Random Generators and Normal Numbers
Random Generators and Normal Numbers
Abstract
Pursuant to the authors' previous chaotic-dynamical model for random digits of fun-
damental constants [3], we investigate a complementary, statistical picture in which pseu-
dorandom number generators (PRNGs) are central. Some rigorousP results such as the
following are achieved: Whereas the fundamental constant log 2 = n2Z + 1=(n2n ) is not
yet known to be 2-normal (i.e. normal to base 2), we are able to establish b-normality
(and transcendency) for constants of the form 1=(nbn ) but with the index n constrained
P
to run over certain subsets of Z + . In this way we demonstrate, for example, that the con-
stant 2;3 = n=3;32 ;33 ;::: 1=(n2n ) is 2-normal. The constants share with ; log 2 and others
P
the property that isolated digits can be directly calculated, but for the new class such
computation is extraordinarily rapid. For example, we nd that the googol-th (i.e. 10100 -
th) binary bit of 2;3 is 0. We also present a collection of other results | such as density
results and irrationality proofs based on PRNG ideas | for various special numbers.
1
1. Introduction
We call a real number b-normal if, qualitatively speaking, its base-b digits are \truly
random." For example, in the decimal expansion of a number that is 10-normal, the digit
7 must appear 1=10 of the time, the string 783 must appear 1=1000 of the time, and so
on. It is remarkable that in spite of the elegance of the classical notion of normality,
and the sobering fact that almost all real numbers are absolutely normal (meaning b-
normal for every bp= 2; 3; : : :), proofs of normality for fundamental constants such as
log 2; ; (3) and 2 remain elusive. In [3] we proposed a general \Hypothesis A" that
connects normality theory with a certain aspect of chaotic dynamics. In a subsequent
work, J. Lagarias [28] provided interesting viewpoints and analyses on the dynamical
concepts.
In the present paper we adopt a kind of complementary viewpoint, focusing upon pseu-
dorandom number generators (PRNGs), with relevant analyses of these PRNGs carried
out via exponential-sum and other number-theoretical techniques. One example of success
along this pathway is as follows: Whereas the possible b-normality of the fundamental
constant
X 1
log 2 =
n2Z + n2
n
remains to this day unresolved (for any b), we prove that for certain subsets S Z + and
bases b, the sum
X 1
n2S nb
n
= 0:0418836808315029850712528986245716824260967584654857 : : : 10
= 0:0AB8E38F684BDA12F684BF35BA781948B0FCD6E9E06522C3F35B : : :16 ;
which number we now know to be 2-normal (and thus 16-normal as well; see Theorem
2.2(6)). It is of interest that until now, explicit b-normal numbers have generally been
what one might call \articial," as in the case of the 2-normal, binary Champernowne
constant:
C2 = 0:(1)(10)(11)(100)(101)(110)(111) 2 ;
with the () notation meaning the expansion is constructed via concatenation of registers.
Now with numbers such as 2;3 we have b-normal numbers that are \natural" in the sense
that they can be described via some kind of analytic formulation. Such talk is of course
heuristic; the rigor comes in the theorems of the following sections.
2
In addition to the normality theorems applicable to the restricted sums mentioned
above, we present a collection of additional results on irrationality and b-density (see
ensuing denitions). These side results have arisen during our research into the PRNG
connection.
2. Nomenclature and fundamentals
We rst give some necessary nomenclature relevant to base-b expansions. For a real
number 2 [0; 1) we shall assume uniqueness of base-b digits, b an integer 2; i.e.
= 0:b1b2 with each bj 2 [0; b 1], with a certain termination rule to avoid innite tails
of digit values b 1. One way to state the rule is simply to dene bj = bbj c; another way
is to convert a trailing tail of consecutive digits of value b 1, as in 0:4999 ! 0:5000
for base b = 10. Next, denote by fg, or mod 1, the fractional part of , and denote
by jjjj the closer of the absolute distances of mod 1 to the interval endpoints 0; 1; i.e.
jjjj = min(fg; 1 fg). Denote by (n ) the ordered sequence of elements 0; 1; : : :. Of
interest will be sequences (n ) such that (fn g) is equidistributed in [0; 1), meaning that
any subinterval [u; v ) [0; 1) is visited by fn g for a (properly dened) limiting fraction
(v u) of the n indices; i.e., the members of the sequence fall in a \fair" manner. We
sometimes consider a weaker condition that (fan g) be merely dense in [0; 1), noting that
equidistributed implies dense.
Armed with the above nomenclature, we paraphrase from [3] and references [27] [21]
[33] [25] in the form of a collective denition:
Denition 2.1 (Collection) The following pertain to real numbers and sequences of
real numbers (n 2 [0; 1) : n = 0; 1; 2; : : :). For any base b = 2; 3; 4 : : : we assume, as
enunciated above, a unique base-b expansion of whatever real number is in question.
1. is said to be b-dense i in the base-b expansion of every possible nite string of
consecutive digits appears.
2. is said to be b-normal i in the base-b expansion of every string of k base-b digits
appears with (well-dened) limiting frequency 1=bk . A number that is b-normal for
every b = 2; 3; 4; : : : is said to be absolutely normal. (This denition of normality
diers from, but is provably equivalent to, other historical denitions [21] [33].)
3. The discrepancy of (n ), essentially a measure of unevenness of the distribution in
[0; 1) of the rst N sequence elements, is dened (when the sequence has at least N
elements)
#(n < N : n 2 [a; b))
DN = sup
(b a) :
0a<b< 1 N
4. The gap-maximum of (n ), the largest gap \around the mod-1 circle" of the rst N
sequence elements, is dened (when the sequence has at least N elements)
GN = k=0max
;:::;N 1
jj k( +1) mod N k mod N jj;
3
where (n ) is a sorted (either in decreasing or increasing order) version of the rst
N elements of (n )
On the basis of such denition we next give a collection of known results in regard to
b-dense and b-normal numbers:
Theorem 2.2 (Collection) In the following we consider real numbers and sequences as
in Denition 2.1. For any base b = 2; 3; 4 : : : we assume, as enunciated above, a unique
base-b expansion of whatever number in question.
