass spectrometry of unconventional human biological matrices

Science.gov (United States)

Dutkiewicz, Ewelina P.; Urban, Pawel L.

2016-10-01

The development of sensitive and versatile mass spectrometric methodology has fuelled interest in the analysis of metabolites and drugs in unconventional biological specimens. Here, we discuss the analysis of eight human matrices-hair, nail, breath, saliva, tears, meibum, nasal mucus and skin excretions (including sweat)-by mass spectrometry (MS). The use of such specimens brings a number of advantages, the most important being non-invasive sampling, the limited risk of adulteration and the ability to obtain information that complements blood and urine tests. The most often studied matrices are hair, breath and saliva. This review primarily focuses on endogenous (e.g. potential biomarkers, hormones) and exogenous (e.g. drugs, environmental contaminants) small molecules. The majority of analytical methods used chromatographic separation prior to MS; however, such a hyphenated methodology greatly limits analytical throughput. On the other hand, the mass spectrometric methods that exclude chromatographic separation are fast but suffer from matrix interferences. To enable development of quantitative assays for unconventional matrices, it is desirable to standardize the protocols for the analysis of each specimen and create appropriate certified reference materials. Overcoming these challenges will make analysis of unconventional human biological matrices more common in a clinical setting. This article is part of the themed issue 'Quantitative mass spectrometry'.

On the number of subgraphs of the Barabasi-Albert random graph

Energy Technology Data Exchange (ETDEWEB)

Ryabchenko, Aleksandr A; Samosvat, Egor A [Moscow Institute of Physics and Technology (State University), Dolgoprudnyi, Moscow Region, Russian Frderation (Russian Federation)

2012-06-30

We study a model of a random graph of the type of the Barabasi-Albert preferential attachment model. We develop a technique that makes it possible to estimate the mathematical expectation for a fairly wide class of random variables in the model under consideration. We use this technique to prove a theorem on the asymptotics of the mathematical expectation of the number of subgraphs isomorphic to a certain fixed graph in the random graphs of this model.

Matrices and linear transformations

CERN Document Server

Cullen, Charles G

1990-01-01

""Comprehensive . . . an excellent introduction to the subject."" - Electronic Engineer's Design Magazine.This introductory textbook, aimed at sophomore- and junior-level undergraduates in mathematics, engineering, and the physical sciences, offers a smooth, in-depth treatment of linear algebra and matrix theory. The major objects of study are matrices over an arbitrary field. Contents include Matrices and Linear Systems; Vector Spaces; Determinants; Linear Transformations; Similarity: Part I and Part II; Polynomials and Polynomial Matrices; Matrix Analysis; and Numerical Methods. The first

An On-Demand Optical Quantum Random Number Generator with In-Future Action and Ultra-Fast Response.

Science.gov (United States)

Stipčević, Mario; Ursin, Rupert

2015-06-09

Random numbers are essential for our modern information based society e.g. in cryptography. Unlike frequently used pseudo-random generators, physical random number generators do not depend on complex algorithms but rather on a physical process to provide true randomness. Quantum random number generators (QRNG) do rely on a process, which can be described by a probabilistic theory only, even in principle. Here we present a conceptually simple implementation, which offers a 100% efficiency of producing a random bit upon a request and simultaneously exhibits an ultra low latency. A careful technical and statistical analysis demonstrates its robustness against imperfections of the actual implemented technology and enables to quickly estimate randomness of very long sequences. Generated random numbers pass standard statistical tests without any post-processing. The setup described, as well as the theory presented here, demonstrate the maturity and overall understanding of the technology.

Sensitive and specific detection of potentially allergenic almond (Prunus dulcis) in complex food matrices by Taqman real-time polymerase chain reaction in comparison to commercially available protein-based enzyme-linked immunosorbent assay

Energy Technology Data Exchange (ETDEWEB)

Roeder, Martin; Vieths, Stefan [Division of Allergology, Paul-Ehrlich-Institut, Paul-Ehrlich-Strasse 51-59, 63225 Langen (Germany); Holzhauser, Thomas, E-mail: holth@pei.de [Division of Allergology, Paul-Ehrlich-Institut, Paul-Ehrlich-Strasse 51-59, 63225 Langen (Germany)

2011-01-24

Currently, causative immunotherapies are lacking in food allergy. The only option to prevent allergic reactions in susceptible individuals is to strictly avoid the offending food. Thus, reliable labelling of allergenic constituents is of major importance, but can only be achieved if appropriate specific and sensitive detection techniques for foods with allergenic potential are available. Almond is an allergenic food that requires mandatory labelling on prepackaged foods and belongs to the genus Prunus. Species of this genus are phylogenetically closely related. We observed commercially available almond specific ELISA being highly cross-reactive with other foods of the Prunoideae family, resulting in a false-positive detection of up to 500,000 mg kg{sup -1} almond. Previously published PCR methods were reported to be cross-reactive with false positive results >1200 mg kg{sup -1}. We describe the development of a novel almond specific real-time PCR, based on mutated mismatch primers and sequence specific Taqman probe detection, in comparison with two quantitative commercially available ELISA. PCR sensitivity was investigated with chocolate, chocolate coating and cookies spiked between 5 and 100,000 mg kg{sup -1} almond. In all matrices almond was reproducibly detected by real-time PCR at the lowest spike level of 5 mg kg{sup -1}. Further, between 100 and 100,000 mg kg{sup -1} spiked almond, the method featured good correlation between quantified copy numbers and the amount of spiked almond. Within this range a similar relation between detectable signal and amount of almond was observed for both PCR and ELISA. In contrast to ELISA the Taqman real-time PCR method was highly specific in 59 food items with negligible cross-reactivity for a very limited number of Prunoideae foods. The real-time PCR analysis of 24 retail samples was in concordance with ELISA results: 21% (n = 5) contained undeclared almond. This is the first completely disclosed real-time PCR method for a

Raney Distributions and Random Matrix Theory

Science.gov (United States)

Forrester, Peter J.; Liu, Dang-Zheng

2015-03-01

Recent works have shown that the family of probability distributions with moments given by the Fuss-Catalan numbers permit a simple parameterized form for their density. We extend this result to the Raney distribution which by definition has its moments given by a generalization of the Fuss-Catalan numbers. Such computations begin with an algebraic equation satisfied by the Stieltjes transform, which we show can be derived from the linear differential equation satisfied by the characteristic polynomial of random matrix realizations of the Raney distribution. For the Fuss-Catalan distribution, an equilibrium problem characterizing the density is identified. The Stieltjes transform for the limiting spectral density of the singular values squared of the matrix product formed from inverse standard Gaussian matrices, and standard Gaussian matrices, is shown to satisfy a variant of the algebraic equation relating to the Raney distribution. Supported on , we show that it too permits a simple functional form upon the introduction of an appropriate choice of parameterization. As an application, the leading asymptotic form of the density as the endpoints of the support are approached is computed, and is shown to have some universal features.

Universality in chaos: Lyapunov spectrum and random matrix theory.

Science.gov (United States)

Hanada, Masanori; Shimada, Hidehiko; Tezuka, Masaki

2018-02-01

We propose the existence of a new universality in classical chaotic systems when the number of degrees of freedom is large: the statistical property of the Lyapunov spectrum is described by random matrix theory. We demonstrate it by studying the finite-time Lyapunov exponents of the matrix model of a stringy black hole and the mass-deformed models. The massless limit, which has a dual string theory interpretation, is special in that the universal behavior can be seen already at t=0, while in other cases it sets in at late time. The same pattern is demonstrated also in the product of random matrices.

Universality in chaos: Lyapunov spectrum and random matrix theory

Science.gov (United States)

Hanada, Masanori; Shimada, Hidehiko; Tezuka, Masaki

2018-02-01

We propose the existence of a new universality in classical chaotic systems when the number of degrees of freedom is large: the statistical property of the Lyapunov spectrum is described by random matrix theory. We demonstrate it by studying the finite-time Lyapunov exponents of the matrix model of a stringy black hole and the mass-deformed models. The massless limit, which has a dual string theory interpretation, is special in that the universal behavior can be seen already at t =0 , while in other cases it sets in at late time. The same pattern is demonstrated also in the product of random matrices.

Lambda-matrices and vibrating systems

CERN Document Server

Lancaster, Peter; Stark, M; Kahane, J P

1966-01-01

Lambda-Matrices and Vibrating Systems presents aspects and solutions to problems concerned with linear vibrating systems with a finite degrees of freedom and the theory of matrices. The book discusses some parts of the theory of matrices that will account for the solutions of the problems. The text starts with an outline of matrix theory, and some theorems are proved. The Jordan canonical form is also applied to understand the structure of square matrices. Classical theorems are discussed further by applying the Jordan canonical form, the Rayleigh quotient, and simple matrix pencils with late

A Workshop on Algebraic Design Theory and Hadamard Matrices

CERN Document Server

2015-01-01

This volume develops the depth and breadth of the mathematics underlying the construction and analysis of Hadamard matrices and their use in the construction of combinatorial designs. At the same time, it pursues current research in their numerous applications in security and cryptography, quantum information, and communications. Bridges among diverse mathematical threads and extensive applications make this an invaluable source for understanding both the current state of the art and future directions. The existence of Hadamard matrices remains one of the most challenging open questions in combinatorics. Substantial progress on their existence has resulted from advances in algebraic design theory using deep connections with linear algebra, abstract algebra, finite geometry, number theory, and combinatorics. Hadamard matrices arise in a very diverse set of applications. Starting with applications in experimental design theory and the theory of error-correcting codes, they have found unexpected and important ap...

