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On generating sets of binary random variables with specified first- and second- moments

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4 Author(s)
Mengran Xue ; Department of Electrical Engineering, Washington State University, USA ; Sandip Roy ; Ali Saberi ; Bernard Lesieutre

We study the problem of generating sets of binary random variables with specified means and pairwise correlations (i.e., specified individual- and pairwise-joint- probabilities). We propose a low-complexity algorithm for generating such correlated random variables, that involves first generating a set of mutually independent “source” binary random variables and then constructing the desired random variables by randomly selecting from and probabilistically copying or anticopying the source variables. We show that the parameters of this data-generation algorithm can be easily designed to achieve the desired statistics, under broad conditions.

Published in:

Proceedings of the 2010 American Control Conference

Date of Conference:

June 30 2010-July 2 2010