1. If is b-normal then is b-dense,
Proof. If every nite string appears with well-dened, fair frequency, then it
appears perforce.
2. If, for some b, is b-dense then is irrational.
Proof. The base-b expansion of any rational is ultimately periodic, which means
some nite digit strings never appear.
3. Almost all real numbers in [0; 1) are absolutely normal (the set of non-absolutely-
normal numbers is null).
Proof. See [27], p. 71, Corollary 8.2, [21].
4. is b-dense i the sequence (fbn g) is dense.
Proof. See [3].
5. is b-normal i the sequence (fbn g) is equidistributed.
Proof. See [27], p. 70, Theorem 8.1.
6. Let m 6= k . Then is bk -normal i is bm -normal.
Proof. See [27], p. 72, Theorem 8.2.
7. Let q; r be rational, q 6= 0. If is b-normal then so is q + r, while if c = bq is an
integer then is also c-normal.
Proof. For the b-normality of q, see [27], p. 77, Exercise 8.9. For the additive
(+r) part, see end of the present section. For the c-normality see [27], p. 77, Exercise
8.5.
8. (Weyl criterion) A sequence (fn g) is equidistributed i for every integer h 6= 0
NX1
e2ihn
= o(N ):
n=0
4
9. (Erd}os{Turan discrepancy bound) There exists an absolute constant C such that
for any positive integer m the discrepancy of any sequence (fn g) satises (again,
it is assumed that the sequence has at least N elements):
!
1 Xm 11 NX1
DN < C +
e ih
2 n
:
m h=1 h N n=0
Proof. See [27], pp. 112-113, where an even stronger Theorem 2.5 is given.
10. Assume (xn ) is equidistributed (dense). If yn ! c, where c is constant, then (fxn +
yn g) is likewise equidistributed (dense). Also, for any nonzero integer d, (fdxn g) is
equidistributed (dense).
Proof. For normality (density) of (fxn + yn g) see [3] [27], Exercise 2.11 (one
may start with the observation that (xn + yn ) = (xn + c) + (yn c) and (fxn + cg)
is equidistributed i (xn ) is). The equidistribution of (fdxn g) follows immediately
from parts 5,8 above. As for density of (fdxn g), one has fdxn g = fdfxn gg for any
integer d, and the density property is invariant under any dilation of the mod-1
circle, by any real number of magnitude 1.
11. Given a number , dene the sequence (n ) = (fbn g). Then is b-dense i
lim G
N !1 N
= 0:
Proof. The only-if is immediate. Assume, then, the vanishing limit, in which case
for any > 0 and any point in [0; 1) some sequence member can be found to lie
within =2 of said point, hence we have density.
12. Assume and the corresponding sequence of the previous item. Then is b-normal
i
lim DN = 0:
N !1
Some of the results in the above collection are simple; some are diÆcult; the aforemen-
tioned references reveal the diÆculty spectrum. This collective Theorem 2.3 is a starting
point for many interdisciplinary directions. Of special interest in the present treatment
is the interplay between normality and equidistribution.
We focus rst on the celebrated Weyl result, Theorem 2.3(8). Observe the little-
o notation, essentially saying that the relevant complex vectors will on average exhibit
signicant cancellation. An immediate textbook application of the Weyl theorem is to
show that for any irrational , the sequence (fng) is equidistributed. Such elementary
5
forays are of little help in normality studies, because we need to contemplate not multiples
n but the rapidly diverging constructs bn .
We shall be able to put the Weyl theorem to some use in the present treatment. For
the moment, it is instructive to look at one nontrivial implication of Theorem 2.3(8).
We selected the following example application of the Weyl sum to foreshadow several
important elements of our eventual analyses. With Theorem 2.3(5,6,8) we can prove part
of Theorem 2.3(7), namely: If is b-normal and r is rational then + r is b-normal. Let
r = p=q in lowest terms. The sequence of integers (bm mod q ) is eventually periodic, say
with period T . Thus for some xed integer c and any integer n we have bnT mod q = c.
Next we develop an exponential sum, assuming nonzero h:
NX1 NX1
S = e2ihb p=q) = e2ihcp=q e2ihb :
nT nT
( +
n=0 n=0
Now a chain of logic nishes the argument: is b-normal so it is also bT -normal by
Theorem 2.3(6). But this implies S = e2ihcp=q o(N ) = o(N ) so that + p=q is bT -normal,
and so by Theorem 2.3(6) is thus b-normal.
3. Pseudorandom number generators (PRNGs)
We consider PRNGs under the iteration
xn = (bxn 1 + rn ) mod 1;
which is a familiar congruential form, except that the perturbation sequence rn is not
yet specied (in a conventional linear-congruential PRNG this perturbation is constant).
Much of the present work is motivated by the following hypothesis from [3].
Hypothesis A (Bailey{Crandall) If the perturbation rn = p(n)=q (n), a non-singular
rational-polynomial function with deg q > deg p 0, then (xn ) is either equidistributed
or has a nite attractor.
It is unknown whether this hypothesis be true, however a motivation is this: The normality
of many fundamental constants believed to be normal would follow from Hypothesis A. Let
us now posit an unconditional theorem that leads to both conditional and unconditional
normality results:
Theorem 3.1 (Unconditional) Associate a real number
X1 rn
=
n=1 bn
where limn!1 rn = c, a constant, with a PRNG sequence (xn ) starting x0 = 0 and
iterating
xn = (bxn 1 + rn ) mod 1:
Then (xn ) is equidistributed (dense) i is b-normal (b-dense).
