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+%\documentclass{article}
+\documentclass[10pt,journal,letterpaper,compsoc]{IEEEtran}
+\usepackage[utf8]{inputenc}
+\usepackage[T1]{fontenc}
+\usepackage{fullpage}
+\usepackage{fancybox}
+\usepackage{amsmath}
+\usepackage{amscd}
+\usepackage{moreverb}
+\usepackage{commath}
+\usepackage[ruled,vlined]{algorithm2e}
+\usepackage{listings}
+\usepackage[standard]{ntheorem}
+\usepackage{algorithmic}
+\usepackage{slashbox}
+\usepackage{ctable}
+\usepackage{tabularx}
+\usepackage{multirow}
+
+% Pour mathds : les ensembles IR, IN, etc.
+\usepackage{dsfont}
+
+% Pour avoir des intervalles d'entiers
+\usepackage{stmaryrd}
+
+\usepackage{graphicx}
+% Pour faire des sous-figures dans les figures
+\usepackage{subfigure}
+
+
+\newtheorem{notation}{Notation}
+
+\newcommand{\X}{\mathcal{X}}
+\newcommand{\Go}{G_{f_0}}
+\newcommand{\B}{\mathds{B}}
+\newcommand{\N}{\mathds{N}}
+\newcommand{\BN}{\mathds{B}^\mathsf{N}}
+\let\sur=\overline
+
+
+
+\title{Supplementary of ``Efficient and Cryptographically Secure Generation of Chaotic Pseudorandom Numbers on GPU''}
+\begin{document}
+
+\author{Jacques M. Bahi, Rapha\"{e}l Couturier, Christophe
+Guyeux, and Pierre-Cyrille Héam\thanks{Authors in alphabetic order}}
+
+
+\maketitle
+
+\IEEEdisplaynotcompsoctitleabstractindextext
+\IEEEpeerreviewmaketitle
+
+
+
+
+\section{Statistical Improvements Using Chaotic Iterations}
+
+\label{The generation of pseudorandom sequence}
+
+
+Let us now explain why we have reasonable ground to believe that chaos
+can improve statistical properties.
+We will show in this section that chaotic properties as defined in the
+mathematical theory of chaos are related to some statistical tests that can be found
+in the NIST battery. Furthermore, we will check that, when mixing defective PRNGs with
+chaotic iterations, the new generator presents better statistical properties
+(this section summarizes and extends the work of~\cite{bfg12a:ip}).
+
+
+
+\subsection{Qualitative relations between topological properties and statistical tests}
+
+
+There are various relations between topological properties that describe an unpredictable behavior for a discrete
+dynamical system on the one
+hand, and statistical tests to check the randomness of a numerical sequence
+on the other hand. These two mathematical disciplines follow a similar
+objective in case of a recurrent sequence (to characterize an intrinsically complicated behavior for a
+recurrent sequence), with two different but complementary approaches.
+It is true that the following illustrative links give only qualitative arguments,
+and proofs should be provided later to make such arguments irrefutable. However
+they give a first understanding of the reason why we think that chaotic properties should tend
+to improve the statistical quality of PRNGs.
+%
+Let us now list some of these relations between topological properties defined in the mathematical
+theory of chaos and tests embedded into the NIST battery. %Such relations need to be further
+%investigated, but they presently give a first illustration of a trend to search similar properties in the
+%two following fields: mathematical chaos and statistics.
+
+
+\begin{itemize}
+ \item \textbf{Regularity}. As stated in Section~\ref{subsec:Devaney}, a chaotic dynamical system must
+have an element of regularity. Depending on the chosen definition of chaos, this element can be the existence of
+a dense orbit, the density of periodic points, etc. The key idea is that a dynamical system with no periodicity
+is not as chaotic as a system having periodic orbits: in the first situation, we can predict something and gain a
+knowledge about the behavior of the system, that is, it never enters into a loop. A similar importance for periodicity is emphasized in
+the two following NIST tests~\cite{Nist10}:
+ \begin{itemize}
+ \item \textbf{Non-overlapping Template Matching Test}. Detect generators that produce too many occurrences of a given non-periodic (aperiodic) pattern.
+ \item \textbf{Discrete Fourier Transform (Spectral) Test}. Detect periodic features (i.e., repetitive patterns that are close one to another) in the tested sequence that would indicate a deviation from the assumption of randomness.
+ \end{itemize}
+
+\item \textbf{Transitivity}. This topological property previously introduced states that the dynamical system is intrinsically complicated: it cannot be simplified into
+two subsystems that do not interact, as we can find in any neighborhood of any point another point whose orbit visits the whole phase space.
