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An easy criterion for randomness

  • Osaka Metropolitan University

Research output: Contribution to journalArticlepeer-review

Abstract

We propose a single valued criterion for randomness of a binary sequence (Formula presented) defined by (Formula presented) where (Formula presented) is the set of nonempty finite sequences over (Formula presented). We prove (Formula presented) that holds with probability 1 if X1X2…Xn is an i.i.d. process with P(Xi = 0) = P(Xi = 1) = 1/2. Moreover, if a sample path x1x2…satisfies this almost all condition, then it is a normal number in the sense of E. Borel, but this converse is not true. We also propose a method to generate infinite sequences (Formula presented)… satisfying this almost all condition, which are found out to be reasonable pseudorandom numbers from the point view of the block frequencies.

Original languageEnglish
Pages (from-to)126-152
Number of pages27
JournalSankhya: The Indian Journal of Statistics
Volume77A
StatePublished - 2015

Keywords

  • Normal number
  • Pseudorandom number
  • Randomness criterion

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