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On the complexity of binary floating point pseudorandom generation.

Authors :
Nekrutkin, Vladimir
Source :
Monte Carlo Methods & Applications. Jun2016, Vol. 22 Issue 2, p109-116. 8p.
Publication Year :
2016

Abstract

The 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. [ABSTRACT FROM AUTHOR]

Details

Language :
English
ISSN :
09299629
Volume :
22
Issue :
2
Database :
Academic Search Index
Journal :
Monte Carlo Methods & Applications
Publication Type :
Academic Journal
Accession number :
115897084
Full Text :
https://doi.org/10.1515/mcma-2016-0105