DocumentCode :
2339637
Title :
Finite-precision intrinsic randomness and source resolvability
Author :
Steinberg, Yossef ; Verdu, Sergio
Author_Institution :
C3I Centre, George Mason Univ., Fairfax, VA, USA
fYear :
1994
fDate :
27-29 Oct 1994
Firstpage :
30
Abstract :
Random number generators are important devices in randomized algorithms, Monte-Carlo methods, and in simulation studies of random systems. A random number generator is usually modeled as a random source emitting independent, equally likely random bits. In practice, the random source one has at hand can deviate from this idealized model, and the random number generator operates by applying a deterministic mapping on the output of the (nonideal) random source. The deterministic mapping is chosen so that the resulting process approximates, in some sense, a sequence of independent, equally likely random bits. A prime measure of the intrinsic randomness of a given source X is the maximal rate at which random bits can be extracted from X by suitably mapping its output. This maximal rate depends on the statistics of the source X and on the sense of approximation. We study the problem of finite-precision random bit generation, where the accuracy measure is the variational distance. The relevant information theory is addressed
Keywords :
Monte Carlo methods; information theory; random number generation; random processes; randomised algorithms; simulation; Monte-Carlo methods; accuracy measure; approximation; deterministic mapping; finite-precision intrinsic randomness; information theory; maximal rate; random bits; random number generators; random source; random systems; randomized algorithms; simulation studies; source resolvability; source statistics; variational distance; Approximation algorithms; Entropy; Information rates; Production; Random number generation; Rate-distortion; Statistics;
fLanguage :
English
Publisher :
ieee
Conference_Titel :
Information Theory and Statistics, 1994. Proceedings., 1994 IEEE-IMS Workshop on
Conference_Location :
Alexandria, VA
Print_ISBN :
0-7803-2761-6
Type :
conf
DOI :
10.1109/WITS.1994.513868
Filename :
513868
Link To Document :
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