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.
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Tomohiko UYEMATSU, Yuan LI, "Two Algorithms for Random Number Generation Implemented by Using Arithmetic of Limited Precision" in IEICE TRANSACTIONS on Fundamentals,
vol. E86-A, no. 10, pp. 2542-2551, October 2003, doi: .
Abstract: 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.
URL: https://global.ieice.org/en_transactions/fundamentals/10.1587/e86-a_10_2542/_p
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@ARTICLE{e86-a_10_2542,
author={Tomohiko UYEMATSU, Yuan LI, },
journal={IEICE TRANSACTIONS on Fundamentals},
title={Two Algorithms for Random Number Generation Implemented by Using Arithmetic of Limited Precision},
year={2003},
volume={E86-A},
number={10},
pages={2542-2551},
abstract={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.},
keywords={},
doi={},
ISSN={},
month={October},}
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TY - JOUR
TI - Two Algorithms for Random Number Generation Implemented by Using Arithmetic of Limited Precision
T2 - IEICE TRANSACTIONS on Fundamentals
SP - 2542
EP - 2551
AU - Tomohiko UYEMATSU
AU - Yuan LI
PY - 2003
DO -
JO - IEICE TRANSACTIONS on Fundamentals
SN -
VL - E86-A
IS - 10
JA - IEICE TRANSACTIONS on Fundamentals
Y1 - October 2003
AB - 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.
ER -