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IEICE TRANSACTIONS on Fundamentals

Two Algorithms for Random Number Generation Implemented by Using Arithmetic of Limited Precision

Tomohiko UYEMATSU, Yuan LI

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Summary :

This paper presents two different algorithms for random number generation. One algorithm generates a random sequence with an arbitrary distribution from a sequence of pure random numbers, i.e. a sequence with uniform distribution. The other algorithm generates a sequence of pure random numbers from a sequence of a given i.i.d. source. Both algorithms can be regarded as an implementation of the interval algorithm by using the integer arithmetic with limited precision. We analyze the approximation error measured by the variational distance between probability distributions of the desired random sequence and the output sequence generated by the algorithms. Further, we give bounds on the expected length of input sequence per one output symbol, and compare it with that of the original interval algorithm.

Publication
IEICE TRANSACTIONS on Fundamentals Vol.E86-A No.10 pp.2542-2551
Publication Date
2003/10/01
Publicized
Online ISSN
DOI
Type of Manuscript
Special Section PAPER (Special Section on Information Theory and Its Applications)
Category
Information Security

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