Generation of pseudo-random numbers with the use of inverse chaotic transformation

Abstract

Abstract In (Lawnik M., Generation of numbers with the distribution close to uniform with the use of chaotic maps, In: Obaidat M.S., Kacprzyk J., Ören T. (Ed.), International Conference on Simulation and Modeling Methodologies, Technologies and Applications (SIMULTECH) (28-30 August 2014, Vienna, Austria), SCITEPRESS, 2014) Lawnik discussed a method of generating pseudo-random numbers from uniform distribution with the use of adequate chaotic transformation. The method enables the “flattening” of continuous distributions to uniform one. In this paper a inverse process to the above-mentioned method is presented, and, in consequence, a new manner of generating pseudo-random numbers from a given continuous distribution. The method utilizes the frequency of the occurrence of successive branches of chaotic transformation in the process of “flattening”. To generate the values from the given distribution one discrete and one continuous value of a random variable are required. The presented method does not directly involve the knowledge of the density function or the cumulative distribution function, which is, undoubtedly, a great advantage in comparison with other well-known methods. The described method was analysed on the example of the standard normal distribution.