6
Proof. Write
1
bd n rn (bd 1 r1 + bd 2 r2 + + rd )
X
bd xd =
n=1
r r
= d+1 + d+2 + ! c0 ;
b b2
with c0 being a constant. Therefore by Theorem 2.2(10) it follows that is b-normal. Now
assume b-normality. Then (xd ) is the sequence (fbd g) plus a sequence that approaches
constant, and again by Theorem 2.2(10) (xd ) is equidistributed (dense) i is b-normal
(dense)..
In our previous work [3] this kind of unconditional theorem led to the following (condi-
tional) result:
Theorem 3.2 (Conditional) On Hypothesis A, each of the constants
; log 2; (3)
is 2-normal. Also, on Hypothesis A, if (5) be irrational then it likewise is 2-normal.
Theorem 3.2 works, of course, because the indicated fundamental constants admit of
polylogarithm-like expansions of the form rn b n where rn is rational-polynomial. The
P
canonical example is
X1 1
log 2 =
n=1 n2
n
8
We shall be able to apply both of these qualitative alterations. For the rst case
(kicking/synchronization) we shall nally achieve normality proofs. For the second kind
of alteration (small tail) we shall be able to eect some proofs on density and irrationality.
4. PRNGs admitting of normality proofs
Herein we exhibit a class of generators|we shall call them (b; p)-PRNG systems, for
which normality proofs can be achieved, due to the special synchronization such generators
enjoy. We begin with some necessary nomenclature (we are indebted to C. Pomerance for
his expertise, ideas and helpful communications on nontrivial arithmetic modulo prime
powers).
Denition 4.1 We dene a (b; p)-PRNG system, for base b 2 and odd prime p coprime
to b, as the sequence of iterates dened x0 = 0 and
xn = (bxn 1 + rn ) mod 1;
where the perturbation is given by
1
rp 1 = k
p
k
9
normalized linear congruential PRNG. This is best seen by examining a specic example.
Consider successive iterates of the (2; 3)-PRNG system, whose iterates run like so:
1 2 4 8 7 5 1 2
(x0; x1 ; : : : ; x26 ; : : :) = (0; ; ; ; ; ; ; ; ;
3 3 9 9 9 9 9 9
13 26 25 23 19 11 22 17 7 14 1 2 4 8 16 5 10 20
; ; ; ; ; ; ; ; ; ; ; ; ; ; ; ; ; ;
27 27 27 27 27 27 27 27 27 27 27 27 27 27 27 27 27 27
40
; )
81
A pattern is clear from the above: The entire sequence is merely (after the initial 0)
a concatenation of subsequences of respective lengths 2 3k 1 , for k = 1; 2; : : :. Each
subsequence is the complete period of a certain linear congruential PRNG normalized
by 3k . Note that since 2 is a primitive root modulo 3k ; k > 0, each subsequence visits,
exactly once, every integer in [1; 3k 1] that is coprime to 3.
In general, we can write the following (for simplicity we use simply to mean equality
on the mod-1 circle):
x0 0;
1
x1 b 0 + r1 ;
p
b
x2 ;
p
::: ;
bp 2
xp 1 ;
p
bp 1 p+1
xp + rp 2 ;
p p
::: ;
bp2 p 1 (p + 1)
xp2 1 ;
p2
bp(p 1)(p + 1) p2 + p + 1
xp2 + r p2 = ;
p2 p3
::: ;
and generally speaking,
(pk 1)=(p 1)
xp 1 :
pk
k
It is evident that upon the 1=pk perturbation, the xn commence a run of length '(pk ) =
pk 1 (p 1) before the next perturbation, according to the following rule: The subsequence
(xp 1 ; : : : ; xp 1 )
k k
runs from
ak b0 mod pk =pk
10
through
1(p
ak bp mod pk =pk
k
1) 1
inclusive, where
pk 1
ak =
p 1
is coprime to p. One is aware that, in general, this subsequence will repeat | i.e., \walk
on itself" | unless b is a primitive root of pk . This phenomenon occurs, of course, because
the powers of b modulo pk have period k which period can be less than '(pk ). Later we
shall use the symbol Mk to be the multiplicity of these subsequence orbits; Mk = '(pk )=k .
For the moment we observe that the Mk are bounded for all k , in fact Mk < pa always.
We need to argue that (xn ) is equidistributed. For this we shall require an important
lemma on exponential sums, which lemma we hereby paraphrase using our (b; p)-PRNG
nomenclature:
Lemma 4.2 (Korobov, Niederreiter) Given b 2; gcd(b; p) = 1, and p an odd prime
(so that the order of b modulo pk is k of the text), assume positive integers k; H; J and
d = gcd(H; pk ) with J k and d < k =1 . Then
X
J r
k k
e 2iHb =p j k
< 1 + log :
j
=1
d d
Proof. The lemma is a direct corollary of results found in [25], e.g. p. 167, Lemma 32
(which Lemma in fact involves more general moduli than pk |notably products of prime
powers), plus (earlier) results of Korobov [26]. The corollary also follows from somewhat
stronger variants for the moduli pk of our present interest in [30], pp. 1004-1008. A highly
readable proof of a similar result and an elementary description of Niederreiter's seminal
work on the topic can be found in [24], pp. 107-110.
Lemma 4.2 speaks to the distribution of powers of b modulo prime powers. We are aware
that one could start from Lemma 4.2 and apply the Weyl criterion (Theorem 2.2(8)) to
establish equidistribution of the (xn ). We shall prove a little more, starting from the
following lemma:
Lemma 4.3 For a sequence (yn ) built as an ordered union ((y1 ; ; yN1 ); (yN1 +1 ; ; yN1 +N2 ); )
of subsequences of respective lengths Ni , we have for N = N1 + N2 + + Nk 1 + J with
0 J < Nk
kX1 N J
DN i
N
DN +i
D ;
N J
i=1
where DN are the respective discrepancies of the subsequences and DJ is the discrepancy
i
11
Proof. This is proved simply, in [27], p. 115, Theorem 2.6.
