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JOURNALS // Teoriya Veroyatnostei i ee Primeneniya // Archive

Teor. Veroyatnost. i Primenen., 1971 Volume 16, Issue 2, Pages 370–378 (Mi tvp2242)

This article is cited in 2 papers

Short Communications

On distribution of random numbers produced by sequential physical generators

G. A. Kozlov

Leningrad

Abstract: In certain cases, when using Monte-Carlo technique random numbers are formed by filling up a computer word (or its parts) with a piece of stationary random binary sequence (SRBS) produced by a sequential physical binary digit generator.
In the paperi SRBS properties and distributions of random numbers formed in such a way are studied. It is shown that the sequence of their distribution functions converges to a continuous singular function as the length of SRBS pieces forming random numbers inreases. And this function is an eigen-function of a certain linear operator. Some properties of these functions and operators are investigated.

Received: 31.07.1969


 English version:
Theory of Probability and its Applications, 1971, 16:2, 369–378

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