Efficient random variable generation: ratio of uniforms and polar rejection sampling

Monte Carlo techniques, which require the generation of samples from some target density, are often the only alternative for performing Bayesian inference. Two classic sampling techniques to draw independent samples are the ratio of uniforms (RoU) and rejection sampling (RS). An efficient sampling algorithm is proposed combining the RoU and polar RS (i.e. RS inside a sector of a circle using polar coordinates). Its efficiency is shown in drawing samples from truncated Cauchy and Gaussian random variables, which have many important applications in signal processing and communications. RESUMEN. Método eficiente para generar algunas variables aleatorias de uso común en procesado de señal y comunicaciones (por ejemplo, Gaussianas o Cauchy truncadas) mediante la combinación de dos técnicas: "ratio of uniforms" y "rejection sampling".

Multistability, chaos, and random signal generation in semiconductor superlattices

Peer reviewed

Random number generation on the I.B.M. 360.

"Errata" ([3] p.) inserted.

Incoherent fibre supercontinuum generation for all-optical random number generation

Random number generation is a central component of modern information technology, with crucial applications in ensuring communications and information security. The development of new physical mechanisms suitable to directly generate random bit sequences is thus a subject of intense current research, with particular interest in alloptical techniques suitable for the generation of data sequences with high bit rate. One such promising technique that has received much recent attention is the chaotic semiconductor laser systems producing high quality random output as a result of the intrinsic nonlinear dynamics of its architecture [1]. Here we propose a novel complementary concept of all-optical technique that might dramatically increase the generation rate of random bits by using simultaneously multiple spectral channels with uncorrelated signals - somewhat similar to use of wave-division-multiplexing in communications. We propose to exploit the intrinsic nonlinear dynamics of extreme spectral broadening and supercontinuum (SC) generation in optical fibre, a process known to be often associated with non-deterministic fluctuations [2]. In this paper, we report proof-of concept results indicating that the fluctuations in highly nonlinear fibre SC generation can potentially be used for random number generation.

From rogue waves to random walks:nonlinear instabilities in supercontinuum generation

The noise properties of supercontinuum generation continue to be a subject of wide interest within both pure and applied physics. Aside from immediate applications in supercontinuum source development, detailed studies of supercontinuum noise mechanisms have attracted interdisciplinary attention because of links with extreme instabilities in other physical systems, especially the infamous and destructive oceanic rogue waves. But the instabilities inherent in supercontinuum generation can also be interpreted in terms of natural links with the general field of random processes, and this raises new possibilities for applications in areas such as random number generation. In this contribution we will describe recent work where we interpret supercontinuum intensity and phase fluctuations in this way.

Graphene based widely-tunable and singly-polarized pulse generation with random fiber lasers

Pulse generation often requires a stabilized cavity and its corresponding mode structure for initial phase-locking. Contrastingly, modeless cavity-free random lasers provide new possibilities for high quantum efficiency lasing that could potentially be widely tunable spectrally and temporally. Pulse generation in random lasers, however, has remained elusive since the discovery of modeless gain lasing. Here we report coherent pulse generation with modeless random lasers based on the unique polarization selectivity and broadband saturable absorption of monolayer graphene. Simultaneous temporal compression of cavity-free pulses are observed with such a polarization modulation, along with a broadly-tunable pulsewidth across two orders of magnitude down to 900 ps, a broadly-tunable repetition rate across three orders of magnitude up to 3 MHz, and a singly-polarized pulse train at 41 dB extinction ratio, about an order of magnitude larger than conventional pulsed fiber lasers. Moreover, our graphene-based pulse formation also demonstrates robust pulse-to-pulse stability and widewavelength operation due to the cavity-less feature. Such a graphene-based architecture not only provides a tunable pulsed random laser for fiber-optic sensing, speckle-free imaging, and laser-material processing, but also a new way for the non-random CW fiber lasers to generate widely tunable and singly-polarized pulses.

Random walks and random numbers from supercontinuum generation

We report a numerical study showing how the random intensity and phase fluctuations across the bandwidth of a broadband optical supercontinuum can be interpreted in terms of the random processes of random walks and Lévy flights. We also describe how the intensity fluctuations can be applied to physical random number generation. We conclude that the optical supercontinuum provides a highly versatile means of studying and generating a wide class of random processes at optical wavelengths. © 2012 Optical Society of America.

Multiwavelength generation in a random distributed feedback fiber laser using an all fiber Lyot filter

Multiwavelength lasing in the random distributed feedback fiber laser is demonstrated by employing an all fiber Lyot filter. Stable multiwavelength generation is obtained, with each line exhibiting subnanometer line-widths. A flat power distribution over multiple lines is obtained, which indicates that the power between lines is redistributed in nonlinear mixing processes. The multiwavelength generation is observed both in first and second Stokes waves. © 2014 Optical Society of America.

Narrow-band generation in random distributed feedback fiber laser

Narrow-band emission of spectral width down to ∼0.05 nm linewidth is achieved in the random distributed feedback fiber laser employing narrow-band fiber Bragg grating or fiber Fabry-Perot interferometer filters. The observed line-width is ∼10 times less than line-width of other demonstrated up to date random distributed feedback fiber lasers. The random DFB laser with Fabry-Perot interferometer filter provides simultaneously multi-wavelength and narrow-band (within each line) generation with possibility of further wavelength tuning. © 2013 Optical Society of America.