Next we establish a lemma pertaining to the full subsequence of iterates occurring between
two successive perturbations.
Lemma 4.4 For a (b; p)-PRNG system, and k > 2a, the subsequence
(xp k 1 ; : : : ; xpk
1 );
having ' = '(pk ) = pk 1 (p 1) terms, has discrepancy satisfying
log2 '
D' < C p ;
'
where C is a constant depending only on (b; p) (and thus k -independent).
p
Remark. Such O(log 2 N= N ) results including some results on best-possibility of such
bounds, have been achieved in brilliant fashion by Niederreiter (see [30], p. 1009 and [31],
pp. 169-170). Such results have historically been applied to generators of long period,
e.g. PRNGs that have long period for the given modulus. Evidently the only statistical
drawback for the PRNGs of present interest is that the discrepancy-bound constant can
be rather large (and, of course, we need eventually to chain our PRNG subsequences
together to obtain an overall discrepancy).
Proof. By the Erd}os{Turan Theorem 2.2(9), for any integer mk > 0 we have
0 1
1 X m 1 M X1
k
k k
e2iha b =p k
D' < C1 + ;
j
@ k A
mk h=1 h ' j =0
where Mk is the multiplicity '=k that describes how many complete cycles the given
subsequence performs moduloppk . When h < k =1 = pk a the j j term is, by Lemma
4.2, less than C2 (1 + log k )= k . Choosing
p mk = bpk=2 c < pk apconstrains the index
h properly, and we obtain D' < C3 (1= mk + (log( p mk ) log k )= p
k ). Now we recall
that Mk = '=k is bounded and observe that C4 ' < mk < C5 ', and the desired
discrepancy bound is met.
Finally we can address the issue of equidistribution of the (b; p)-PRNG system, by
contemplating the chain of subsequences that constitute the full generator:
Theorem 4.5 For the full (b; p)-PRNG sequence (xn ), the discrepancy for N > 1 satises
log2 N
DN < C p ;
N
where C is independent of N , and accordingly, (xn ) is equidistributed.
Proof. Let N = '(p) + '(p2 ) + + '(pk 1 ) + J = pk 1 1 + J be the index into
the full (xn ) sequence, where 0 < J < '(pk ), so that we have (k 1) complete mod-pi
12
subsequences, then J initial terms from a last subsequence having denominator pk . Also
let k > 2a + 1 so that Lemma 4.4 is eective. By Lemma 4.3 and the Erd}os{Turan
Theorem 2.2(9) we have for any positive integer m
0 1
2a kX1 '(pi ) log2 '(pi ) J@ 1 m
1 1 J
p
X X
e2iha b =p
k
DN < + C1 + C2 + :
j
q k A
N i=2a+1 N '(pi ) N m h=1 h J j =1
Now the jj term involves J exponential summands, so that the number of complete cycles
of bj modulo pk is bJ=k c, so that this j j term is bounded above by
1 J p
k 1 + log2 k ;
J k
where again we have used the Korobov{Niederreiter Lemma 4.2. On the basis of the
relations '(pi ) = pi 1 (p 1) and k = 1 pk a (recall k > 2a + 1) we have:
C3 N < pk < N;
C5 N i=k < '(pi ) < C6 N i=k ;
C7 N < k < C8N;
where the various Cj here are k -and-i-independent, positive constants. Next, choose the
parameter m = bpk=2 c. Now the desired discrepancy bound follows upon replacement of
all pk ; '(pi ); k terms with constants times powers of N . That (xn ) is equidistributed is
a consequence of Theorem 2.2(12).
is b-normal.
Remark. When b is a primitive root of p and pjj(bp 1 1), it is easy to show that this
b;p is b-dense (the (b; p)-PRNG sequence becomes progressively ner in an obvious way).
Proof. For a (b; p)-PRNG system the associated constant as in Theorem 3.1 is =
P
k p 1 ) and this is a rational multiple of our . Theorem 2.2(7) nishes the
k1 1=(p b
k
b;p
argument.
is 2-normal.
13
It is natural to ask whether b;p is transcendental, which question we answer in the
positive with:
Theorem 4.8 The number b;p for any integers b > 1; p > 2 is transcendental.
Remark. Though b;p has been introduced for (b; p)-PRNG systems with b > 1; gcd(b; p) =
1, p an odd prime, the transcendency result is valid for any integer pair (b; p) with p > 2
and b > 1.
Proof. The celebrated Roth theorem states [36] [13] that if jP=Q j < 1=Q2+ admits
of innitely many rational solutions P=Q (i.e. if is approximable to degree 2 + for
some > 0), then is transcendental. We show here that b;p is approximable to degree
p Æ . Fix a k and write
X 1
b;p = P=Q + p ;
n>k p b
n n
2 pkp
jb;p P=Qj <
pk+1 (Q=pk )p
<
Qp
:
Now pk log b + k log p = log Q, so that pk < log Q= log b, and we can write
pkp < (log Q= log b)p = Qp(log log Q b=
log log ) log Q:
Can one eÆciently obtain isolated digits of b;p ? It turns out that b;p admits of an
individual digit-calculation algorithm, as was established for ; log 2 and some others
in the original Bailey{Borwein{Ploue (BBP) paper [2] | the same approach works for
the new, b-normal and transcendental constants. Indeed, for b;p the BBP algorithm is
extraordinarily rapid: the overall bit-complexity to resolve the n-th base-b digit of b;p is
O(log 2 n log log n log log log n);
which can conveniently be thought of as O(n ). By comparison, the complexity for the
BBP scheme applied to fundamental constants such as and log 2 (in general, the con-
stants falling under the umbrella of Hypothesis A) is O(n1+ ). As a specic example, in
only 2.8 seconds run time on a modern workstation the authors were able to calculate
binary bits of 2;3, beginning at position one googol (i.e. 10100 ). The googol-th binary
digit is 0; the rst ten hexadecimal digits starting at this position are 2205896E7B. In
contrast, C. Percival's recent resolution of the quadrillionth (1015 -th) binary bit of is
14
claimed to be the deepest computation in history for a 1-bit result [34], nding said bit
to be 0 but at the cost of over 1018 CPU clocks.