+This focus on the places visited by the orbits of the dynamical system takes various nonequivalent formulations in the mathematical theory
+of chaos, namely: transitivity, strong transitivity, total transitivity, topological mixing, and so on~\cite{bg10:ij}. A similar attention
+is brought on the states visited during a random walk in the two tests below~\cite{Nist10}:
+ \begin{itemize}
+ \item \textbf{Random Excursions Variant Test}. Detect deviations from the expected number of visits to various states in the random walk.
+ \item \textbf{Random Excursions Test}. Determine if the number of visits to a particular state within a cycle deviates from what one would expect for a random sequence.
+ \end{itemize}
+
+\item \textbf{Chaos according to Li and Yorke}. Two points of the phase space $(x,y)$ define a couple of Li-Yorke when $\limsup_{n \rightarrow +\infty} d(f^{(n)}(x), f^{(n)}(y))>0$ et $\liminf_{n \rightarrow +\infty} d(f^{(n)}(x), f^{(n)}(y))=0$, meaning that their orbits always oscillate as the iterations pass. When a system is compact and contains an uncountable set of such points, it is claimed as chaotic according
+to Li-Yorke~\cite{Li75,Ruette2001}. A similar property is regarded in the following NIST test~\cite{Nist10}.
+ \begin{itemize}
+ \item \textbf{Runs Test}. To determine whether the number of runs of ones and zeros of various lengths is as expected for a random sequence. In particular, this test determines whether the oscillation between such zeros and ones is too fast or too slow.
+ \end{itemize}
+ \item \textbf{Topological entropy}. The desire to formulate an equivalency of the thermodynamics entropy
+has emerged both in the topological and statistical fields. Once again, a similar objective has led to two different
+rewritting of an entropy based disorder: the famous Shannon definition of entropy is approximated in the statistical approach,
+whereas topological entropy is defined as follows:
+$x,y \in \mathcal{X}$ are $\varepsilon-$\emph{separated in time $n$} if there exists $k \leqslant n$ such that $d\left(f^{(k)}(x),f^{(k)}(y)\right)>\varepsilon$. Then $(n,\varepsilon)-$separated sets are sets of points that are all $\varepsilon-$separated in time $n$, which
+leads to the definition of $s_n(\varepsilon,Y)$, being the maximal cardinality of all $(n,\varepsilon)-$separated sets. Using these notations,
+the topological entropy is defined as follows: $$h_{top}(\mathcal{X},f) = \displaystyle{\lim_{\varepsilon \rightarrow 0} \Big[ \limsup_{n \rightarrow +\infty} \dfrac{1}{n} \log s_n(\varepsilon,\mathcal{X})\Big]}.$$
+This value measures the average exponential growth of the number of distinguishable orbit segments.
+In this sense, it measures the complexity of the topological dynamical system, whereas
+the Shannon approach comes to mind when defining the following test~\cite{Nist10}:
+ \begin{itemize}
+\item \textbf{Approximate Entropy Test}. Compare the frequency of the overlapping blocks of two consecutive/adjacent lengths ($m$ and $m+1$) against the expected result for a random sequence.
+ \end{itemize}
+
+ \item \textbf{Non-linearity, complexity}. Finally, let us remark that non-linearity and complexity are
+not only sought in general to obtain chaos, but they are also required for randomness, as illustrated by the two tests below~\cite{Nist10}.
+ \begin{itemize}
+\item \textbf{Binary Matrix Rank Test}. Check for linear dependence among fixed length substrings of the original sequence.
+\item \textbf{Linear Complexity Test}. Determine whether or not the sequence is complex enough to be considered random.
+ \end{itemize}
+\end{itemize}
+
+
+We have proven in our previous works~\cite{guyeux12:bc} that chaotic iterations satisfying Theorem~\ref{Th:Caractérisation des IC chaotiques} are, among other
+things, strongly transitive, topologically mixing, chaotic as defined by Li and Yorke,
+and that they have a topological entropy and an exponent of Lyapunov both equal to $ln(\mathsf{N})$,
+where $\mathsf{N}$ is the size of the iterated vector.
+These topological properties make that we are ground to believe that a generator based on chaotic
+iterations will probably be able to pass all the existing statistical batteries for pseudorandomness like
+the NIST one. The following subsections, in which we prove that defective generators have their
+statistical properties improved by chaotic iterations, show that such an assumption is true.
+
+\subsection{Details of some Existing Generators}
+
+The list of defective PRNGs we will use
+as inputs for the statistical tests to come is introduced here.