On the limiting characteristics of quantum random number generators at various clusterings of photocounts

Science.gov (United States)

Molotkov, S. N.

2017-03-01

Various methods for the clustering of photocounts constituting a sequence of random numbers are considered. It is shown that the clustering of photocounts resulting in the Fermi-Dirac distribution makes it possible to achieve the theoretical limit of the random number generation rate.

Manin matrices and Talalaev's formula

International Nuclear Information System (INIS)

Chervov, A; Falqui, G

2008-01-01

In this paper we study properties of Lax and transfer matrices associated with quantum integrable systems. Our point of view stems from the fact that their elements satisfy special commutation properties, considered by Yu I Manin some 20 years ago at the beginning of quantum group theory. These are the commutation properties of matrix elements of linear homomorphisms between polynomial rings; more explicitly these read: (1) elements of the same column commute; (2) commutators of the cross terms are equal: [M ij , M kl ] [M kj , M il ] (e.g. [M 11 , M 22 ] = [M 21 , M 12 ]). The main aim of this paper is twofold: on the one hand we observe and prove that such matrices (which we call Manin matrices in short) behave almost as well as matrices with commutative elements. Namely, the theorems of linear algebra (e.g., a natural definition of the determinant, the Cayley-Hamilton theorem, the Newton identities and so on and so forth) have a straightforward counterpart in the case of Manin matrices. On the other hand, we remark that such matrices are somewhat ubiquitous in the theory of quantum integrability. For instance, Manin matrices (and their q-analogs) include matrices satisfying the Yang-Baxter relation 'RTT=TTR' and the so-called Cartier-Foata matrices. Also, they enter Talalaev's remarkable formulae: det(∂ z -L gaudin (z)), det(1-e -∂z T Yangian (z)) for the 'quantum spectral curve', and appear in the separation of variables problem and Capelli identities. We show that theorems of linear algebra, after being established for such matrices, have various applications to quantum integrable systems and Lie algebras, e.g. in the construction of new generators in Z(U crit (gl-hat n )) (and, in general, in the construction of quantum conservation laws), in the Knizhnik-Zamolodchikov equation, and in the problem of Wick ordering. We propose, in the appendix, a construction of quantum separated variables for the XXX-Heisenberg system

Introduction into Hierarchical Matrices

KAUST Repository

Litvinenko, Alexander

2013-01-01

Hierarchical matrices allow us to reduce computational storage and cost from cubic to almost linear. This technique can be applied for solving PDEs, integral equations, matrix equations and approximation of large covariance and precision matrices.

Introduction into Hierarchical Matrices

KAUST Repository

Litvinenko, Alexander

2013-12-05

Hierarchical matrices allow us to reduce computational storage and cost from cubic to almost linear. This technique can be applied for solving PDEs, integral equations, matrix equations and approximation of large covariance and precision matrices.

Raw and Central Moments of Binomial Random Variables via Stirling Numbers

Science.gov (United States)

Griffiths, Martin

2013-01-01

We consider here the problem of calculating the moments of binomial random variables. It is shown how formulae for both the raw and the central moments of such random variables may be obtained in a recursive manner utilizing Stirling numbers of the first kind. Suggestions are also provided as to how students might be encouraged to explore this…

Model-independent analysis with BPM correlation matrices

International Nuclear Information System (INIS)

Irwin, J.; Wang, C.X.; Yan, Y.T.; Bane, K.; Cai, Y.; Decker, F.; Minty, M.; Stupakov, G.; Zimmermann, F.

1998-06-01

The authors discuss techniques for Model-Independent Analysis (MIA) of a beamline using correlation matrices of physical variables and Singular Value Decomposition (SVD) of a beamline BPM matrix. The beamline matrix is formed from BPM readings for a large number of pulses. The method has been applied to the Linear Accelerator of the SLAC Linear Collider (SLC)

40 CFR 761.308 - Sample selection by random number generation on any two-dimensional square grid.

Science.gov (United States)

2010-07-01

... 40 Protection of Environment 30 2010-07-01 2010-07-01 false Sample selection by random number... § 761.79(b)(3) § 761.308 Sample selection by random number generation on any two-dimensional square... area created in accordance with paragraph (a) of this section, select two random numbers: one each for...

True random number generation from mobile telephone photo based on chaotic cryptography

International Nuclear Information System (INIS)

Zhao Liang; Liao Xiaofeng; Xiao Di; Xiang Tao; Zhou Qing; Duan Shukai

2009-01-01

A cheap, convenient and universal TRNG based on mobile telephone photo for producing random bit sequence is proposed. To settle the problem of sequential pixels and comparability, three chaos-based approaches are applied to post-process the generated binary image. The random numbers produced by three users are tested using US NIST RNG statistical test software. The experimental results indicate that the Arnold cat map is the fastest way to generate a random bit sequence and can be accepted on general PC. The 'MASK' algorithm also performs well. Finally, comparing with the TRNG of Hu et al. [Hu Y, Liao X, Wong KW, Zhou Q. A true random number generator based on mouse movement and chaotic cryptography. Chaos, Solitons and Fractals 2007. doi: 10.1016/j.chaos.2007.10.022] which is presented by Hu et al., many merits of the proposed TRNG in this paper has been found.

Generalisations of Fisher Matrices

Directory of Open Access Journals (Sweden)

Alan Heavens

2016-06-01

Full Text Available Fisher matrices play an important role in experimental design and in data analysis. Their primary role is to make predictions for the inference of model parameters—both their errors and covariances. In this short review, I outline a number of extensions to the simple Fisher matrix formalism, covering a number of recent developments in the field. These are: (a situations where the data (in the form of ( x , y pairs have errors in both x and y; (b modifications to parameter inference in the presence of systematic errors, or through fixing the values of some model parameters; (c Derivative Approximation for LIkelihoods (DALI - higher-order expansions of the likelihood surface, going beyond the Gaussian shape approximation; (d extensions of the Fisher-like formalism, to treat model selection problems with Bayesian evidence.

A universal algorithm to generate pseudo-random numbers based on uniform mapping as homeomorphism

International Nuclear Information System (INIS)

Fu-Lai, Wang

2010-01-01

A specific uniform map is constructed as a homeomorphism mapping chaotic time series into [0,1] to obtain sequences of standard uniform distribution. With the uniform map, a chaotic orbit and a sequence orbit obtained are topologically equivalent to each other so the map can preserve the most dynamic properties of chaotic systems such as permutation entropy. Based on the uniform map, a universal algorithm to generate pseudo random numbers is proposed and the pseudo random series is tested to follow the standard 0–1 random distribution both theoretically and experimentally. The algorithm is not complex, which does not impose high requirement on computer hard ware and thus computation speed is fast. The method not only extends the parameter spaces but also avoids the drawback of small function space caused by constraints on chaotic maps used to generate pseudo random numbers. The algorithm can be applied to any chaotic system and can produce pseudo random sequence of high quality, thus can be a good universal pseudo random number generator. (general)

A universal algorithm to generate pseudo-random numbers based on uniform mapping as homeomorphism

Science.gov (United States)

Wang, Fu-Lai

2010-09-01

A specific uniform map is constructed as a homeomorphism mapping chaotic time series into [0,1] to obtain sequences of standard uniform distribution. With the uniform map, a chaotic orbit and a sequence orbit obtained are topologically equivalent to each other so the map can preserve the most dynamic properties of chaotic systems such as permutation entropy. Based on the uniform map, a universal algorithm to generate pseudo random numbers is proposed and the pseudo random series is tested to follow the standard 0-1 random distribution both theoretically and experimentally. The algorithm is not complex, which does not impose high requirement on computer hard ware and thus computation speed is fast. The method not only extends the parameter spaces but also avoids the drawback of small function space caused by constraints on chaotic maps used to generate pseudo random numbers. The algorithm can be applied to any chaotic system and can produce pseudo random sequence of high quality, thus can be a good universal pseudo random number generator.

A Bidirectional Generalized Synchronization Theorem-Based Chaotic Pseudo-random Number Generator

Directory of Open Access Journals (Sweden)

Han Shuangshuang

2013-07-01

Full Text Available Based on a bidirectional generalized synchronization theorem for discrete chaos system, this paper introduces a new 5-dimensional bidirectional generalized chaos synchronization system (BGCSDS, whose prototype is a novel chaotic system introduced in [12]. Numerical simulation showed that two pair variables of the BGCSDS achieve generalized chaos synchronization via a transform H.A chaos-based pseudo-random number generator (CPNG was designed by the new BGCSDS. Using the FIPS-140-2 tests issued by the National Institute of Standard and Technology (NIST verified the randomness of the 1000 binary number sequences generated via the CPNG and the RC4 algorithm respectively. The results showed that all the tested sequences passed the FIPS-140-2 tests. The confidence interval analysis showed the statistical properties of the randomness of the sequences generated via the CPNG and the RC4 algorithm do not have significant differences.