The PRNG we have presented takes a more erudite form if we only run through single
mod-pk cycles when the iterate denominator is pk . That would entail a perturbation
1
r1+1 +2 ++ 1 = k ;
k
p
with all other ri = 0. The associated real number in question is then:
X 1
b;p = k 1+1(p 1)=(p 1) ;
k 1 p b
k
and each of these b;p is provably b-normal. One might wonder why this more complicated
form should be mentioned at all, what with the elegance of the b;p forms. The answer
is, the PRNG is better, in the usual conventional senses. The discrepancy bound for this
PRNG can generally be lowered below the bound for the b;p (but only in the overall
constant), except that if b happens to be a primitive root of p, b;p = b;p and there is
nothing new.
During this work it occurred to the authors that the uniform (0; 1) generator
z
yn = nk ;
3
where zn is dened by the recursion zn = 2zn 1 mod 3k , is of a class (namely, long-period
linear congruential generators) that is widely used in modern computing. One possible
weakness is that the numerator omits multiples of three; such a defect might be uncovered
in spectral tests, for example. The weakness can however be ameliorated to some degree
by modifying the y sequence as follows:
yn =
zn bzn=3c ;
2 3k 1
in this way \contracting" the generator to render a uniformly spaced set of random
values|the working denominator is now the period of the generator. The authors are not
aware of statistical studies on \contracted" PRNGs of this form.
At this point one might look longingly at the b-normality of b;p and wonder how
diÆcult it is to relax the constraint on summation indices in n2S 1=(nbn ) in order nally
P
to resolve logarithmic sums. Some relaxations of the set S Z + may be easier than
others. We conjecture that
X 1
= ;
p2p
where p runs through the set of Artin primes (of which 2 is a primitive root), is 2-normal.
It is a celebrated fact that under the extended Riemann hypothesis (ERH) the Artin-
prime set is innite, and in fact|this may be important|has positive density amongst
the primes. We make this conjecture not so much because of statistical evidence, but
15
because we hope the fact of 2 being a primitive root for every index p might streamline
any analysis. Moreover, any connection at all between the ERH and the present theory
is automatically interesting.
With Theorem 4.6, we now have normal numbers dened with explicit algebra, as
opposed to \articial" constructions. In this light, of some interest is the form appearing
in [25, Theorem 30, pg. 162], where it is proven that
X bbff (n)gc
=
n 1 bn
is b-normal for any \completely uniformly distributed" function f , meaning that for every
integer s 1 the vectors (f (n); f (n +1); : : : f (n + s)) are, as n = 1; 2; 3; : : :, equidistributed
in the unit s-cube. (Korobov also cites a converse, that any b-normal number has such
an expansion with function f .) Moreover, Korobov gives an explicit function
1
f (x) =
X
e k 5 xk ;
k=0
for which the number above is therefore b-normal. Indeed this work is the closest to ours
that we have uncovered in the literature; witness that results of Korobov and Niederreiter
have gured strongly into our proofs.
It may be possible to extend some of these ideas to handle even the articially con-
structed normal numbers described in Sections 1 and 6.
5. PRNGs leading to density and irrationality proofs
Independent of number theory and special primes, one could ask what is the statistical
behavior of truly random points chosen modulo 1; for example, what are the expected
gaps that work against uniform point density?
In view of Denition 2.1(4) and Theorem 2.2(11), it behooves us to ponder the expected
gap-maximum for random points: If N random (with uniform distribution) points are
placed in [0; 1), then the probability that the gap-maximum GN exceeds x is known to be
[22]
bX
1=xc
N
!
Prob(GN x) =
j
( 1)j +1 (1 jx)N 1
j =1
The expectation E of the gap-maximum can be obtained by direct integration of this
distribution formula, to yield:
1
E (GN ) = ( (N + 1) +
)
N
where is the standard polygamma function 0 = . Thus for large N we have
log N +
1=2 1
E (GN ) = + O( 2 )
N N
log N
N :
16
This shows that whereas the mean gap is 1=N , the mean maximum gap is essentially
(log N )=N . In this sense, which remains heuristic with an uncertain implication for our
problem, we expect a high-order cascaded PRNG to have gaps no larger than \about"
(log P )=P where P is the overall period of the PRNG.
It turns out that for very specialized PRNGs we can eect rigorous results on the
gap-maximum GN . One such result is as follows:
Theorem 5.1. Let 1 = e1 < e2 < e3 < : : : < ek be a set of pairwise coprime integers.