+
+Firstly, the simple linear congruency generators (LCGs) will be used.
+They are defined by the following recurrence:
+\begin{equation}
+x^n = (ax^{n-1} + c)~mod~m,
+\label{LCG}
+\end{equation}
+where $a$, $c$, and $x^0$ must be, among other things, non-negative and inferior to
+$m$~\cite{LEcuyerS07}. In what follows, 2LCGs and 3LCGs refer to two (resp. three)
+combinations of such LCGs. For further details, see~\cite{bfg12a:ip,combined_lcg}.
+
+Secondly, the multiple recursive generators (MRGs) which will be used,
+are based on a linear recurrence of order
+$k$, modulo $m$~\cite{LEcuyerS07}:
+\begin{equation}
+x^n = (a^1x^{n-1}+~...~+a^kx^{n-k})~mod~m .
+\label{MRG}
+\end{equation}
+The combination of two MRGs (referred as 2MRGs) is also used in these experiments.
+
+Generators based on linear recurrences with carry will be regarded too.
+This family of generators includes the add-with-carry (AWC) generator, based on the recurrence:
+\begin{equation}
+\label{AWC}
+\begin{array}{l}
+x^n = (x^{n-r} + x^{n-s} + c^{n-1})~mod~m, \\
+c^n= (x^{n-r} + x^{n-s} + c^{n-1}) / m, \end{array}\end{equation}
+the SWB generator, having the recurrence:
+\begin{equation}
+\label{SWB}
+\begin{array}{l}
+x^n = (x^{n-r} - x^{n-s} - c^{n-1})~mod~m, \\
+c^n=\left\{
+\begin{array}{l}
+1 ~~~~~\text{if}~ (x^{i-r} - x^{i-s} - c^{i-1})<0\\
+0 ~~~~~\text{else},\end{array} \right. \end{array}\end{equation}
+and the SWC generator, which is based on the following recurrence:
+\begin{equation}
+\label{SWC}
+\begin{array}{l}
+x^n = (a^1x^{n-1} \oplus ~...~ \oplus a^rx^{n-r} \oplus c^{n-1}) ~ mod ~ 2^w, \\
+c^n = (a^1x^{n-1} \oplus ~...~ \oplus a^rx^{n-r} \oplus c^{n-1}) ~ / ~ 2^w. \end{array}\end{equation}
+
+Then the generalized feedback shift register (GFSR) generator has been implemented, that is:
+\begin{equation}
+x^n = x^{n-r} \oplus x^{n-k} .
+\label{GFSR}
+\end{equation}
+
+
+Finally, the nonlinear inversive (INV) generator~\cite{LEcuyerS07} has been studied, which is:
+
+\begin{equation}
+\label{INV}
+\begin{array}{l}
+x^n=\left\{
+\begin{array}{ll}
+(a^1 + a^2 / z^{n-1})~mod~m & \text{if}~ z^{n-1} \neq 0 \\
+a^1 & \text{if}~ z^{n-1} = 0 .\end{array} \right. \end{array}\end{equation}
+
+
+
+\begin{table}
+\renewcommand{\arraystretch}{1.3}
+\caption{TestU01 Statistical Test Failures}
+\label{TestU011}
+\centering
+ \begin{tabular}{lccccc}
+ \toprule
+Test name &Tests& Logistic & XORshift & ISAAC\\
+Rabbit & 38 &21 &14 &0 \\
+Alphabit & 17 &16 &9 &0 \\
+Pseudo DieHARD &126 &0 &2 &0 \\
+FIPS\_140\_2 &16 &0 &0 &0 \\
+SmallCrush &15 &4 &5 &0 \\
+Crush &144 &95 &57 &0 \\
+Big Crush &160 &125 &55 &0 \\ \hline
+Failures & &261 &146 &0 \\
+\bottomrule
+ \end{tabular}
+\end{table}
+
+
+
+\begin{table}
+\renewcommand{\arraystretch}{1.3}
+\caption{TestU01 Statistical Test Failures for Old CI algorithms ($\mathsf{N}=4$)}
+\label{TestU01 for Old CI}
+\centering
+ \begin{tabular}{lcccc}
+ \toprule
+\multirow{3}*{Test name} & \multicolumn{4}{c}{Old CI}\\
+&Logistic& XORshift& ISAAC&ISAAC \\
+&+& +& + & + \\
+&Logistic& XORshift& XORshift&ISAAC \\ \cmidrule(r){2-5}
+Rabbit &7 &2 &0 &0 \\
+Alphabit & 3 &0 &0 &0 \\
+DieHARD &0 &0 &0 &0 \\
+FIPS\_140\_2 &0 &0 &0 &0 \\
+SmallCrush &2 &0 &0 &0 \\
+Crush &47 &4 &0 &0 \\
+Big Crush &79 &3 &0 &0 \\ \hline
+Failures &138 &9 &0 &0 \\
+\bottomrule
+ \end{tabular}
+\end{table}
+
+
+
+
+
+\subsection{Statistical tests}
+\label{Security analysis}
+
+Three batteries of tests are reputed and regularly used
+to evaluate the statistical properties of newly designed pseudorandom
+number generators. These batteries are named DieHard~\cite{Marsaglia1996},
+the NIST suite~\cite{ANDREW2008}, and the most stringent one called
+TestU01~\cite{LEcuyerS07}, which encompasses the two other batteries.
