• DocumentCode
    2619369
  • Title

    Finite-precision source resolvability

  • Author

    Steinberg, Yossef ; Verdu, Sergio

  • Author_Institution
    Center for Comput. Stat., George Mason Univ., Fairfax, VA, USA
  • fYear
    1994
  • fDate
    27 Jun-1 Jul 1994
  • Firstpage
    296
  • Abstract
    The paper studies the minimum randomness necessary for finite precision simulation of a random source. In random process simulation, the objective of the simulator is to approximate a set of desired statistics. To this end, the simulator has access to a source of pure random bits-a random number generator-and the approximation is achieved by properly mapping the output of the random number generator to the alphabet of the approximated process. An important question that arises is what is the number of pure random bits per source output that the most efficient simulation scheme needs in order to produce every sample path of the approximating process. The answer to this question depends on the statistics of the approximated source and on the sense of approximation. If the objective was to produce-with the aid of only pure random bits-exactly the same statistics (distributions) as that of the desired process, then one could only simulate finite alphabet random processes whose statistics admit finite binary representations. For example, an exact simulation of a binary process with irrational probabilities is not feasible, since the number of fair bits per source output required for accurate simulation is infinite
  • Keywords
    minimisation; random processes; rate distortion theory; source coding; statistical analysis; alphabet; approximated process; finite binary representations; finite-precision source resolvability; irrational probabilities; minimum randomness; random number generator; random process simulation; random source; source output; statistics; Distortion measurement; Entropy; Extraterrestrial measurements; Probability; Random number generation; Random processes; Source coding; Statistical distributions; Statistics; Time measurement;
  • fLanguage
    English
  • Publisher
    ieee
  • Conference_Titel
    Information Theory, 1994. Proceedings., 1994 IEEE International Symposium on
  • Conference_Location
    Trondheim
  • Print_ISBN
    0-7803-2015-8
  • Type

    conf

  • DOI
    10.1109/ISIT.1994.394722
  • Filename
    394722