Consider the PRNG with any starting seed (s1; : : : ; sk ):
d
2s1 2s2 2s k
xd = 2 e1 + ::: mod 1:
2 1 2e2 1 2e 1 k
Then the generated sequence (xd ) has period e1e2 ek and for suÆciently large N we
have
GN < 3=2bk=2c :
Proof. Each numerator 2d+s clearly has period ei modulo the respective denominator
i
2e 1, so the period is the given product. The given bound on gaps can be established
i
y(f ) = + + + ;
i
2e1 1 2e2 1 2e 1 k
as each fi runs over its respective period interval [0; ei 1], is very similar to the original
generator. In fact, the only dierence is that this latter, y form has constant oset
P
1=(2ei
1) so that the maximum gap around the mod 1 circle is the same. Now
consider a point z 2 [0; 1) and attempt construction of a set (fi ) such that y(f ) z , as
i
i.e., the bn denote the positions of the 1 bits of z . Now set fi = ei bi for i from k down
to k K + 1 inclusive. Using the following inequality chain for any real 0 < a < b:
a 1 a 1 a
< < ;
b b b 1 b
it follows that we can nd a PRNG value such that
2 K 1
jjy f z jj <
X
+ b :
( i)
2e k K +1
j =1 2
k
Attention to the fact that the ei are strictly increasing leads directly to the upper bound
3=2bk=2c on the maximum gap for the y , and hence the x generator.
17
Of course the maximum-gap theorem just exhibited is weaker than the statistical expec-
tation of the maximum gap, roughly (log E )=E where E = e1 ek , but at least we nally
have a rigorously vanishing gap and therefore, as we shall see, some digit-density, hence
irrationality results.
Though the previous section reveals diÆculties with the PRNG approach, there are
ways to apply these basic ideas to obtain irrationality proofs for certain numbers of the
form
X 1
x = n :
i mi 2
i
for integers mi and ni . A rst result is based on our rigorous PRNG gap bound, from
Theorem 5.1, as:
Theorem 5.2. Let 1 = e1 < e2 < : : : be a strictly increasing set of integers that are
pairwise coprime. Let (di ) be a sequence of integers with the growth property:
Y k Y k
dk+1 > di + ei :
i=1 i=1
Then the number:
1
X 1
x =
m=1 2d m
(2e m
1)
1 1
= + + :::
2d1 (2e1 1) 2d2 (2e2 1)
is 2-dense and hence irrational.
Proof: Fix a k , dene D = di ; E = ei , and for 0 g < E consider the fractional
Q Q
= e + e + T;
i=1 2 1 i=1 2 1
i k
where fi = 2g+D d and error term jT j < 1=2e . By the Chinese remainder theorem,
i k
we can nd, in the stated range for g , a g such that the PRNG values of Theorem 5.1
are attained. Thus the maximum gap between successive values of the sequence f2n xg
vanishes as k ! 1, so the sequence is dense by Theorem 2.2(11) and desired results
follow.
Erd}os also once showed that the sum of terms 1=(bn 22 ) is always irrational for any positive
n
integer sequence (bn ). Such binary series with reciprocal terms have indeed been studied
for decades.
The Erd}os approach for the E number can be sketched as follows. It is an attractive
combinatorial exercise to show that
X1 X 1 1 X1 d(n)
E = ab = n ;
a=1 b=1 2 n=1 2
where d(n) is the number of divisors of n (including 1 and n). To paraphrase the Erd}os
method for our present context, consider a relevant fractional part:
!
d(m + 1) d(m + 2) d(m + 3)
f2m E g =
2
+
22
+
23
+ : : : mod 1
What Erd}os showed is that one can choose any prescribed number of succesive integers
k +1; k +2; : : : k + K such that their respective divisor counts d(k +1); d(k +2); : : : ; d(k + K )
are respectively divisible by increasing powers 2; 22 ; 23 ; : : : ; 2K ; and furthermore this can
be done such that the subsequent terms beyond the K -th of the above series for f2k E g
are not too large. In this way Erd}os established that the binary expansion of E has
arbitrarily long strings of zeros. This proves irrationality (one also argues that innitely
many 1's appear, but this is not hard). We still do not know, however, whether E is
2-dense. The primary diÆculty is that the Erd}os approach, which hinges on the idea that
if n be divisible by j distinct primes, each to the rst power, then d(n) is divisible by 2j ,
does not obviously generalize to the nding of arbitrary d values modulo arbitrary powers
of 2. Still, this historical foreshadowing is tantalizing and there may well be a way to
establish that the E number is 2-dense.
As a computational matter, it is of interest that one can also combine the terms of E
to obtain an accelerated series:
X1 1 2m + 1
E = m2 m 1 :
m=1 2 2
Furthermore, the E number nds its way into complex analysis and P the theory of the
Riemann zeta function. For example, by applying the identity 2(s) = n1 d(n)=ns , one
can derive
log log 2 1 Z (s) 2 (s)
E = + dt;
log 2 2 R (log 2)s
where R is the Riemann critical line s = 1=2 + it. In this sophisticated integral formula
we note the surprise appearance of the celebrated Euler constant
. Such machinations
19
lead one to wonder whether
has a place of distinction within the present context. A
possibly relevant series is [4]
X1 1 kX1 k j
2 +j
1
= j :
k=1 2k+1 j =0
If any one of our models is to apply, it would have to take into account the fairly slow
convergence of the j sum for large k . (After k = 1 the j -sum evidently approaches 1
from above.) Still, the explicit presence of binary powers and rational multipliers of said
powers suggests various lines of analysis. In particular, it is not unthinkable that the
j -sum above corresponds to some special dynamical map, in this way bringing the Euler
constant into a more general dynamical model.
It is of interest that a certain PRNG conjecture addresses directly the character of the
expansion of the Erd}os-Borwein number.
Conjecture 5.3 The sequence given by the PRNG denition
! !
Xd 2d 1 Xd 2d mod k 1
xd = k mod 1 = k 1 mod 1:
k=1 2 1 k=1 2
is equidistributed.
Remark One could also conjecture that the sequence in Conjecture 5.3 is merely dense,
which would lead to 2-density of E .
This conjecture leads immediately, along the lines of our previous theorems pertaining to
specially-constructed PRNGs, to:
Theorem 5.4. The Erd}os-Borwein number E is 2-normal i Conjecture 5.3 holds.
