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Pseudorandom processes

Author

Listed:
  • Móri, Tamás F.
  • Székely, Gábor J.

Abstract

Pseudorandom numbers turned out to be very widely applicable substitutes of real random number sequences. In this paper we introduce pseudorandom processes that appear to be random but they just imitate certain properties of random/stochastic processes. This paper is only the first step in replacing random coins of random walks by trigonometric functions. More general functions (“coins”) lead to unexpected new challenges, e.g. in case of Haar coins.

Suggested Citation

  • Móri, Tamás F. & Székely, Gábor J., 2022. "Pseudorandom processes," Stochastic Processes and their Applications, Elsevier, vol. 150(C), pages 699-715.
  • Handle: RePEc:eee:spapps:v:150:y:2022:i:c:p:699-715
    DOI: 10.1016/j.spa.2019.03.004
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