4,808 research outputs found

    Some comments on C. S. Wallace's random number generators

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    We outline some of Chris Wallace's contributions to pseudo-random number generation. In particular, we consider his idea for generating normally distributed variates without relying on a source of uniform random numbers, and compare it with more conventional methods for generating normal random numbers. Implementations of Wallace's idea can be very fast (approximately as fast as good uniform generators). We discuss the statistical quality of the output, and mention how certain pitfalls can be avoided.Comment: 13 pages. For further information, see http://wwwmaths.anu.edu.au/~brent/pub/pub213.htm

    Implementing and Documenting Random Number Generators

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    As simulation arid Monte Carlo continue to play an increasing role in statistical research, careful attention must be given to problems which arise in implementing and documenting collect ions of random number generators. This paper examines the value of theoretical as well as empirical evidence in establishing the quality of generators, the selection of generators to comprise a good basic set, the techniques and efficiency of implementation, and the extent of documentation. Illustrative examples are drawn from various current sources.

    Interleaving Gains for Receive Diversity Schemes of Distributed Turbo Codes in Wireless Half–Duplex Relay Channels

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    This paper proposes the interleaving gain in two different distributed turbo-coding schemes: Distributed Turbo Codes (DTC) and Distributed Multiple Turbo Codes (DMTC) for half-duplex relay system as an extension of our previous work on turbo coding interleaver design for direct communication channel. For these schemes with half-duplex constraint, the source node transmits its information with the parity bit sequence(s) to both the relay and the destination nodes during the first phase. The relay received the data from the source and process it by using decode and forward protocol. For the second transmission period, the decoded systematic data at relay is interleaved and re-encoded by a Recursive Systematic Convolutional (RSC) encoder and forwarded to the destination. At destination node, the signals received from the source and relay are processed by using turbo log-MAP iterative decoding for retrieving the original information bits. We demonstrate via simulations that the interleaving gain has a large effect with DTC scheme when we use only one RSC encoder at both the source and relay with best performance when using Modified Matched S-Random (MMSR) interleaver. Furthermore, by designing a Chaotic Pseudo Random Interleaver (CPRI) as an outer interleaver at the source node instead of classical interleavers, our scheme can add more secure channel conditions

    On Buffon Machines and Numbers

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    The well-know needle experiment of Buffon can be regarded as an analog (i.e., continuous) device that stochastically "computes" the number 2/pi ~ 0.63661, which is the experiment's probability of success. Generalizing the experiment and simplifying the computational framework, we consider probability distributions, which can be produced perfectly, from a discrete source of unbiased coin flips. We describe and analyse a few simple Buffon machines that generate geometric, Poisson, and logarithmic-series distributions. We provide human-accessible Buffon machines, which require a dozen coin flips or less, on average, and produce experiments whose probabilities of success are expressible in terms of numbers such as, exp(-1), log 2, sqrt(3), cos(1/4), aeta(5). Generally, we develop a collection of constructions based on simple probabilistic mechanisms that enable one to design Buffon experiments involving compositions of exponentials and logarithms, polylogarithms, direct and inverse trigonometric functions, algebraic and hypergeometric functions, as well as functions defined by integrals, such as the Gaussian error function.Comment: Largely revised version with references and figures added. 12 pages. In ACM-SIAM Symposium on Discrete Algorithms (SODA'2011
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