基于谱密度评价随机性

为了评价一个平稳过程的随机性, 我们基于谱密度提出了一个图方法. 当图中的散点呈现线性关系的时候, 我们可以判定这个序列是随机的. 为了说明这个思想, 我们用模拟的办法来检验伪随机数的随机性. 另外, 我们也用了一个实际数据来考察数据的相关性. 这两个例子都说明了我们的图方法是非常有效的.

Evaluating the Randomness Based on Spectral Density

To evaluate the randomness of a sequence, we propose a graphic approach based on spectral density. When the scatter points in the graph exhibit a linear structure, we conclude that the sequence is random. To illustrate the basic ideaof this method, one synthetic example is carried out to assess the randomness of pseudo-random sequence generator. This method is also applied to a real data to investigate the serial correlation among a sequence. Both examples have evidenced the efficacy of our proposed graphic approach.