Properties making a chaotic system a good Pseudo Random Number Generator

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 generators are performed.Comment: 10 pages, 3 figures, new version, title changed and minor correction

Customized Sequential Designs for Random Simulation Experiments: Kriging Metamodelling and Bootstrapping

This paper proposes a novel method to select an experimental design for interpolation in random simulation.(Though the paper focuses on Kriging, this method may also apply to other types of metamodels such as linear regression models.)Assuming that simulation requires much computer time, it is important to select a design with a small number of observations (or simulation runs).The proposed method is therefore sequential.Its novelty is that it accounts for the specific input/output behavior (or response function) of the particular simulation at hand; i.e., the method is customized or application-driven.A tool for this customization is bootstrapping, which enables the estimation of the variances of predictions for inputs not yet simulated.The new method is tested through the classic M/M/1 queueing simulation.For this simulation the novel design indeed gives better results than a Latin Hypercube Sampling (LHS) with a prefixed sample of the same size.simulation;statistical methods;bootstrap

Calibration Probe Uncertainty and Validation for the Hypersonic Material Environmental Test System

This paper presents an uncertainty analysis of the stagnation-point calibration probe surface predictions for conditions that span the performance envelope of the Hypersonic Materials Environmental Test System facility located at NASA Langley Research Center. A second-order stochastic expansion was constructed over 47 uncertain parameters to evaluate the sensitivities, identify the most significant uncertain variables, and quantify the uncertainty in the stagnation-point heat flux and pressure predictions of the calibration probe for a low- and high-enthalpy test condition. A sensitivity analysis showed that measurement bias uncertainty is the most significant contributor to the stagnation-point pressure and heat flux variance for the low-enthalpy condition. For the high-enthalpy condition, a paradigm shift in sensitivities revealed the computational fluid dynamics model input uncertainty as the main contributor. A comparison between the prediction and measurement of the stagnation-point conditions under uncertainty showed that there was evidence of statistical disagreement. A validation metric was proposed and applied to the prediction uncertainty to account for the statistical disagreement when compared to the possible stagnation-point heat flux and pressure measurements

Recommendations and illustrations for the evaluation of photonic random number generators

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 $h(\epsilon,\tau)$ 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

Verified Correctness and Security of mbedTLS HMAC-DRBG

We have formalized the functional specification of HMAC-DRBG (NIST 800-90A), and we have proved its cryptographic security--that its output is pseudorandom--using a hybrid game-based proof. We have also proved that the mbedTLS implementation (C program) correctly implements this functional specification. That proof composes with an existing C compiler correctness proof to guarantee, end-to-end, that the machine language program gives strong pseudorandomness. All proofs (hybrid games, C program verification, compiler, and their composition) are machine-checked in the Coq proof assistant. Our proofs are modular: the hybrid game proof holds on any implementation of HMAC-DRBG that satisfies our functional specification. Therefore, our functional specification can serve as a high-assurance reference.Comment: Appearing in CCS '1

JWalk: a tool for lazy, systematic testing of java classes by design introspection and user interaction

Popular software testing tools, such as JUnit, allow frequent retesting of modified code; yet the manually created test scripts are often seriously incomplete. A unit-testing tool called JWalk has therefore been developed to address the need for systematic unit testing within the context of agile methods. The tool operates directly on the compiled code for Java classes and uses a new lazy method for inducing the changing design of a class on the fly. This is achieved partly through introspection, using Java’s reflection capability, and partly through interaction with the user, constructing and saving test oracles on the fly. Predictive rules reduce the number of oracle values that must be confirmed by the tester. Without human intervention, JWalk performs bounded exhaustive exploration of the class’s method protocols and may be directed to explore the space of algebraic constructions, or the intended design state-space of the tested class. With some human interaction, JWalk performs up to the equivalent of fully automated state-based testing, from a specification that was acquired incrementally

Consistent Estimation of Agent Based Models

The aim of this paper is to describe a method to introduce empirical data in agent based models. Starting from the econometric and calibration literature, it is shown how to select the values of the parameters in the model and which conditions has to be met to have consistent estimations. A crucial point lays in the analysis of the artificial data produced by model, in particular to test for ergodicity and stationarity.Agent-based models, Estimation, Calibration, Simulation

An integrated search-based approach for automatic testing from extended finite state machine (EFSM) models

This is the post-print version of the Article - Copyright @ 2011 ElsevierThe extended finite state machine (EFSM) is a modelling approach that has been used to represent a wide range of systems. When testing from an EFSM, it is normal to use a test criterion such as transition coverage. Such test criteria are often expressed in terms of transition paths (TPs) through an EFSM. Despite the popularity of EFSMs, testing from an EFSM is difficult for two main reasons: path feasibility and path input sequence generation. The path feasibility problem concerns generating paths that are feasible whereas the path input sequence generation problem is to find an input sequence that can traverse a feasible path. While search-based approaches have been used in test automation, there has been relatively little work that uses them when testing from an EFSM. In this paper, we propose an integrated search-based approach to automate testing from an EFSM. The approach has two phases, the aim of the first phase being to produce a feasible TP (FTP) while the second phase searches for an input sequence to trigger this TP. The first phase uses a Genetic Algorithm whose fitness function is a TP feasibility metric based on dataflow dependence. The second phase uses a Genetic Algorithm whose fitness function is based on a combination of a branch distance function and approach level. Experimental results using five EFSMs found the first phase to be effective in generating FTPs with a success rate of approximately 96.6%. Furthermore, the proposed input sequence generator could trigger all the generated feasible TPs (success rate = 100%). The results derived from the experiment demonstrate that the proposed approach is effective in automating testing from an EFSM