+
+
+
+\label{Results and discussion}
+\begin{table*}
+\renewcommand{\arraystretch}{1.3}
+\caption{NIST and DieHARD tests suite passing rates for PRNGs without CI}
+\label{NIST and DieHARD tests suite passing rate the for PRNGs without CI}
+\centering
+ \begin{tabular}{|l||c|c|c|c|c|c|c|c|c|c|}
+ \hline\hline
+Types of PRNGs & \multicolumn{2}{c|}{Linear PRNGs} & \multicolumn{4}{c|}{Lagged PRNGs} & \multicolumn{1}{c|}{ICG PRNGs} & \multicolumn{3}{c|}{Mixed PRNGs}\\ \hline
+\backslashbox{\textbf{$Tests$}} {\textbf{$PRNG$}} & LCG& MRG& AWC & SWB & SWC & GFSR & INV & LCG2& LCG3& MRG2 \\ \hline
+NIST & 11/15 & 14/15 &\textbf{15/15} & \textbf{15/15} & 14/15 & 14/15 & 14/15 & 14/15& 14/15& 14/15 \\ \hline
+DieHARD & 16/18 & 16/18 & 15/18 & 16/18 & \textbf{18/18} & 16/18 & 16/18 & 16/18& 16/18& 16/18\\ \hline
+\end{tabular}
+\end{table*}
+
+Table~\ref{NIST and DieHARD tests suite passing rate the for PRNGs without CI} shows the
+results on the two first batteries recalled above, indicating that all the PRNGs presented
+in the previous section
+cannot pass all these tests. In other words, the statistical quality of these PRNGs cannot
+fulfill the up-to-date standards presented previously. We have shown in~\cite{bfg12a:ip} that the use of chaotic
+iterations can solve this issue.
+%More precisely, to
+%illustrate the effects of chaotic iterations on these defective PRNGs, experiments have been divided in three parts~\cite{bfg12a:ip}:
+%\begin{enumerate}
+% \item \textbf{Single CIPRNG}: The PRNGs involved in CI computing are of the same category.
+% \item \textbf{Mixed CIPRNG}: Two different types of PRNGs are mixed during the chaotic iterations process.
+% \item \textbf{Multiple CIPRNG}: The generator is obtained by repeating the composition of the iteration function as follows: $x^0\in \mathds{B}^{\mathsf{N}}$, and $\forall n\in \mathds{N}^{\ast },\forall i\in \llbracket1;\mathsf{N}\rrbracket, x_i^n=$
+%\begin{equation}
+%\begin{array}{l}
+%\left\{
+%\begin{array}{l}
+%x_i^{n-1}~~~~~\text{if}~S^n\neq i \\
+%\forall j\in \llbracket1;\mathsf{m}\rrbracket,f^m(x^{n-1})_{S^{nm+j}}~\text{if}~S^{nm+j}=i.\end{array} \right. \end{array}
+%\end{equation}
+%$m$ is called the \emph{functional power}.
+%\end{enumerate}
+%
+The obtained results are reproduced in Table
+\ref{NIST and DieHARD tests suite passing rate the for single CIPRNGs}.
+The scores written in boldface indicate that all the tests have been passed successfully, whereas an
+asterisk ``*'' means that the considered passing rate has been improved.
+The improvements are obvious for both the ``Old CI'' and the ``New CI'' generators.
+Concerning the ``Xor CI PRNG'', the score is less spectacular. Because of a large speed improvement, the statistics
+ are not as good as for the two other versions of these CIPRNGs.
+However 8 tests have been improved (with no deflation for the other results).