A revision of the subtract-with-borrow random number generators

Science.gov (United States)

Sibidanov, Alexei

2017-12-01

The most popular and widely used subtract-with-borrow generator, also known as RANLUX, is reimplemented as a linear congruential generator using large integer arithmetic with the modulus size of 576 bits. Modern computers, as well as the specific structure of the modulus inferred from RANLUX, allow for the development of a fast modular multiplication - the core of the procedure. This was previously believed to be slow and have too high cost in terms of computing resources. Our tests show a significant gain in generation speed which is comparable with other fast, high quality random number generators. An additional feature is the fast skipping of generator states leading to a seeding scheme which guarantees the uniqueness of random number sequences. Licensing provisions: GPLv3 Programming language: C++, C, Assembler

Percolation and lasing in real 3D crystals with inhomogeneous distributed random pores

Energy Technology Data Exchange (ETDEWEB)

Burlak, Gennadiy, E-mail: gburlak@uaem.mx; Calderón-Segura, Yessica

2014-11-15

We systematically study the percolation phase transition in real 3D crystals where not only the state of pores but also their radius r and displacement s are random valued numbers. The mean values R=〈r〉 and S=〈s〉 emerge as additional spatial scales in such an extended network. This leads to variations of the threshold (critical) percolation probability p{sub C} and the percolation order parameter P that become to be the intricate functions of R and S. Our numerical simulations have shown that in such extended system the incipient spanning cluster can arise even for situations where for simple periodical system the percolation does not exist. We analyzed the validity of the nearest neighbor's approximation and found that such approximation is not valid for materials with large dispersivity of pores. The lasing of nanoemitters incorporated in such percolating spanning cluster is studied too. This effect can open interesting perspectives in modern nano- and micro-information technologies.

Random matrices, Frobenius eigenvalues, and monodromy

CERN Document Server

Katz, Nicholas M

1998-01-01

The main topic of this book is the deep relation between the spacings between zeros of zeta and L-functions and spacings between eigenvalues of random elements of large compact classical groups. This relation, the Montgomery-Odlyzko law, is shown to hold for wide classes of zeta and L-functions over finite fields. The book draws on and gives accessible accounts of many disparate areas of mathematics, from algebraic geometry, moduli spaces, monodromy, equidistribution, and the Weil conjectures, to probability theory on the compact classical groups in the limit as their dimension goes to infinit

Fabrication of chemically cross-linked porous gelatin matrices.

Science.gov (United States)

Bozzini, Sabrina; Petrini, Paola; Altomare, Lina; Tanzi, Maria Cristina

2009-01-01

The aim of this study was to chemically cross-link gelatin, by reacting its free amino groups with an aliphatic diisocyanate. To produce hydrogels with controllable properties, the number of reacting amino groups was carefully determined. Porosity was introduced into the gelatin-based hydrogels through the lyophilization process. Porous and non-porous matrices were characterized with respect to their chemical structure, morphology, water uptake and mechanical properties. The physical, chemical and mechanical properties of the porous matrices are related to the extent of their cross-linking, showing that they can be controlled by varying the reaction parameters. Water uptake values (24 hours) vary between 160% and 200% as the degree of cross-linking increases. The flexibility of the samples also decreases by changing the extent of cross-linking. Young's modulus shows values between 0.188 KPa, for the highest degree, and 0.142 KPa for the lowest degree. The matrices are potential candidates for use as tissue-engineering scaffolds by modulating their physical chemical properties according to the specific application.

Sensitive and specific detection of potentially allergenic almond (Prunus dulcis) in complex food matrices by Taqman(®) real-time polymerase chain reaction in comparison to commercially available protein-based enzyme-linked immunosorbent assay.

Science.gov (United States)

Röder, Martin; Vieths, Stefan; Holzhauser, Thomas

2011-01-24

Currently, causative immunotherapies are lacking in food allergy. The only option to prevent allergic reactions in susceptible individuals is to strictly avoid the offending food. Thus, reliable labelling of allergenic constituents is of major importance, but can only be achieved if appropriate specific and sensitive detection techniques for foods with allergenic potential are available. Almond is an allergenic food that requires mandatory labelling on prepackaged foods and belongs to the genus Prunus. Species of this genus are phylogenetically closely related. We observed commercially available almond specific ELISA being highly cross-reactive with other foods of the Prunoideae family, resulting in a false-positive detection of up to 500,000 mg kg(-1) almond. Previously published PCR methods were reported to be cross-reactive with false positive results >1200 mg kg(-1). We describe the development of a novel almond specific real-time PCR, based on mutated mismatch primers and sequence specific Taqman(®) probe detection, in comparison with two quantitative commercially available ELISA. PCR sensitivity was investigated with chocolate, chocolate coating and cookies spiked between 5 and 100,000 mg kg(-1) almond. In all matrices almond was reproducibly detected by real-time PCR at the lowest spike level of 5 mg kg(-1). Further, between 100 and 100,000 mg kg(-1) spiked almond, the method featured good correlation between quantified copy numbers and the amount of spiked almond. Within this range a similar relation between detectable signal and amount of almond was observed for both PCR and ELISA. In contrast to ELISA the Taqman(®) real-time PCR method was highly specific in 59 food items with negligible cross-reactivity for a very limited number of Prunoideae foods. The real-time PCR analysis of 24 retail samples was in concordance with ELISA results: 21% (n=5) contained undeclared almond. This is the first completely disclosed real-time PCR method for a specific and

Note on Marsaglia\\'s Xorshift Random Number Generators

Directory of Open Access Journals (Sweden)

Richard P. Brent

2004-08-01

Full Text Available Marsaglia (2003 has described a class of Xorshift random number generators (RNGs with periods 2n - 1 for n = 32, 64, etc. We show that the sequences generated by these RNGs are identical to the sequences generated by certain linear feedback shift register (LFSR generators using "exclusive or" (xor operations on n-bit words, with a recurrence defined by a primitive polynomial of degree n.

Efficient Raman generation in a waveguide: A route to ultrafast quantum random number generation

Energy Technology Data Exchange (ETDEWEB)

England, D. G.; Bustard, P. J.; Moffatt, D. J.; Nunn, J.; Lausten, R.; Sussman, B. J., E-mail: ben.sussman@nrc.ca [National Research Council of Canada, 100 Sussex Drive, Ottawa, Ontario K1A 0R6 (Canada)

2014-02-03

The inherent uncertainty in quantum mechanics offers a source of true randomness which can be used to produce unbreakable cryptographic keys. We discuss the development of a high-speed random number generator based on the quantum phase fluctuations in spontaneously initiated stimulated Raman scattering (SISRS). We utilize the tight confinement and long interaction length available in a Potassium Titanyl Phosphate waveguide to generate highly efficient SISRS using nanojoule pulse energies, reducing the high pump power requirements of the previous approaches. We measure the random phase of the Stokes output using a simple interferometric setup to yield quantum random numbers at 145 Mbps.

NDMA formation kinetics from three pharmaceuticals in four water matrices.

Science.gov (United States)

Shen, Ruqiao; Andrews, Susan A

2011-11-01

N, N-nitrosodimethylamine (NDMA) is an emerging disinfection by-product (DBP) that has been widely detected in many drinking water systems and commonly associated with the chloramine disinfection process. Some amine-based pharmaceuticals have been demonstrated to form NDMA during chloramination, but studies regarding the reaction kinetics are largely lacking. This study investigates the NDMA formation kinetics from ranitidine, chlorphenamine, and doxylamine under practical chloramine disinfection conditions. The formation profile was monitored in both lab-grade water and real water matrices, and a statistical model is proposed to describe and predict the NDMA formation from selected pharmaceuticals in various water matrices. The results indicate the significant impact of water matrix components and reaction time on the NDMA formation from selected pharmaceuticals, and provide fresh insights on the estimation of ultimate NDMA formation potential from pharmaceutical precursors. Copyright © 2011 Elsevier Ltd. All rights reserved.

Analytical Derivation of the Inverse Moments of One-Sided Correlated Gram Matrices With Applications

KAUST Repository

Elkhalil, Khalil

2016-02-03

This paper addresses the development of analytical tools for the computation of the inverse moments of random Gram matrices with one side correlation. Such a question is mainly driven by applications in signal processing and wireless communications wherein such matrices naturally arise. In particular, we derive closed-form expressions for the inverse moments and show that the obtained results can help approximate several performance metrics such as the average estimation error corresponding to the Best Linear Unbiased Estimator (BLUE) and the Linear Minimum Mean Square Error (LMMSE) estimator or also other loss functions used to measure the accuracy of covariance matrix estimates.

Self-Powered Random Number Generator Based on Coupled Triboelectric and Electrostatic Induction Effects at the Liquid-Dielectric Interface.

