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Uniform bits

For any u[0,1], let us consider a binary expansion

u=0.b1b2=n=1bn2n

where b1,b2, belong to {0,1} (bits). This expansion is not unique when u is rational, e.g.

0.011111=0.10000.

If U is a uniform random variable on [0,1] then almost surely, U is irrational and its binary expansion is unique with b1,b2, independent uniform random variables on {0,1}:

P(b1=ε1,,bn=εn)=2n

for any n1 and every ε1,,εn in {0,1}. Conversely, if b1,b2, are independent uniform random variables on {0,1} then the random variable

U:=n=1bn2n

follows the uniform law on [0,1]. Actually the odd/even separation map

U=n=1bn2n(V1,V2):=(n=1b2n2n,n=1b2n12n).

allows to extract from U a couple (V1,V2) of independent uniform random variables on [0,1]. More generally, one can extract from U a countable family (Wn)nZ of independent uniform random variables on [0,1] by considering the diagonals (or the columns, or the rows) in

b1b2b5b10b4b3b6b11b9b8b7b12b16b15b14b13

This reduces the simulation of any law to the simulation of the Bernoulli law.

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