Journal of Statistical Physics

, Volume 63, Issue 5–6, pp 883–896 | Cite as

The hierarchy of correlations in random binary sequences

  • Aaldert Compagner


The meaning of randomness is studied for the simple case of binary sequences. Ensemble theory is used, together with correlation coefficients of any order. Conservation laws for the total amount of correlation are obtained. They imply that true randomness is an ensemble property and can never be achieved in a single sequence. The relation with entropy is discussed for different ensembles. Well-tempered pseudorandom sequences turn out to be suitable sources of random numbers, and practical recipes to generate them for use in large-scale Monte Carlo simulations are found.

Key words

Randomness correlation coefficients entropy random-number generation Monte Carlo calculations 


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Copyright information

© Plenum Publishing Corporation 1991

Authors and Affiliations

  • Aaldert Compagner
    • 1
  1. 1.Laboratory of Applied PhysicsDelftThe Netherlands

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