On the complexity of binary floating point pseudorandom generation

Author:

Nekrutkin Vladimir

Abstract

AbstractThe paper is devoted to the complexity analysis of binary floating point pseudorandom generators. We start with a stochastic model of a “usual” pseudorandom generator (PRNG). Then integer outputs of this generator are transformed into i.i.d. random variables, agreed with an abstract binary floating point system. Additionally, these random variables are approximately uniformly distributed on the interval [0,1]. Therefore, they can interpreted as (random) outputs of a binary floating point pseudorandom generator (flPRNG). The simulation complexity of such a transformation is defined as the average number of PRNG's outputs necessary to produce the unique output of flPRNG. Several transformations with minimal or approximately minimal complexities are presented and discussed.

Publisher

Walter de Gruyter GmbH

Subject

Applied Mathematics,Statistics and Probability

Reference3 articles.

1. Optimal simulation of discrete distributions in Vestnik St Petersburg Univ KorobeinikovA NekrutkinV Optimal simulation of discrete distributionsRussianVestnik St Petersburg Univ;Vorobjeva;Math Math,2012

2. Interval algorithm for random number generation Inform Theory Interval algorithm for random number generationIEEE Trans Inform Theory;Han;IEEE Trans,1997

3. PRNG specialized in double precision floating point numbers using an affine transition Monte Carlo and Quasi - Monte Carlo PRNG specialized in double precision floating point numbers using an affine transitionMonte Carlo and Quasi - Monte Carlo;Saito;Methods Methods,2008

Cited by 2 articles. 订阅此论文施引文献 订阅此论文施引文献,注册后可以免费订阅5篇论文的施引文献,订阅后可以查看论文全部施引文献

1. Stochastic Computational Methods and Experiment Design;Vestnik St. Petersburg University, Mathematics;2023-06

2. Binary decompositions of probability densities and random-bit simulation;Monte Carlo Methods and Applications;2020-06-01

同舟云学术

1.学者识别学者识别

2.学术分析学术分析

3.人才评估人才评估

"同舟云学术"是以全球学者为主线,采集、加工和组织学术论文而形成的新型学术文献查询和分析系统,可以对全球学者进行文献检索和人才价值评估。用户可以通过关注某些学科领域的顶尖人物而持续追踪该领域的学科进展和研究前沿。经过近期的数据扩容,当前同舟云学术共收录了国内外主流学术期刊6万余种,收集的期刊论文及会议论文总量共计约1.5亿篇,并以每天添加12000余篇中外论文的速度递增。我们也可以为用户提供个性化、定制化的学者数据。欢迎来电咨询!咨询电话:010-8811{复制后删除}0370

www.globalauthorid.com

TOP

Copyright © 2019-2024 北京同舟云网络信息技术有限公司
京公网安备11010802033243号  京ICP备18003416号-3