Proof. For the PRNG of Conjecture 5.3, we have
0 1
X 1
xd = (2d 1) @E j
A mod 1;
j>d 2 1
so that
fxdg = ff2dE g + f
E 1 + td gg;
where td ! 0. Thus f2d E g is equidistributed i (xn ) is, by Theorem 2.2(10).
We believe that at least a weaker, density conjecture should be assailable via the kind
of technique exhibited in Theorem 5.1, whereby one proceeds constructively, establishing
density by forcing the indicated generator to approximate any given value in [0; 1).
P. Borwein has forwarded to us an interesting observation on a possible relation be-
tween the number E and the \prime-tuples" postulates, or the more general Hypothesis
H of Schinzel and Sierpinski. The idea is | and we shall be highly heuristic here | the
20
fractional part d(m + 1)=2 + d(m + 2)=22 + might be quite tractable if, for example,
we have
m + 1 = p1 ;
m + 2 = 2p2 ;
::: ;
m + n = npn ;
at least up to some n = N . where the pi > N are all primes that appear in an appropriate
\constellation" that we generally expect to live very far out on the integer line. Note that
in the range of these n terms we have d(m + j ) = 2d(j ). Now if the tail sum beyond
d(m + N )=2N is somehow suÆciently small, we would have a good approximation
f2m E g d(1) + d(2)=2 + = 2E:
But this implies in turn that some iterate f2m E g revisits the neighborhood of an earlier
iterate, namely f2E g. It is not clear where such an argument|especially given the
heuristic aspect|should lead, but it may be possible to prove 2-density (i.e. all possible
nite bitstrings appear in E ) on the basis of the prime k -tuples postulate. That connection
would of course be highly interesting. Along such lines, we do note that a result essentially
of the form: \The sequence (f2m E g) contains a near-miss (in some appropriate sense)
with any given element of (fnE g)" would lead to 2-density of E , because, of course, we
know E is irrational and thus (fnE g) is equidistributed.
6. Special numbers having \nonrandom" digits
This section is a tour of side results in regard to some special numbers. We shall
exhibit numbers that are b-dense but not b-normal, uncountable collections of numbers
that are neither b-dense nor b-normal, and so on. One reason to provide such a tour is
to dispel any belief that, because almost all numbers are absolutely normal, it should
be hard to use algebra (as opposed to articial construction) to \point to" nonnormal
numbers. In fact it is not hard to do so.
First, though, let us revisit some of the articially constructed normal numbers, with
a view to reasons why they are normal. We have mentioned the binary Champernowne,
which can also be written
X1 n
C2 = F (n)
n=1 2
where the indicated exponent is:
n
blog kc:
X
F (n) = n + 2
k=1
Note that the growth of the exponent F (n) is slightly more than linear. It turns out that
if such an exponent grows too fast, then normality is ruined. More generally, there is the
21
class of Erd}os{Copeland numbers [14], formed by (we remind ourselves that the () nota-
tion means digits are concatenated, and here we concatenate the base-b representations)
= 0:(a1)b (a2)b
where (an ) is any increasing integer sequence with an = O(n1+ ), any > 0. An example
of the class is
0:(2)(3)(5)(7)(11)(13)(17) 10 ;
where primes are simply concatenated. These numbers are known to be b-normal, and
they all can be written in the form G(n)=bF (n) for appropriate numerator function G
P
and, again, slowly diverging exponent F . We add in passing that the generalized Mahler
numbers (for any g; h > 1)
Mb (g ) = 0:(g 0 )b (g 1 )b (g 2 )b
are known at least to be irrational [32], [38], and it would be of interest to establish
perturbation sums in regard to such numbers. Incidentally, it is ironic that the some of
the methods for establishing irrationality of the Mb (g ) are used by us, below, to establish
nonnormality of certain forms.
We have promised to establish that
X 2
= n=2n
n 1
is 2-dense but not 2-normal. Indeed, in the n2 -th binary position we have the value n,
and since for suÆciently large n we have n2 (n 1)2 > 1 + log2 n, the numerator n at
bit position n2 will not interfere (in the sense of carry) with any other numerator. One
may bury a given nite binary string in some suÆciently large integer n (we say buried
because a string 0000101, for example, would appear in such as n = 10000101), whence
said string appears in the expansion. Note that the divergence of the exponent n2 is a key
to this argument that is 2-dense. As for the lack of 2-normality, it is likewise evident
that almost all bits are 0's.
Let is hereby consider faster growing exponents, to establish a more general result,
yielding a class of b-dense numbers none of which are b-normal. We start with a simple
but quite useful lemma.
Lemma 6.1 For polynomials P with nonnegative integer coeÆcients, deg P > 0, and for
any integer b > 1, the sequence
(flogb P (n)g : n = 1; 2; 3; : : :)
is dense in [0; 1).
Proof. For d = deg P , let P (x) = ad xd + : : : + a0 . Then logb P (n) = logb ad +
d(log n)= log b + O(1=n). Since log n = 1 + 1=2 + 1=3 + : : : + 1=n
+ O(1=n2 ) di-
verges with n but by vanishing increments, the sequence (fd(log n)= log bg) and therefore
the desired (flogb P (n)g) are both dense by Theorem 2.2(10).
22
Now we consider numbers constructed via superposition of terms P (n)=bQ(n) , with a
growth condition on P; Q:
Theorem 6.2 For polynomials P; Q with nonnegative integer coeÆcients, deg Q > deg P >
0, the number
X P (n)
=
n 1 b
Q(n)
This in turn implies that (fbd g) : d = 1; 2; : : :g) is dense, hence is b-dense. Now for
any ascending chain of Ni with N0 suÆciently large, we can assign integers dj according
to
Q(Nj ) > dj = Q(Nj ) + logb r logb P (Nj ) + j > Q(Nj 1 )
where j 2 [0; 1). Then
P (Nj )=bQ(N ) j dj
= 2 r: j
However, (flogb P (n)g) is dense, so we can nd an ascending Nj -chain such that lim j = 0.
