THE HIERARCHY OF CORRELATIONS IN RANDOM BINARY SEQUENCES

被引：25

作者：

COMPAGNER, A

机构：

[1] Laboratory of Applied Physics, Delft

来源：

JOURNAL OF STATISTICAL PHYSICS | 1991年 / 63卷 / 5-6期

关键词：

RANDOMNESS; CORRELATION COEFFICIENTS; ENTROPY; RANDOM-NUMBER GENERATION; MONTE-CARLO CALCULATIONS;

D O I：

10.1007/BF01029989

中图分类号：

O4 [物理学];

学科分类号：

0702 ;

摘要：

The meaning of randomness is studied for the simple case of binary sequences. Ensemble theory is used, together with correlation coefficients of any order. Conservation laws for the total amount of correlation are obtained. They imply that true randomness is an ensemble property and can never be achieved in a single sequence. The relation with entropy is discussed for different ensembles. Well-tempered pseudorandom sequences turn out to be suitable sources of random numbers, and practical recipes to generate them for use in large-scale Monte Carlo simulations are found.

引用

页码：883 / 896

页数：14

共 12 条

[1] CRITERIA FOR THE ASSESSMENT OF RANDOM NUMBER GENERATORS
AFFLERBACH, L
[J]. JOURNAL OF COMPUTATIONAL AND APPLIED MATHEMATICS, 1990, 31 (01) : 3 - 10
[2] MAXIMUM-LENGTH SEQUENCES, CELLULAR AUTOMATA, AND RANDOM NUMBERS
COMPAGNER, A
HOOGLAND, A
[J]. JOURNAL OF COMPUTATIONAL PHYSICS, 1987, 71 (02) : 391 - 428
[3] COMPAGNER A, 1991, IN PRESS AM J PHYS
[4] Golomb SW., 1967, SHIFT REGISTER SEQUE
[5] A REVIEW OF PSEUDORANDOM NUMBER GENERATORS
JAMES, F
[J]. COMPUTER PHYSICS COMMUNICATIONS, 1990, 60 (03) : 329 - 344
[6] Knuth D.E., 1981, ART COMPUTER PROGRAM, V2
[7] MARSAGLIA G, 1990, PREPRINT
[8] NIEDERREITER H, IN PRESS ANN OPER RE
[9] THOUGHTS ON PSEUDORANDOM NUMBER GENERATORS
RIPLEY, BD
[J]. JOURNAL OF COMPUTATIONAL AND APPLIED MATHEMATICS, 1990, 31 (01) : 153 - 163
[10] van Lambalgen M., 1987, THESIS U AMSTERDAM

← 1 2 →