Science.gov (United States)

Yu, Aifang; Chen, Xiangyu; Cui, Haotian; Chen, Libo; Luo, Jianjun; Tang, Wei; Peng, Mingzeng; Zhang, Yang; Zhai, Junyi; Wang, Zhong Lin

2016-12-27

Modern cryptography increasingly employs random numbers generated from physical sources in lieu of conventional software-based pseudorandom numbers, primarily owing to the great demand of unpredictable, indecipherable cryptographic keys from true random numbers for information security. Thus, far, the sole demonstration of true random numbers has been generated through thermal noise and/or quantum effects, which suffers from expensive and complex equipment. In this paper, we demonstrate a method for self-powered creation of true random numbers by using triboelectric technology to collect random signals from nature. This random number generator based on coupled triboelectric and electrostatic induction effects at the liquid-dielectric interface includes an elaborately designed triboelectric generator (TENG) with an irregular grating structure, an electronic-optical device, and an optical-electronic device. The random characteristics of raindrops are harvested through TENG and consequently transformed and converted by electronic-optical device and an optical-electronic device with a nonlinear characteristic. The cooperation of the mechanical, electrical, and optical signals ensures that the generator possesses complex nonlinear input-output behavior and contributes to increased randomness. The random number sequences are deduced from final electrical signals received by an optical-electronic device using a familiar algorithm. These obtained random number sequences exhibit good statistical characteristics, unpredictability, and unrepeatability. Our study supplies a simple, practical, and effective method to generate true random numbers, which can be widely used in cryptographic protocols, digital signatures, authentication, identification, and other information security fields.

Generating Realistic Labelled, Weighted Random Graphs

Directory of Open Access Journals (Sweden)

Michael Charles Davis

2015-12-01

Full Text Available Generative algorithms for random graphs have yielded insights into the structure and evolution of real-world networks. Most networks exhibit a well-known set of properties, such as heavy-tailed degree distributions, clustering and community formation. Usually, random graph models consider only structural information, but many real-world networks also have labelled vertices and weighted edges. In this paper, we present a generative model for random graphs with discrete vertex labels and numeric edge weights. The weights are represented as a set of Beta Mixture Models (BMMs with an arbitrary number of mixtures, which are learned from real-world networks. We propose a Bayesian Variational Inference (VI approach, which yields an accurate estimation while keeping computation times tractable. We compare our approach to state-of-the-art random labelled graph generators and an earlier approach based on Gaussian Mixture Models (GMMs. Our results allow us to draw conclusions about the contribution of vertex labels and edge weights to graph structure.

Hierarchical matrices algorithms and analysis

CERN Document Server

Hackbusch, Wolfgang

2015-01-01

This self-contained monograph presents matrix algorithms and their analysis. The new technique enables not only the solution of linear systems but also the approximation of matrix functions, e.g., the matrix exponential. Other applications include the solution of matrix equations, e.g., the Lyapunov or Riccati equation. The required mathematical background can be found in the appendix. The numerical treatment of fully populated large-scale matrices is usually rather costly. However, the technique of hierarchical matrices makes it possible to store matrices and to perform matrix operations approximately with almost linear cost and a controllable degree of approximation error. For important classes of matrices, the computational cost increases only logarithmically with the approximation error. The operations provided include the matrix inversion and LU decomposition. Since large-scale linear algebra problems are standard in scientific computing, the subject of hierarchical matrices is of interest to scientists ...

Exact closed-form expression for the inverse moments of one-sided correlated Gram matrices

KAUST Repository

Elkhalil, Khalil

2016-08-15

In this paper, we derive a closed-form expression for the inverse moments of one sided-correlated random Gram matrices. Such a question is mainly motivated by applications in signal processing and wireless communications for which evaluating this quantity is a question of major interest. This is for instance the case of the best linear unbiased estimator, in which the average estimation error corresponds to the first inverse moment of a random Gram matrix.

Exact closed-form expression for the inverse moments of one-sided correlated Gram matrices

KAUST Repository

Elkhalil, Khalil; Kammoun, Abla; Al-Naffouri, Tareq Y.; Alouini, Mohamed-Slim

2016-01-01

In this paper, we derive a closed-form expression for the inverse moments of one sided-correlated random Gram matrices. Such a question is mainly motivated by applications in signal processing and wireless communications for which evaluating this quantity is a question of major interest. This is for instance the case of the best linear unbiased estimator, in which the average estimation error corresponds to the first inverse moment of a random Gram matrix.

ATLAS, an integrated structural analysis and design system. Volume 4: Random access file catalog

Science.gov (United States)

Gray, F. P., Jr. (Editor)

1979-01-01

A complete catalog is presented for the random access files used by the ATLAS integrated structural analysis and design system. ATLAS consists of several technical computation modules which output data matrices to corresponding random access file. A description of the matrices written on these files is contained herein.

Noisy covariance matrices and portfolio optimization II

Science.gov (United States)

Pafka, Szilárd; Kondor, Imre

2003-03-01

Recent studies inspired by results from random matrix theory (Galluccio et al.: Physica A 259 (1998) 449; Laloux et al.: Phys. Rev. Lett. 83 (1999) 1467; Risk 12 (3) (1999) 69; Plerou et al.: Phys. Rev. Lett. 83 (1999) 1471) found that covariance matrices determined from empirical financial time series appear to contain such a high amount of noise that their structure can essentially be regarded as random. This seems, however, to be in contradiction with the fundamental role played by covariance matrices in finance, which constitute the pillars of modern investment theory and have also gained industry-wide applications in risk management. Our paper is an attempt to resolve this embarrassing paradox. The key observation is that the effect of noise strongly depends on the ratio r= n/ T, where n is the size of the portfolio and T the length of the available time series. On the basis of numerical experiments and analytic results for some toy portfolio models we show that for relatively large values of r (e.g. 0.6) noise does, indeed, have the pronounced effect suggested by Galluccio et al. (1998), Laloux et al. (1999) and Plerou et al. (1999) and illustrated later by Laloux et al. (Int. J. Theor. Appl. Finance 3 (2000) 391), Plerou et al. (Phys. Rev. E, e-print cond-mat/0108023) and Rosenow et al. (Europhys. Lett., e-print cond-mat/0111537) in a portfolio optimization context, while for smaller r (around 0.2 or below), the error due to noise drops to acceptable levels. Since the length of available time series is for obvious reasons limited in any practical application, any bound imposed on the noise-induced error translates into a bound on the size of the portfolio. In a related set of experiments we find that the effect of noise depends also on whether the problem arises in asset allocation or in a risk measurement context: if covariance matrices are used simply for measuring the risk of portfolios with a fixed composition rather than as inputs to optimization, the

Pole-placement Predictive Functional Control for under-damped systems with real numbers algebra.

Science.gov (United States)

Zabet, K; Rossiter, J A; Haber, R; Abdullah, M

2017-11-01

This paper presents the new algorithm of PP-PFC (Pole-placement Predictive Functional Control) for stable, linear under-damped higher-order processes. It is shown that while conventional PFC aims to get first-order exponential behavior, this is not always straightforward with significant under-damped modes and hence a pole-placement PFC algorithm is proposed which can be tuned more precisely to achieve the desired dynamics, but exploits complex number algebra and linear combinations in order to deliver guarantees of stability and performance. Nevertheless, practical implementation is easier by avoiding complex number algebra and hence a modified formulation of the PP-PFC algorithm is also presented which utilises just real numbers while retaining the key attributes of simple algebra, coding and tuning. The potential advantages are demonstrated with numerical examples and real-time control of a laboratory plant. Copyright © 2017 ISA. All rights reserved.

Special matrices of mathematical physics stochastic, circulant and Bell matrices

CERN Document Server

Aldrovandi, R

2001-01-01

This book expounds three special kinds of matrices that are of physical interest, centering on physical examples. Stochastic matrices describe dynamical systems of many different types, involving (or not) phenomena like transience, dissipation, ergodicity, nonequilibrium, and hypersensitivity to initial conditions. The main characteristic is growth by agglomeration, as in glass formation. Circulants are the building blocks of elementary Fourier analysis and provide a natural gateway to quantum mechanics and noncommutative geometry. Bell polynomials offer closed expressions for many formulas co

Properties of Zero-Free Transfer Function Matrices

Science.gov (United States)

D. O. Anderson, Brian; Deistler, Manfred

Transfer functions of linear, time-invariant finite-dimensional systems with more outputs than inputs, as arise in factor analysis (for example in econometrics), have, for state-variable descriptions with generic entries in the relevant matrices, no finite zeros. This paper gives a number of characterizations of such systems (and indeed square discrete-time systems with no zeros), using state-variable, impulse response, and matrix-fraction descriptions. Key properties include the ability to recover the input values at any time from a bounded interval of output values, without any knowledge of an initial state, and an ability to verify the no-zero property in terms of a property of the impulse response coefficient matrices. Results are particularized to cases where the transfer function matrix in question may or may not have a zero at infinity or a zero at zero.

Inconsistent Distances in Substitution Matrices can be Avoided by Properly Handling Hydrophobic Residues

Directory of Open Access Journals (Sweden)

J. Baussand

2008-01-01

Full Text Available The adequacy of substitution matrices to model evolutionary relationships between amino acid sequences can be numerically evaluated by checking the mathematical property of triangle inequality for all triplets of residues. By converting substitution scores into distances, one can verify that a direct path between two amino acids is shorter than a path passing through a third amino acid in the amino acid space modeled by the matrix. If the triangle inequality is not verified, the intuition is that the evolutionary signal is not well modeled by the matrix, that the space is locally inconsistent and that the matrix construction was probably based on insufficient biological data. Previous analysis on several substitution matrices revealed that the number of triplets violating the triangle inequality increases with sequence divergence. Here, we compare matrices which are dedicated to the alignment of highly divergent proteins. The triangle inequality is tested on several classical substitution matrices as well as in a pair of “complementary” substitution matrices recording the evolutionary pressures inside and outside hydrophobic blocks in protein sequences. The analysis proves the crucial role of hydrophobic residues in substitution matrices dedicated to the alignment of distantly related proteins.

