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Classical limit theorems and high entropy MIXMAX random number generator

Published 31 Jul 2017 in hep-lat, cond-mat.stat-mech, math-ph, math.MP, and math.PR | (1708.04129v1)

Abstract: We investigate the interrelation between the distribution of stochastic fluctuations of independent random variables in probability theory and the distribution of time averages in deterministic Anosov C-systems. On the one hand, in probability theory, our interest dwells on three basic topics: the laws of large numbers, the central limit theorem and the law of the iterated logarithm for sequences of real-valued random variables. On the other hand we have chaotic, uniformly hyperbolic Anosov C-systems defined on tori which have mixing of all orders and nonzero Kolmogorov entropy. These extraordinary ergodic properties of deterministic Anosov C-systems ensure that the above classical limit theorems for sums of independent random variables in probability theory are fulfilled by the time averages for the sequences generated by the C-systems. The MIXMAX generator of pseudorandom numbers represents the C-system for which the classical limit theorems are fulfilled.

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