An Efficient Generation Method for Uniformly Distributed Random Numbers
Problems of Information Transmission
Optimal random number generation from a biased coin
SODA '05 Proceedings of the sixteenth annual ACM-SIAM symposium on Discrete algorithms
Generating Stochastic Processes Based on the Finitary Interval Algorithm
IEICE Transactions on Fundamentals of Electronics, Communications and Computer Sciences
Universal simulation with fidelity criteria
IEEE Transactions on Information Theory
Entropy of the induced transformations associated with the interval algorithm
ISIT'09 Proceedings of the 2009 IEEE international conference on Symposium on Information Theory - Volume 3
Twice-universal simulation of Markov sources and individual sequences
IEEE Transactions on Information Theory
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The problem of generating a random number with an arbitrary probability distribution by using a general biased M-coin is studied. An efficient and very simple algorithm based on the successive refinement of partitions of the unit interval (0, 1), which we call the interval algorithm, is proposed. A fairly tight evaluation on the efficiency is given. Generalizations of the interval algorithm to the following cases are investigated: (1) output sequence is independent and identically distributed (i.i.d.); (2) output sequence is Markov; (3) input sequence is Markov; (4) input sequence and output sequence are both subject to arbitrary stochastic processes