Experimental study of a quantum random-number generator based on two independent lasers

Science.gov (United States)

Sun, Shi-Hai; Xu, Feihu

2017-12-01

A quantum random-number generator (QRNG) can produce true randomness by utilizing the inherent probabilistic nature of quantum mechanics. Recently, the spontaneous-emission quantum phase noise of the laser has been widely deployed for quantum random-number generation, due to its high rate, its low cost, and the feasibility of chip-scale integration. Here, we perform a comprehensive experimental study of a phase-noise-based QRNG with two independent lasers, each of which operates in either continuous-wave (CW) or pulsed mode. We implement the QRNG by operating the two lasers in three configurations, namely, CW + CW, CW + pulsed, and pulsed + pulsed, and demonstrate their trade-offs, strengths, and weaknesses.

Tensor Dictionary Learning for Positive Definite Matrices.

Science.gov (United States)

Sivalingam, Ravishankar; Boley, Daniel; Morellas, Vassilios; Papanikolopoulos, Nikolaos

2015-11-01

Sparse models have proven to be extremely successful in image processing and computer vision. However, a majority of the effort has been focused on sparse representation of vectors and low-rank models for general matrices. The success of sparse modeling, along with popularity of region covariances, has inspired the development of sparse coding approaches for these positive definite descriptors. While in earlier work, the dictionary was formed from all, or a random subset of, the training signals, it is clearly advantageous to learn a concise dictionary from the entire training set. In this paper, we propose a novel approach for dictionary learning over positive definite matrices. The dictionary is learned by alternating minimization between sparse coding and dictionary update stages, and different atom update methods are described. A discriminative version of the dictionary learning approach is also proposed, which simultaneously learns dictionaries for different classes in classification or clustering. Experimental results demonstrate the advantage of learning dictionaries from data both from reconstruction and classification viewpoints. Finally, a software library is presented comprising C++ binaries for all the positive definite sparse coding and dictionary learning approaches presented here.

Pseudo-random number generator based on asymptotic deterministic randomness

Science.gov (United States)

Wang, Kai; Pei, Wenjiang; Xia, Haishan; Cheung, Yiu-ming

2008-06-01

A novel approach to generate the pseudorandom-bit sequence from the asymptotic deterministic randomness system is proposed in this Letter. We study the characteristic of multi-value correspondence of the asymptotic deterministic randomness constructed by the piecewise linear map and the noninvertible nonlinearity transform, and then give the discretized systems in the finite digitized state space. The statistic characteristics of the asymptotic deterministic randomness are investigated numerically, such as stationary probability density function and random-like behavior. Furthermore, we analyze the dynamics of the symbolic sequence. Both theoretical and experimental results show that the symbolic sequence of the asymptotic deterministic randomness possesses very good cryptographic properties, which improve the security of chaos based PRBGs and increase the resistance against entropy attacks and symbolic dynamics attacks.

Pseudo-random number generator based on asymptotic deterministic randomness

International Nuclear Information System (INIS)

Wang Kai; Pei Wenjiang; Xia Haishan; Cheung Yiuming

2008-01-01

A novel approach to generate the pseudorandom-bit sequence from the asymptotic deterministic randomness system is proposed in this Letter. We study the characteristic of multi-value correspondence of the asymptotic deterministic randomness constructed by the piecewise linear map and the noninvertible nonlinearity transform, and then give the discretized systems in the finite digitized state space. The statistic characteristics of the asymptotic deterministic randomness are investigated numerically, such as stationary probability density function and random-like behavior. Furthermore, we analyze the dynamics of the symbolic sequence. Both theoretical and experimental results show that the symbolic sequence of the asymptotic deterministic randomness possesses very good cryptographic properties, which improve the security of chaos based PRBGs and increase the resistance against entropy attacks and symbolic dynamics attacks

Classification of mass matrices and the calculability of the Cabibbo angle

International Nuclear Information System (INIS)

Rizzo, T.G.

1981-01-01

We have analyzed all possible 2 x 2 mass matrices with two nonzero elements in an attempt to find which matrices yield a reasonable value of the Cabibbo angle upon diagonalization. We do not concern ourselves with the origin of these mass matrices (spontaneous symmetry breaking, bare-mass term, etc.). We find that, in the limit m/sub u//m/sub c/→0, only four possible relationships exist between sin 2 theta/sub C/ and the quark mass ratio m/sub d//m/sub s/, only one of which is reasonable for the usual value of m/sub d//m/sub s/ (approx.1/20). This limits the possible forms of the quark mass matrix to be two in number, both of which have been discussed previously in the literature

Clustering by reordering of similarity and Laplacian matrices: Application to galaxy clusters

Science.gov (United States)

Mahmoud, E.; Shoukry, A.; Takey, A.

2018-04-01

Similarity metrics, kernels and similarity-based algorithms have gained much attention due to their increasing applications in information retrieval, data mining, pattern recognition and machine learning. Similarity Graphs are often adopted as the underlying representation of similarity matrices and are at the origin of known clustering algorithms such as spectral clustering. Similarity matrices offer the advantage of working in object-object (two-dimensional) space where visualization of clusters similarities is available instead of object-features (multi-dimensional) space. In this paper, sparse ɛ-similarity graphs are constructed and decomposed into strong components using appropriate methods such as Dulmage-Mendelsohn permutation (DMperm) and/or Reverse Cuthill-McKee (RCM) algorithms. The obtained strong components correspond to groups (clusters) in the input (feature) space. Parameter ɛi is estimated locally, at each data point i from a corresponding narrow range of the number of nearest neighbors. Although more advanced clustering techniques are available, our method has the advantages of simplicity, better complexity and direct visualization of the clusters similarities in a two-dimensional space. Also, no prior information about the number of clusters is needed. We conducted our experiments on two and three dimensional, low and high-sized synthetic datasets as well as on an astronomical real-dataset. The results are verified graphically and analyzed using gap statistics over a range of neighbors to verify the robustness of the algorithm and the stability of the results. Combining the proposed algorithm with gap statistics provides a promising tool for solving clustering problems. An astronomical application is conducted for confirming the existence of 45 galaxy clusters around the X-ray positions of galaxy clusters in the redshift range [0.1..0.8]. We re-estimate the photometric redshifts of the identified galaxy clusters and obtain acceptable values

Random matrices and the New York City subway system

OpenAIRE

Jagannath, Aukosh; Trogdon, Thomas

2017-01-01

We analyze subway arrival times in the New York City subway system. We find regimes where the gaps between trains exhibit both (unitarily invariant) random matrix statistics and Poisson statistics. The departure from random matrix statistics is captured by the value of the Coulomb potential along the subway route. This departure becomes more pronounced as trains make more stops.

Pseudo-Random Number Generators for Vector Processors and Multicore Processors

DEFF Research Database (Denmark)

Fog, Agner

2015-01-01

Large scale Monte Carlo applications need a good pseudo-random number generator capable of utilizing both the vector processing capabilities and multiprocessing capabilities of modern computers in order to get the maximum performance. The requirements for such a generator are discussed. New ways...

Spectral correlation functions of the sum of two independent complex Wishart matrices with unequal covariances

International Nuclear Information System (INIS)

Akemann, Gernot; Checinski, Tomasz; Kieburg, Mario

2016-01-01

We compute the spectral statistics of the sum H of two independent complex Wishart matrices, each of which is correlated with a different covariance matrix. Random matrix theory enjoys many applications including sums and products of random matrices. Typically ensembles with correlations among the matrix elements are much more difficult to solve. Using a combination of supersymmetry, superbosonisation and bi-orthogonal functions we are able to determine all spectral k -point density correlation functions of H for arbitrary matrix size N . In the half-degenerate case, when one of the covariance matrices is proportional to the identity, the recent results by Kumar for the joint eigenvalue distribution of H serve as our starting point. In this case the ensemble has a bi-orthogonal structure and we explicitly determine its kernel, providing its exact solution for finite N . The kernel follows from computing the expectation value of a single characteristic polynomial. In the general non-degenerate case the generating function for the k -point resolvent is determined from a supersymmetric evaluation of the expectation value of k ratios of characteristic polynomials. Numerical simulations illustrate our findings for the spectral density at finite N and we also give indications how to do the asymptotic large- N analysis. (paper)

Random matrix approach to cross correlations in financial data

Science.gov (United States)

Plerou, Vasiliki; Gopikrishnan, Parameswaran; Rosenow, Bernd; Amaral, Luís A.; Guhr, Thomas; Stanley, H. Eugene

2002-06-01

We analyze cross correlations between price fluctuations of different stocks using methods of random matrix theory (RMT). Using two large databases, we calculate cross-correlation matrices C of returns constructed from (i) 30-min returns of 1000 US stocks for the 2-yr period 1994-1995, (ii) 30-min returns of 881 US stocks for the 2-yr period 1996-1997, and (iii) 1-day returns of 422 US stocks for the 35-yr period 1962-1996. We test the statistics of the eigenvalues λi of C against a ``null hypothesis'' - a random correlation matrix constructed from mutually uncorrelated time series. We find that a majority of the eigenvalues of C fall within the RMT bounds [λ-,λ+] for the eigenvalues of random correlation matrices. We test the eigenvalues of C within the RMT bound for universal properties of random matrices and find good agreement with the results for the Gaussian orthogonal ensemble of random matrices-implying a large degree of randomness in the measured cross-correlation coefficients. Further, we find that the distribution of eigenvector components for the eigenvectors corresponding to the eigenvalues outside the RMT bound display systematic deviations from the RMT prediction. In addition, we find that these ``deviating eigenvectors'' are stable in time. We analyze the components of the deviating eigenvectors and find that the largest eigenvalue corresponds to an influence common to all stocks. Our analysis of the remaining deviating eigenvectors shows distinct groups, whose identities correspond to conventionally identified business sectors. Finally, we discuss applications to the construction of portfolios of stocks that have a stable ratio of risk to return.

