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GENERATION OF VALUES FROM DISCRETE PROBABILITY DISTRIBUTIONS WITH THE USE OF CHAOTIC MAPS

Marcin Lawnik, Arkadiusz Banasik, Adrian Kapczyński

Abstract


The values of random variables are commonly used in the field of artificial intelligence. The literature shows plenty of methods, which allows us to generate them, for example, inverse cumulative density function method. Some of the ways are based on chaotic projection. The chaotic methods of generating random variables are concerned with mainly continuous random variables. This article presents the method of generating values from discrete probability distributions with the use of properly constructed piece-wise linear chaotic map. This method is based on a properly constructed discrete dynamical system with chaotic behavior. Successive probability values cover the unit interval and the corresponding random variable values are assigned to the determined subintervals. In the next step, a piece-wise linear map on the subintervals is constructed. In the course of iterations of the chaotic map, consecutive values from a given discrete distribution are derived. The method is presented on the example of Bernoulli distribution. Furthermore, an analysis of the discussed example is conducted and shows that the presented method is the fastest of all analyzed methods.

Keywords


Piece-wise linear map; Discrete random variable; Bernoulli distribution.

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References


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