High-efficiency generation in a short random fiber laser

We demonstrate a high-efficiency random lasing in a 850 m span of a phosphosilicate fiber. Random distributed feedback owing to the Rayleigh backscattering in the fiber enables narrowband generation with output power of up to 7.3 W at the Stokes wavelength λS = 1308 nm from 11 Wof the pump power at λP = 1115 nm. The laser demonstrates unique generation efficiency. Near the generation threshold, more than 2 W of output power is generated from only 0.5 W of pump power excess over the generation threshold. At high pump power, the quantum conversion efficiency defined as a ratio of generated and pump photons at the laser output exceeds 100%. Itis explained by the fact that every pump photon is converted into the Stokes photon far from the output fiber end, while the Stokes photons have lower attenuation than the pump photons. © 2014 Astro Ltd.

Raman gain and random distributed feedback generation in nitrogen doped silica core fiber

Recently, the concept of a random distributed feedback (DFB) lasing in optical fibers has been demonstrated [1], A number of different random DFB fiber lasers has been demonstrated so far including tunable, multiwalength, cascaded generation, generation in different spectral bands etc [2-7]. All systems are based on standard low-loss germanium doped silica core fibres having relatively low Rayleigh scattering coefficient. Thus, the typical length of random DFB fiber lasers is in the range from several kilometres to tens of kilometres to accumulate enough random feedback. Here we demonstrate for the first time to our knowledge the random DFB fiber laser based on a nitrogen doped silica core (N-doped) fiber. The fiber has several times higher Rayleigh scattering coefficient compared to standard telecommunication fibres. Thus, the generation is achieved in 500 meters long fiber only. © 2013 IEEE.

Methodological analysis of gamma tomography system for large random packed columns

Gamma ray tomography experiments have been carried out to detect spatial patterns in the porosity in a 0.27 m diameter column packed with steel Rashig rings of different sizes: 12.6, 37.9, and 76 mm. using a first generation CT system (Chen et al., 1998). A fast Fourier transform tomographic reconstruction algorithm has been used to calculate the spatial variation over the column cross section. Cross-sectional gas porosity and solid holdup distribution were determinate. The values of cross-sectional average gas porosity were epsilon=0.849, 0.938 and 0.966 for the 12.6, 37.9, and 76 mm rings, respectively. Radial holdup variation within the packed bed has been determined. The variation of the circumferentially averaged gas holdup in the radial direction indicates that the porosity in the column wall region is a somewhat higher than that in the bulk region, due to the effect of the column wall. (C) 2009 Elsevier Ltd. All rights reserved.

A Functional Verification Methodology Based on Parameter Domains for Efficient Input Stimuli Generation and Coverage Modeling

Modern Integrated Circuit (IC) design is characterized by a strong trend of Intellectual Property (IP) core integration into complex system-on-chip (SOC) architectures. These cores require thorough verification of their functionality to avoid erroneous behavior in the final device. Formal verification methods are capable of detecting any design bug. However, due to state explosion, their use remains limited to small circuits. Alternatively, simulation-based verification can explore hardware descriptions of any size, although the corresponding stimulus generation, as well as functional coverage definition, must be carefully planned to guarantee its efficacy. In general, static input space optimization methodologies have shown better efficiency and results than, for instance, Coverage Directed Verification (CDV) techniques, although they act on different facets of the monitored system and are not exclusive. This work presents a constrained-random simulation-based functional verification methodology where, on the basis of the Parameter Domains (PD) formalism, irrelevant and invalid test case scenarios are removed from the input space. To this purpose, a tool to automatically generate PD-based stimuli sources was developed. Additionally, we have developed a second tool to generate functional coverage models that fit exactly to the PD-based input space. Both the input stimuli and coverage model enhancements, resulted in a notable testbench efficiency increase, if compared to testbenches with traditional stimulation and coverage scenarios: 22% simulation time reduction when generating stimuli with our PD-based stimuli sources (still with a conventional coverage model), and 56% simulation time reduction when combining our stimuli sources with their corresponding, automatically generated, coverage models.

Generation of self-similar Gaussian time series by means of the DWT and DWPT variance maps

Due to the several kinds of services that use the Internet and data networks infra-structures, the present networks are characterized by the diversity of types of traffic that have statistical properties as complex temporal correlation and non-gaussian distribution. The networks complex temporal correlation may be characterized by the Short Range Dependence (SRD) and the Long Range Dependence - (LRD). Models as the fGN (Fractional Gaussian Noise) may capture the LRD but not the SRD. This work presents two methods for traffic generation that synthesize approximate realizations of the self-similar fGN with SRD random process. The first one employs the IDWT (Inverse Discrete Wavelet Transform) and the second the IDWPT (Inverse Discrete Wavelet Packet Transform). It has been developed the variance map concept that allows to associate the LRD and SRD behaviors directly to the wavelet transform coefficients. The developed methods are extremely flexible and allow the generation of Gaussian time series with complex statistical behaviors.