Likelihood Approximation With Parallel Hierarchical Matrices For Large Spatial Datasets

KAUST Repository

Litvinenko, Alexander; Sun, Ying; Genton, Marc G.; Keyes, David E.

2017-01-01

The main goal of this article is to introduce the parallel hierarchical matrix library HLIBpro to the statistical community. We describe the HLIBCov package, which is an extension of the HLIBpro library for approximating large covariance matrices and maximizing likelihood functions. We show that an approximate Cholesky factorization of a dense matrix of size $2M\\times 2M$ can be computed on a modern multi-core desktop in few minutes. Further, HLIBCov is used for estimating the unknown parameters such as the covariance length, variance and smoothness parameter of a Matérn covariance function by maximizing the joint Gaussian log-likelihood function. The computational bottleneck here is expensive linear algebra arithmetics due to large and dense covariance matrices. Therefore covariance matrices are approximated in the hierarchical ($\\H$-) matrix format with computational cost $\\mathcal{O}(k^2n \\log^2 n/p)$ and storage $\\mathcal{O}(kn \\log n)$, where the rank $k$ is a small integer (typically $k<25$), $p$ the number of cores and $n$ the number of locations on a fairly general mesh. We demonstrate a synthetic example, where the true values of known parameters are known. For reproducibility we provide the C++ code, the documentation, and the synthetic data.

Likelihood Approximation With Parallel Hierarchical Matrices For Large Spatial Datasets

KAUST Repository

Litvinenko, Alexander

2017-11-01

The main goal of this article is to introduce the parallel hierarchical matrix library HLIBpro to the statistical community. We describe the HLIBCov package, which is an extension of the HLIBpro library for approximating large covariance matrices and maximizing likelihood functions. We show that an approximate Cholesky factorization of a dense matrix of size $2M\\\\times 2M$ can be computed on a modern multi-core desktop in few minutes. Further, HLIBCov is used for estimating the unknown parameters such as the covariance length, variance and smoothness parameter of a Matérn covariance function by maximizing the joint Gaussian log-likelihood function. The computational bottleneck here is expensive linear algebra arithmetics due to large and dense covariance matrices. Therefore covariance matrices are approximated in the hierarchical ($\\\\H$-) matrix format with computational cost $\\\\mathcal{O}(k^2n \\\\log^2 n/p)$ and storage $\\\\mathcal{O}(kn \\\\log n)$, where the rank $k$ is a small integer (typically $k<25$), $p$ the number of cores and $n$ the number of locations on a fairly general mesh. We demonstrate a synthetic example, where the true values of known parameters are known. For reproducibility we provide the C++ code, the documentation, and the synthetic data.

Bell numbers, determinants and series

Indian Academy of Sciences (India)

In this article, we study Bell numbers and Uppuluri Carpenter numbers. We obtain various expressions and relations between them. These include polynomial recurrences and expressions as determinants of certain matrices of binomial coefficients. Keywords. p-adic series; Bell numbers. 1. Introduction. Bell numbers, Bn [2] ...

Random Number Simulations Reveal How Random Noise Affects the Measurements and Graphical Portrayals of Self-Assessed Competency

Directory of Open Access Journals (Sweden)

Edward Nuhfer

2016-01-01

Full Text Available Self-assessment measures of competency are blends of an authentic self-assessment signal that researchers seek to measure and random disorder or "noise" that accompanies that signal. In this study, we use random number simulations to explore how random noise affects critical aspects of self-assessment investigations: reliability, correlation, critical sample size, and the graphical representations of self-assessment data. We show that graphical conventions common in the self-assessment literature introduce artifacts that invite misinterpretation. Troublesome conventions include: (y minus x vs. (x scatterplots; (y minus x vs. (x column graphs aggregated as quantiles; line charts that display data aggregated as quantiles; and some histograms. Graphical conventions that generate minimal artifacts include scatterplots with a best-fit line that depict (y vs. (x measures (self-assessed competence vs. measured competence plotted by individual participant scores, and (y vs. (x scatterplots of collective average measures of all participants plotted item-by-item. This last graphic convention attenuates noise and improves the definition of the signal. To provide relevant comparisons across varied graphical conventions, we use a single dataset derived from paired measures of 1154 participants' self-assessed competence and demonstrated competence in science literacy. Our results show that different numerical approaches employed in investigating and describing self-assessment accuracy are not equally valid. By modeling this dataset with random numbers, we show how recognizing the varied expressions of randomness in self-assessment data can improve the validity of numeracy-based descriptions of self-assessment.

Recurrence and Polya Number of General One-Dimensional Random Walks

International Nuclear Information System (INIS)

Zhang Xiaokun; Wan Jing; Lu Jingju; Xu Xinping

2011-01-01

The recurrence properties of random walks can be characterized by Polya number, i.e., the probability that the walker has returned to the origin at least once. In this paper, we consider recurrence properties for a general 1D random walk on a line, in which at each time step the walker can move to the left or right with probabilities l and r, or remain at the same position with probability o (l + r + o = 1). We calculate Polya number P of this model and find a simple expression for P as, P = 1 - Δ, where Δ is the absolute difference of l and r (Δ = |l - r|). We prove this rigorous expression by the method of creative telescoping, and our result suggests that the walk is recurrent if and only if the left-moving probability l equals to the right-moving probability r. (general)

ReplacementMatrix: a web server for maximum-likelihood estimation of amino acid replacement rate matrices.

Science.gov (United States)

Dang, Cuong Cao; Lefort, Vincent; Le, Vinh Sy; Le, Quang Si; Gascuel, Olivier

2011-10-01

Amino acid replacement rate matrices are an essential basis of protein studies (e.g. in phylogenetics and alignment). A number of general purpose matrices have been proposed (e.g. JTT, WAG, LG) since the seminal work of Margaret Dayhoff and co-workers. However, it has been shown that matrices specific to certain protein groups (e.g. mitochondrial) or life domains (e.g. viruses) differ significantly from general average matrices, and thus perform better when applied to the data to which they are dedicated. This Web server implements the maximum-likelihood estimation procedure that was used to estimate LG, and provides a number of tools and facilities. Users upload a set of multiple protein alignments from their domain of interest and receive the resulting matrix by email, along with statistics and comparisons with other matrices. A non-parametric bootstrap is performed optionally to assess the variability of replacement rate estimates. Maximum-likelihood trees, inferred using the estimated rate matrix, are also computed optionally for each input alignment. Finely tuned procedures and up-to-date ML software (PhyML 3.0, XRATE) are combined to perform all these heavy calculations on our clusters. http://www.atgc-montpellier.fr/ReplacementMatrix/ olivier.gascuel@lirmm.fr Supplementary data are available at http://www.atgc-montpellier.fr/ReplacementMatrix/

Monomer-dimer problem on random planar honeycomb lattice

Energy Technology Data Exchange (ETDEWEB)

Ren, Haizhen [School of Mathematical Sciences, Xiamen University, Xiamen 361005, Fujian (China); Department of Mathematics, Qinghai Normal University, Xining 810008, Qinghai (China); Zhang, Fuji; Qian, Jianguo, E-mail: jqqian@xmu.edu.cn [School of Mathematical Sciences, Xiamen University, Xiamen 361005, Fujian (China)

2014-02-15

We consider the monomer-dimer (MD) problem on a random planar honeycomb lattice model, namely, the random multiple chain. This is a lattice system with non-periodic boundary condition, whose generating process is inspired by the growth of single walled zigzag carbon nanotubes. By applying algebraic and combinatorial techniques we establish a calculating expression of the MD partition function for bipartite graphs, which corresponds to the permanent of a matrix. Further, by using the transfer matrix argument we show that the computing problem of the permanent of high order matrix can be converted into some lower order matrices for this family of lattices, based on which we derive an explicit recurrence formula for evaluating the MD partition function of multiple chains and random multiple chains. Finally, we analyze the expectation of the number of monomer-dimer arrangements on a random multiple chain and the asymptotic behavior of the annealed MD entropy when the multiple chain becomes infinite in width and length, respectively.