+
+
+\begin{table*}
+\renewcommand{\arraystretch}{1.3}
+\caption{NIST and DieHARD tests suite passing rates for PRNGs with CI}
+\label{NIST and DieHARD tests suite passing rate the for single CIPRNGs}
+\centering
+ \begin{tabular}{|l||c|c|c|c|c|c|c|c|c|c|c|c|}
+ \hline
+Types of PRNGs & \multicolumn{2}{c|}{Linear PRNGs} & \multicolumn{4}{c|}{Lagged PRNGs} & \multicolumn{1}{c|}{ICG PRNGs} & \multicolumn{3}{c|}{Mixed PRNGs}\\ \hline
+\backslashbox{\textbf{$Tests$}} {\textbf{$Single~CIPRNG$}} & LCG & MRG & AWC & SWB & SWC & GFSR & INV& LCG2 & LCG3& MRG2 \\ \hline\hline
+Old CIPRNG\\ \hline \hline
+NIST & \textbf{15/15} * & \textbf{15/15} * & \textbf{15/15} & \textbf{15/15} & \textbf{15/15} * & \textbf{15/15} * & \textbf{15/15} *& \textbf{15/15} * & \textbf{15/15} * & \textbf{15/15} \\ \hline
+DieHARD & \textbf{18/18} * & \textbf{18/18} * & \textbf{18/18} * & \textbf{18/18} * & \textbf{18/18} & \textbf{18/18} * & \textbf{18/18} *& \textbf{18/18} * & \textbf{18/18} *& \textbf{18/18} * \\ \hline
+New CIPRNG\\ \hline \hline
+NIST & \textbf{15/15} * & \textbf{15/15} * & \textbf{15/15} & \textbf{15/15} & \textbf{15/15} * & \textbf{15/15} * & \textbf{15/15} *& \textbf{15/15} * & \textbf{15/15} * & \textbf{15/15} \\ \hline
+DieHARD & \textbf{18/18} * & \textbf{18/18} * & \textbf{18/18} * & \textbf{18/18} * & \textbf{18/18} & \textbf{18/18} * & \textbf{18/18} * & \textbf{18/18} * & \textbf{18/18} *& \textbf{18/18} *\\ \hline
+Xor CIPRNG\\ \hline\hline
+NIST & 14/15*& \textbf{15/15} * & \textbf{15/15} & \textbf{15/15} & 14/15 & \textbf{15/15} * & 14/15& \textbf{15/15} * & \textbf{15/15} *& \textbf{15/15} \\ \hline
+DieHARD & 16/18 & 16/18 & 17/18* & \textbf{18/18} * & \textbf{18/18} & \textbf{18/18} * & 16/18 & 16/18 & 16/18& 16/18\\ \hline
+\end{tabular}
+\end{table*}
+
+
+We have then investigated in~\cite{bfg12a:ip} if it were possible to improve
+the statistical behavior of the Xor CI version by combining more than one
+$\oplus$ operation. Results are summarized in Table~\ref{threshold}, illustrating
+the progressive increasing effects of chaotic iterations, when giving time to chaos to get settled in.
+Thus rapid and perfect PRNGs, regarding the NIST and DieHARD batteries, can be obtained
+using chaotic iterations on defective generators.
+
+\begin{table*}
+\renewcommand{\arraystretch}{1.3}
+\caption{Number of $\oplus$ operations to pass the whole NIST and DieHARD batteries}
+\label{threshold}
+\centering
+ \begin{tabular}{|l||c|c|c|c|c|c|c|c|}
+ \hline
+Inputted $PRNG$ & LCG & MRG & SWC & GFSR & INV& LCG2 & LCG3 & MRG2 \\ \hline\hline
+Threshold value $m$& 19 & 7 & 2& 1 & 11& 9& 3& 4\\ \hline\hline
+\end{tabular}
+\end{table*}
+
+Finally, the TestU01 battery has been launched on three well-known generators
+(a logistic map, a simple XORshift, and the cryptographically secure ISAAC,
+see Table~\ref{TestU011}). These results can be compared with
+Table~\ref{TestU01 for Old CI}, which gives the scores obtained by the
+Old CI PRNG that has received these generators.
+The obvious improvement speaks for itself, and together with the other
+results recalled in this section, it reinforces the opinion that a strong
+correlation between topological properties and statistical behavior exists.
+
+
+The next subsection will now give a concrete original implementation of the Xor CI PRNG, the
+fastest generator in the chaotic iteration based family. In the remainder,
+this generator will be simply referred to as CIPRNG, or ``the proposed PRNG'', if this statement does not
+raise ambiguity.
+
+
+
+
+\bibliographystyle{plain}
+\bibliography{mabase}
+\end{document}
