Abstract
We propose a single valued criterion for randomness of a binary sequence \(x_{1}x_{2}\cdots x_{n}\in \{0,1\}^{n}\) defined by
where \(\{0,1\}^{+}=\cup _{k=1}^{\infty }\{0,1\}^{k}\) is the set of nonempty finite sequences over {0,1} and for ξ∈{0,1}k,
We prove that
holds with probability 1 if X 1 X 2⋯X n is an i.i.d. process with P(X i =0)=P(X i =1)=1/2. Moreover, if a sample path x 1 x 2⋯ 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 x 1 x 2⋯ satisfying this almost all condition, which are found out to be reasonable pseudorandom numbers from the point view of the block frequencies.
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Kamae, T., Xue, YM. An Easy Criterion for Randomness. Sankhya A 77, 126–152 (2015). https://doi.org/10.1007/s13171-014-0054-3
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DOI: https://doi.org/10.1007/s13171-014-0054-3