Random matrices and the New York City subway system

Science.gov (United States)

Jagannath, Aukosh; Trogdon, Thomas

2017-09-01

We analyze subway arrival times in the New York City subway system. We find regimes where the gaps between trains are well modeled by (unitarily invariant) random matrix statistics and Poisson statistics. The departure from random matrix statistics is captured by the value of the Coulomb potential along the subway route. This departure becomes more pronounced as trains make more stops.

Consolidity analysis for fully fuzzy functions, matrices, probability and statistics

Directory of Open Access Journals (Sweden)

Walaa Ibrahim Gabr

2015-03-01

Full Text Available The paper presents a comprehensive review of the know-how for developing the systems consolidity theory for modeling, analysis, optimization and design in fully fuzzy environment. The solving of systems consolidity theory included its development for handling new functions of different dimensionalities, fuzzy analytic geometry, fuzzy vector analysis, functions of fuzzy complex variables, ordinary differentiation of fuzzy functions and partial fraction of fuzzy polynomials. On the other hand, the handling of fuzzy matrices covered determinants of fuzzy matrices, the eigenvalues of fuzzy matrices, and solving least-squares fuzzy linear equations. The approach demonstrated to be also applicable in a systematic way in handling new fuzzy probabilistic and statistical problems. This included extending the conventional probabilistic and statistical analysis for handling fuzzy random data. Application also covered the consolidity of fuzzy optimization problems. Various numerical examples solved have demonstrated that the new consolidity concept is highly effective in solving in a compact form the propagation of fuzziness in linear, nonlinear, multivariable and dynamic problems with different types of complexities. Finally, it is demonstrated that the implementation of the suggested fuzzy mathematics can be easily embedded within normal mathematics through building special fuzzy functions library inside the computational Matlab Toolbox or using other similar software languages.

Harvesting Entropy for Random Number Generation for Internet of Things Constrained Devices Using On-Board Sensors

Directory of Open Access Journals (Sweden)

Marcin Piotr Pawlowski

2015-10-01

Full Text Available Entropy in computer security is associated with the unpredictability of a source of randomness. The random source with high entropy tends to achieve a uniform distribution of random values. Random number generators are one of the most important building blocks of cryptosystems. In constrained devices of the Internet of Things ecosystem, high entropy random number generators are hard to achieve due to hardware limitations. For the purpose of the random number generation in constrained devices, this work proposes a solution based on the least-significant bits concatenation entropy harvesting method. As a potential source of entropy, on-board integrated sensors (i.e., temperature, humidity and two different light sensors have been analyzed. Additionally, the costs (i.e., time and memory consumption of the presented approach have been measured. The results obtained from the proposed method with statistical fine tuning achieved a Shannon entropy of around 7.9 bits per byte of data for temperature and humidity sensors. The results showed that sensor-based random number generators are a valuable source of entropy with very small RAM and Flash memory requirements for constrained devices of the Internet of Things.

Harvesting Entropy for Random Number Generation for Internet of Things Constrained Devices Using On-Board Sensors

Science.gov (United States)

Pawlowski, Marcin Piotr; Jara, Antonio; Ogorzalek, Maciej

2015-01-01

Entropy in computer security is associated with the unpredictability of a source of randomness. The random source with high entropy tends to achieve a uniform distribution of random values. Random number generators are one of the most important building blocks of cryptosystems. In constrained devices of the Internet of Things ecosystem, high entropy random number generators are hard to achieve due to hardware limitations. For the purpose of the random number generation in constrained devices, this work proposes a solution based on the least-significant bits concatenation entropy harvesting method. As a potential source of entropy, on-board integrated sensors (i.e., temperature, humidity and two different light sensors) have been analyzed. Additionally, the costs (i.e., time and memory consumption) of the presented approach have been measured. The results obtained from the proposed method with statistical fine tuning achieved a Shannon entropy of around 7.9 bits per byte of data for temperature and humidity sensors. The results showed that sensor-based random number generators are a valuable source of entropy with very small RAM and Flash memory requirements for constrained devices of the Internet of Things. PMID:26506357

Harvesting entropy for random number generation for internet of things constrained devices using on-board sensors.

Science.gov (United States)

Pawlowski, Marcin Piotr; Jara, Antonio; Ogorzalek, Maciej

2015-10-22

Entropy in computer security is associated with the unpredictability of a source of randomness. The random source with high entropy tends to achieve a uniform distribution of random values. Random number generators are one of the most important building blocks of cryptosystems. In constrained devices of the Internet of Things ecosystem, high entropy random number generators are hard to achieve due to hardware limitations. For the purpose of the random number generation in constrained devices, this work proposes a solution based on the least-significant bits concatenation entropy harvesting method. As a potential source of entropy, on-board integrated sensors (i.e., temperature, humidity and two different light sensors) have been analyzed. Additionally, the costs (i.e., time and memory consumption) of the presented approach have been measured. The results obtained from the proposed method with statistical fine tuning achieved a Shannon entropy of around 7.9 bits per byte of data for temperature and humidity sensors. The results showed that sensor-based random number generators are a valuable source of entropy with very small RAM and Flash memory requirements for constrained devices of the Internet of Things.

Interpolation between Airy and Poisson statistics for unitary chiral non-Hermitian random matrix ensembles

International Nuclear Information System (INIS)

Akemann, G.; Bender, M.

2010-01-01

We consider a family of chiral non-Hermitian Gaussian random matrices in the unitarily invariant symmetry class. The eigenvalue distribution in this model is expressed in terms of Laguerre polynomials in the complex plane. These are orthogonal with respect to a non-Gaussian weight including a modified Bessel function of the second kind, and we give an elementary proof for this. In the large n limit, the eigenvalue statistics at the spectral edge close to the real axis are described by the same family of kernels interpolating between Airy and Poisson that was recently found by one of the authors for the elliptic Ginibre ensemble. We conclude that this scaling limit is universal, appearing for two different non-Hermitian random matrix ensembles with unitary symmetry. As a second result we give an equivalent form for the interpolating Airy kernel in terms of a single real integral, similar to representations for the asymptotic kernel in the bulk and at the hard edge of the spectrum. This makes its structure as a one-parameter deformation of the Airy kernel more transparent.

Long period pseudo random number sequence generator

Science.gov (United States)

Wang, Charles C. (Inventor)

1989-01-01

A circuit for generating a sequence of pseudo random numbers, (A sub K). There is an exponentiator in GF(2 sup m) for the normal basis representation of elements in a finite field GF(2 sup m) each represented by m binary digits and having two inputs and an output from which the sequence (A sub K). Of pseudo random numbers is taken. One of the two inputs is connected to receive the outputs (E sub K) of maximal length shift register of n stages. There is a switch having a pair of inputs and an output. The switch outputs is connected to the other of the two inputs of the exponentiator. One of the switch inputs is connected for initially receiving a primitive element (A sub O) in GF(2 sup m). Finally, there is a delay circuit having an input and an output. The delay circuit output is connected to the other of the switch inputs and the delay circuit input is connected to the output of the exponentiator. Whereby after the exponentiator initially receives the primitive element (A sub O) in GF(2 sup m) through the switch, the switch can be switched to cause the exponentiator to receive as its input a delayed output A(K-1) from the exponentiator thereby generating (A sub K) continuously at the output of the exponentiator. The exponentiator in GF(2 sup m) is novel and comprises a cyclic-shift circuit; a Massey-Omura multiplier; and, a control logic circuit all operably connected together to perform the function U(sub i) = 92(sup i) (for n(sub i) = 1 or 1 (for n(subi) = 0).

Mathematical conversations multicolor problems, problems in the theory of numbers, and random walks

CERN Document Server

Dynkin, E B

2006-01-01

Comprises Multicolor Problems, dealing with map-coloring problems; Problems in the Theory of Numbers, an elementary introduction to algebraic number theory; Random Walks, addressing basic problems in probability theory. 1963 edition.

Quantum random number generator based on quantum nature of vacuum fluctuations

Science.gov (United States)

Ivanova, A. E.; Chivilikhin, S. A.; Gleim, A. V.

2017-11-01

Quantum random number generator (QRNG) allows obtaining true random bit sequences. In QRNG based on quantum nature of vacuum, optical beam splitter with two inputs and two outputs is normally used. We compare mathematical descriptions of spatial beam splitter and fiber Y-splitter in the quantum model for QRNG, based on homodyne detection. These descriptions were identical, that allows to use fiber Y-splitters in practical QRNG schemes, simplifying the setup. Also we receive relations between the input radiation and the resulting differential current in homodyne detector. We experimentally demonstrate possibility of true random bits generation by using QRNG based on homodyne detection with Y-splitter.

Arikan and Alamouti matrices based on fast block-wise inverse Jacket transform

Science.gov (United States)

Lee, Moon Ho; Khan, Md Hashem Ali; Kim, Kyeong Jin

2013-12-01

Recently, Lee and Hou (IEEE Signal Process Lett 13: 461-464, 2006) proposed one-dimensional and two-dimensional fast algorithms for block-wise inverse Jacket transforms (BIJTs). Their BIJTs are not real inverse Jacket transforms from mathematical point of view because their inverses do not satisfy the usual condition, i.e., the multiplication of a matrix with its inverse matrix is not equal to the identity matrix. Therefore, we mathematically propose a fast block-wise inverse Jacket transform of orders N = 2 k , 3 k , 5 k , and 6 k , where k is a positive integer. Based on the Kronecker product of the successive lower order Jacket matrices and the basis matrix, the fast algorithms for realizing these transforms are obtained. Due to the simple inverse and fast algorithms of Arikan polar binary and Alamouti multiple-input multiple-output (MIMO) non-binary matrices, which are obtained from BIJTs, they can be applied in areas such as 3GPP physical layer for ultra mobile broadband permutation matrices design, first-order q-ary Reed-Muller code design, diagonal channel design, diagonal subchannel decompose for interference alignment, and 4G MIMO long-term evolution Alamouti precoding design.

