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Interval Algorithm for Random Number Generation: Information Spectrum Approach

机译:随机数生成的区间算法:信息谱方法

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摘要

The problem of exactly generating a general random process (target process) by using another general random process (coin process) is studied. The performance of the interval algorithm, introduced by Han and Hoshi, is analyzed from a perspective of information spectral approach. When either the coin process or the target process has one point spectrum, asymptotic optimality of the interval algorithm among any random number generation algorithms is proved, which demonstrates utility of the interval algorithm beyond the ergodic process. The feasibility condition of exact random number generation is also elucidated.
机译:研究了通过使用另一个通用随机过程(硬币过程)精确生成通用随机过程(目标过程)的问题。从信息谱方法的角度分析了Han和Hoshi提出的区间算法的性能。当硬币过程或目标过程具有一个点谱时,证明了区间算法在任意随机数生成算法中的渐近最优性,证明了区间算法在遍历过程之外的效用。还阐明了精确随机数生成的可行性条件。

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