Second Order Asymptotics for Random Number Generation

Abstract: We treat a random number generation from an i.i.d. probability distribution of $P$ to that of $Q$. When $Q$ or $P$ is a uniform distribution, the problems have been well-known as the uniform random number generation and the resolvability problem respectively, and analyzed not only in the context of the first order asymptotic theory but also that in the second asymptotic theory. On the other hand, when both $P$ and $Q$ are not a uniform distribution, the second order asymptotics has not been treated. In this paper, we focus on the second order asymptotics of a random number generation for arbitrary probability distributions $P$ and $Q$ on a finite set. In particular, we derive the optimal second order generation rate under an arbitrary permissible confidence coefficient.