Robust random number generation using steady-state emission of gain-switched laser diodes

International Nuclear Information System (INIS)

Yuan, Z. L.; Lucamarini, M.; Dynes, J. F.; Fröhlich, B.; Plews, A.; Shields, A. J.

2014-01-01

We demonstrate robust, high-speed random number generation using interference of the steady-state emission of guaranteed random phases, obtained through gain-switching a semiconductor laser diode. Steady-state emission tolerates large temporal pulse misalignments and therefore significantly improves the interference quality. Using an 8-bit digitizer followed by a finite-impulse-response unbiasing algorithm, we achieve random number generation rates of 8 and 20 Gb/s, for laser repetition rates of 1 and 2.5 GHz, respectively, with a ±20% tolerance in the interferometer differential delay. We also report a generation rate of 80 Gb/s using partially phase-correlated short pulses. In relation to the field of quantum key distribution, our results confirm the gain-switched laser diode as a suitable light source, capable of providing phase-randomized coherent pulses at a clock rate of up to 2.5 GHz.

Introduction to matrices and vectors

CERN Document Server

Schwartz, Jacob T

2001-01-01

In this concise undergraduate text, the first three chapters present the basics of matrices - in later chapters the author shows how to use vectors and matrices to solve systems of linear equations. 1961 edition.

Dual Numbers Approach in Multiaxis Machines Error Modeling

Directory of Open Access Journals (Sweden)

Jaroslav Hrdina

2014-01-01

Full Text Available Multiaxis machines error modeling is set in the context of modern differential geometry and linear algebra. We apply special classes of matrices over dual numbers and propose a generalization of such concept by means of general Weil algebras. We show that the classification of the geometric errors follows directly from the algebraic properties of the matrices over dual numbers and thus the calculus over the dual numbers is the proper tool for the methodology of multiaxis machines error modeling.

Pseudo random number generator based on quantum chaotic map

Science.gov (United States)

Akhshani, A.; Akhavan, A.; Mobaraki, A.; Lim, S.-C.; Hassan, Z.

2014-01-01

For many years dissipative quantum maps were widely used as informative models of quantum chaos. In this paper, a new scheme for generating good pseudo-random numbers (PRNG), based on quantum logistic map is proposed. Note that the PRNG merely relies on the equations used in the quantum chaotic map. The algorithm is not complex, which does not impose high requirement on computer hardware and thus computation speed is fast. In order to face the challenge of using the proposed PRNG in quantum cryptography and other practical applications, the proposed PRNG is subjected to statistical tests using well-known test suites such as NIST, DIEHARD, ENT and TestU01. The results of the statistical tests were promising, as the proposed PRNG successfully passed all these tests. Moreover, the degree of non-periodicity of the chaotic sequences of the quantum map is investigated through the Scale index technique. The obtained result shows that, the sequence is more non-periodic. From these results it can be concluded that, the new scheme can generate a high percentage of usable pseudo-random numbers for simulation and other applications in scientific computing.

Truly random dynamics generated by autonomous dynamical systems

Science.gov (United States)

González, J. A.; Reyes, L. I.

2001-09-01

We investigate explicit functions that can produce truly random numbers. We use the analytical properties of the explicit functions to show that a certain class of autonomous dynamical systems can generate random dynamics. This dynamics presents fundamental differences with the known chaotic systems. We present real physical systems that can produce this kind of random time-series. Some applications are discussed.

Generation of pseudo-random numbers with the use of inverse chaotic transformation

Directory of Open Access Journals (Sweden)

Lawnik Marcin

2018-02-01

Full Text Available In (Lawnik M., Generation of numbers with the distribution close to uniform with the use of chaotic maps, In: Obaidat M.S., Kacprzyk J., Ören T. (Ed., International Conference on Simulation and Modeling Methodologies, Technologies and Applications (SIMULTECH (28-30 August 2014, Vienna, Austria, SCITEPRESS, 2014 Lawnik discussed a method of generating pseudo-random numbers from uniform distribution with the use of adequate chaotic transformation. The method enables the “flattening” of continuous distributions to uniform one. In this paper a inverse process to the above-mentioned method is presented, and, in consequence, a new manner of generating pseudo-random numbers from a given continuous distribution. The method utilizes the frequency of the occurrence of successive branches of chaotic transformation in the process of “flattening”. To generate the values from the given distribution one discrete and one continuous value of a random variable are required. The presented method does not directly involve the knowledge of the density function or the cumulative distribution function, which is, undoubtedly, a great advantage in comparison with other well-known methods. The described method was analysed on the example of the standard normal distribution.

Algorithms for computing solvents of unilateral second-order matrix polynomials over prime finite fields using lambda-matrices

Science.gov (United States)

Burtyka, Filipp

2018-01-01

The paper considers algorithms for finding diagonalizable and non-diagonalizable roots (so called solvents) of monic arbitrary unilateral second-order matrix polynomial over prime finite field. These algorithms are based on polynomial matrices (lambda-matrices). This is an extension of existing general methods for computing solvents of matrix polynomials over field of complex numbers. We analyze how techniques for complex numbers can be adapted for finite field and estimate asymptotic complexity of the obtained algorithms.

Stability of rotor systems: A complex modelling approach

DEFF Research Database (Denmark)

Kliem, Wolfhard; Pommer, Christian; Stoustrup, Jakob

1998-01-01

The dynamics of a large class of rotor systems can be modelled by a linearized complex matrix differential equation of second order, Mz + (D + iG)(z) over dot + (K + iN)z = 0, where the system matrices M, D, G, K and N are real symmetric. Moreover M and K are assumed to be positive definite and D...... approach applying bounds of appropriate Rayleigh quotients. The rotor systems tested are: a simple Laval rotor, a Laval rotor with additional elasticity and damping in the bearings, and a number of rotor systems with complex symmetric 4 x 4 randomly generated matrices.......The dynamics of a large class of rotor systems can be modelled by a linearized complex matrix differential equation of second order, Mz + (D + iG)(z) over dot + (K + iN)z = 0, where the system matrices M, D, G, K and N are real symmetric. Moreover M and K are assumed to be positive definite and D...

Random number generators in support of Monte Carlo problems in physics

International Nuclear Information System (INIS)

Dyadkin, I.G.

1993-01-01

The ability to support a modern users' expectations of random number generators to solve problems in physics is analyzed. The capabilities of the newest concepts and the old pseudo-random algorithms are compared. The author is in favor of multiplicative generators. Due to the 64-bit arithmetic of a modern PC, multiplicative generators have a sufficient number of periods (up to 2 62 ) and are quicker to generate and to govern independent sequences for parallel processing. In addition they are able to replicate sub-sequences (without storing their seeds) for each standard trial in any code and to simulate spatial and planar directions and EXP(-x) distributions often needed as ''bricks'' for simulating events in physics. Hundreds of multipliers for multiplicative generators have been tabulated and tested, and the required speeds have been obtained. (author)

Generating log-normally distributed random numbers by using the Ziggurat algorithm

International Nuclear Information System (INIS)

Choi, Jong Soo

2016-01-01

Uncertainty analyses are usually based on the Monte Carlo method. Using an efficient random number generator(RNG) is a key element in success of Monte Carlo simulations. Log-normal distributed variates are very typical in NPP PSAs. This paper proposes an approach to generate log normally distributed variates based on the Ziggurat algorithm and evaluates the efficiency of the proposed Ziggurat RNG. The proposed RNG can be helpful to improve the uncertainty analysis of NPP PSAs. This paper focuses on evaluating the efficiency of the Ziggurat algorithm from a NPP PSA point of view. From this study, we can draw the following conclusions. - The Ziggurat algorithm is one of perfect random number generators to product normal distributed variates. - The Ziggurat algorithm is computationally much faster than the most commonly used method, Marsaglia polar method

PUFKEY: A High-Security and High-Throughput Hardware True Random Number Generator for Sensor Networks

Directory of Open Access Journals (Sweden)

Dongfang Li

2015-10-01

Full Text Available Random number generators (RNG play an important role in many sensor network systems and applications, such as those requiring secure and robust communications. In this paper, we develop a high-security and high-throughput hardware true random number generator, called PUFKEY, which consists of two kinds of physical unclonable function (PUF elements. Combined with a conditioning algorithm, true random seeds are extracted from the noise on the start-up pattern of SRAM memories. These true random seeds contain full entropy. Then, the true random seeds are used as the input for a non-deterministic hardware RNG to generate a stream of true random bits with a throughput as high as 803 Mbps. The experimental results show that the bitstream generated by the proposed PUFKEY can pass all standard national institute of standards and technology (NIST randomness tests and is resilient to a wide range of security attacks.