Since dj < Q(Nj ) we have
0 1
fbd g
X
j
= @ b r +
j
P (Nj + k )=bQ(N +k)
j dj A mod 1
k>0
23
plots the f function over the interval x 2 [0; 1), one sees a brand of \devil's staircase," a
curve with innitely many discontinuities, with vertical-step sizes occurring in a fractal
pattern. There are so many other interesting features of f that it is eÆcient to give an-
other collective theorem. Proofs of the harder parts can be found in the aforementioned
references.
Theorem 6.3 (Collection) For the \devil's staircase" function f dened above, with
the argument x 2 (0; 1),
1. f is monotone increasing.
2. f is continuous at every irrational x, but discontinuous at every rational x.
3. For rational x = p=q , lowest terms, we have
1 1
X 1
f (x) = +
2q 1 m=1 2bm=xc
but when x is irrational we have the same formula without the 1=(2q 1) leading
term (as if to say q ! 1).
4. For irrational x = [a1; a2; a3; : : :], a simple continued fraction with convergents
(pn =qn ), we have:
An = 2q
n
n
:
2q 1 n 1
Q n = 2q n
1:
24
Some commentary about this fascinating function f is in order. We see now how f can
be strictly increasing, yet manage to \completely miss" 2-dense (and hence 2-normal)
values: Indeed, the discontinuities of f are dense. The notion that the range R be a null
set is surprising, yet follows immediately from the fact that almost all x have 1's density
equal to 1=2. The beautiful continued fraction result allows extremely rapid computation
of f values. The fraction form is exemplied by the following evaluation, where x is the
reciprocal of the golden mean and the Fibonacci numbers are denoted Fi:
!
2
f (1= ) = f p
1+ 5
= [2F0 ; 2F1 ; 2F2 ; : : :]
1
= ;
1 + 2 + 1 11
2 4+ 1
8+ :::
It is the superexponential growth of the convergents to a typical f (x) that has enabled
transcendency proofs as in Theorem 6.2(6).
An interesting question is whether (or when) a companion function
1 fnxg
X
g (x) =
n=1 2n
can attain 2-normal values. Evidently
g (x) = 2x f (x);
and, given the established nonrandom behavior of the bits of f (x) for any x, one should
be able to establish a correlation between normality of x and normality of g (x). One
reason why this question is interesting is that g is constructed from \random" real values
fnxg (we know these are equidistributed) placed at unique bit positions. Still, we did
look numerically at a specic irrational argument, namely
X 1
x = n (n+1)=2
n1 2
and noted that g (x) almost certainly is not 2-normal. For instance, in the rst 66,420
binary digits of g (x), the string '010010' occurs 3034 times, while many other length-6
strings do not occur at all.
7. Conclusions and open problems
Finally, we give a sampling of open problems pertaining to this interdisciplinary eort:
We have shown that for (b; p)-PRNG systems, the numbers b;p are each b-normal.
What about c-normality of such a number for c not a rational power of b?
25
WhatPtechniques might allow is to relax the constraint of rapid growth n = pk in our
sums 1=(nbn ), in order to approach the spectacular goal of resolving the suspected
b-normality of log(b=(b 1))? One promising approach is to analyze discrepancy for
relatively short parts of PRNG cycles. In [25], p. 171, [26] there appear exponential
sum bounds for relatively short indices J into the last cycle. It could be that such
theorems can be used to slow the growth of the summation index n.
It is clear that the discrepancy bound given in Theorem 4.5, based in turn on the
Korobov{Niederreiter Lemma 4.2, is \overkill," in the sense that we only need show
DN = o(N ) to achieve a normality proof. Does this mean that the numbers b;p
are somehow \especially normal"? For such a question one would perhaps need
extra variance statistics of a normal number; i.e., some measures beyond the \fair
frequency" of digit strings.
We have obtained rigorous results for PRNGs that either have a certain synchro-
nization, or have extremely small \tails." What techniques would strike at the in-
termediate scenario which, for better or worse, is typical for fundamental constants;
e.g., the constants falling under the umbrella of Hypothesis A?
With our (b; p)-PRNG systems we have established a countable innity of explicit
b-normal numbers. What will it take to exhibit an uncountable, explicit collection?
What are the properties of \contracted" PRNGs, as exemplied in Section 4?
Does polynomial-time (in log n) resolution of the n-th digit for our b;p constants
give rise to some kind of \trap-door" function, as is relevant in cryptographic ap-
plications? The idea here is that it is so very easy to nd a given digit even though
the digits are \random." (As in: Multiplication of n-digit numbers takes polynomial
time, yet factoring into multiples is evidently very much harder.)
8. Acknowledgments
The authors are grateful to J. Borwein, P. Borwein, D. Bowman, D. Broadhurst, J.
Buhler, D. Copeland, H. Ferguson, M. Jacobsen, J. Lagarias, R. Mayer, H. Niederreiter,
S. Ploue, A. Pollington, C. Pomerance, J. Shallit, S. Wagon, T. Wieting and S. Wolfram
for theoretical and computational expertise throughout this project. We would like to
dedicate this work to the memory of Paul Erd}os, whose ingenuity on a certain, exotic
analysis dilemma|the character of the Erd}os{Borwein constant E |has been a kind of
guiding light for our research. When we coauthors began|and this will surprise no one
who knows of Erd}os|our goals were presumed unrelated to the Erd}os world. But later,
his way of thinking meant a great deal. Such is the persona of genius, that it can speak
to us even across robust boundaries.
26
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29