|
| 1 | +# Mathematical References |
| 2 | + |
| 3 | +This document contains the mathematical foundations and references for the algorithms used in TrueEntropy. |
| 4 | + |
| 5 | +## Table of Contents |
| 6 | + |
| 7 | +1. [Entropy and Information Theory](#entropy-and-information-theory) |
| 8 | +2. [Cryptographic Primitives](#cryptographic-primitives) |
| 9 | +3. [Random Number Generation](#random-number-generation) |
| 10 | +4. [Probability Distributions](#probability-distributions) |
| 11 | +5. [Statistical Tests](#statistical-tests) |
| 12 | +6. [External Sources](#external-sources) |
| 13 | + |
| 14 | +--- |
| 15 | + |
| 16 | +## Entropy and Information Theory |
| 17 | + |
| 18 | +### Shannon Entropy |
| 19 | + |
| 20 | +The entropy of a discrete random variable X is defined as: |
| 21 | + |
| 22 | +``` |
| 23 | +H(X) = -Σ p(x) log₂ p(x) |
| 24 | +``` |
| 25 | + |
| 26 | +**References:** |
| 27 | +- Shannon, C. E. (1948). "A Mathematical Theory of Communication" |
| 28 | +- https://en.wikipedia.org/wiki/Entropy_(information_theory) |
| 29 | + |
| 30 | +### Entropy Estimation |
| 31 | + |
| 32 | +<!-- Add your entropy estimation formulas here --> |
| 33 | + |
| 34 | +--- |
| 35 | + |
| 36 | +## Cryptographic Primitives |
| 37 | + |
| 38 | +### SHA-256 Hash Function |
| 39 | + |
| 40 | +Used for mixing entropy in the pool. Properties: |
| 41 | +- Output: 256 bits (32 bytes) |
| 42 | +- Collision resistance: 2^128 operations |
| 43 | +- Preimage resistance: 2^256 operations |
| 44 | + |
| 45 | +**References:** |
| 46 | +- FIPS 180-4: Secure Hash Standard |
| 47 | +- https://csrc.nist.gov/publications/detail/fips/180/4/final |
| 48 | + |
| 49 | +### Avalanche Effect |
| 50 | + |
| 51 | +A small change in input produces a completely different output: |
| 52 | + |
| 53 | +``` |
| 54 | +P(bit_i changes | 1 bit input change) ≈ 0.5 |
| 55 | +``` |
| 56 | + |
| 57 | +--- |
| 58 | + |
| 59 | +## Random Number Generation |
| 60 | + |
| 61 | +### Uniform Float Generation |
| 62 | + |
| 63 | +Converting n random bits to float in [0, 1): |
| 64 | + |
| 65 | +``` |
| 66 | +float_value = integer_value / 2^n |
| 67 | +``` |
| 68 | + |
| 69 | +We use 64 bits for maximum precision (~15-17 significant decimal digits). |
| 70 | + |
| 71 | +### Rejection Sampling (Unbiased Integer Range) |
| 72 | + |
| 73 | +To generate uniform integer in [a, b]: |
| 74 | + |
| 75 | +``` |
| 76 | +range = b - a + 1 |
| 77 | +bits_needed = ceil(log₂(range)) |
| 78 | +mask = 2^bits_needed - 1 |
| 79 | +
|
| 80 | +repeat: |
| 81 | + raw = extract_bits(bits_needed) |
| 82 | + value = raw & mask |
| 83 | +until value < range |
| 84 | +
|
| 85 | +return a + value |
| 86 | +``` |
| 87 | + |
| 88 | +**Why rejection sampling?** |
| 89 | +Simple modulo causes bias when range doesn't divide 2^n evenly. |
| 90 | + |
| 91 | +**References:** |
| 92 | +- https://en.wikipedia.org/wiki/Rejection_sampling |
| 93 | + |
| 94 | +### Fisher-Yates Shuffle |
| 95 | + |
| 96 | +For uniform random permutation: |
| 97 | + |
| 98 | +``` |
| 99 | +for i from n-1 down to 1: |
| 100 | + j = random_int(0, i) |
| 101 | + swap(arr[i], arr[j]) |
| 102 | +``` |
| 103 | + |
| 104 | +**References:** |
| 105 | +- Fisher, R.A.; Yates, F. (1938). "Statistical Tables" |
| 106 | +- https://en.wikipedia.org/wiki/Fisher%E2%80%93Yates_shuffle |
| 107 | + |
| 108 | +--- |
| 109 | + |
| 110 | +## Probability Distributions |
| 111 | + |
| 112 | +### Gaussian (Normal) Distribution |
| 113 | + |
| 114 | +Using Box-Muller transform: |
| 115 | + |
| 116 | +``` |
| 117 | +Z₀ = √(-2 ln U₁) cos(2π U₂) |
| 118 | +Z₁ = √(-2 ln U₁) sin(2π U₂) |
| 119 | +``` |
| 120 | + |
| 121 | +Where U₁, U₂ ~ Uniform(0, 1) |
| 122 | + |
| 123 | +**References:** |
| 124 | +- Box, G. E. P.; Muller, M. E. (1958) |
| 125 | +- https://en.wikipedia.org/wiki/Box%E2%80%93Muller_transform |
| 126 | + |
| 127 | +### Exponential Distribution |
| 128 | + |
| 129 | +Using inverse transform: |
| 130 | + |
| 131 | +``` |
| 132 | +X = -ln(U) / λ |
| 133 | +``` |
| 134 | + |
| 135 | +Where U ~ Uniform(0, 1), λ is rate parameter |
| 136 | + |
| 137 | +**References:** |
| 138 | +- https://en.wikipedia.org/wiki/Exponential_distribution |
| 139 | + |
| 140 | +### Triangular Distribution |
| 141 | + |
| 142 | +``` |
| 143 | +if U < (mode - low) / (high - low): |
| 144 | + X = low + √(U × (high - low) × (mode - low)) |
| 145 | +else: |
| 146 | + X = high - √((1-U) × (high - low) × (high - mode)) |
| 147 | +``` |
| 148 | + |
| 149 | +**References:** |
| 150 | +- https://en.wikipedia.org/wiki/Triangular_distribution |
| 151 | + |
| 152 | +### Weighted Random Selection |
| 153 | + |
| 154 | +Cumulative distribution method: |
| 155 | + |
| 156 | +``` |
| 157 | +total = sum(weights) |
| 158 | +threshold = random() * total |
| 159 | +cumulative = 0 |
| 160 | +for i, weight in enumerate(weights): |
| 161 | + cumulative += weight |
| 162 | + if threshold < cumulative: |
| 163 | + return items[i] |
| 164 | +``` |
| 165 | + |
| 166 | +--- |
| 167 | + |
| 168 | +## Statistical Tests |
| 169 | + |
| 170 | +### Chi-Square Test |
| 171 | + |
| 172 | +For testing uniformity: |
| 173 | + |
| 174 | +``` |
| 175 | +χ² = Σ (O_i - E_i)² / E_i |
| 176 | +``` |
| 177 | + |
| 178 | +Where O_i = observed frequency, E_i = expected frequency |
| 179 | + |
| 180 | +### NIST SP 800-22 |
| 181 | + |
| 182 | +Statistical test suite for random number generators: |
| 183 | +- Frequency (monobit) test |
| 184 | +- Block frequency test |
| 185 | +- Runs test |
| 186 | +- Longest run test |
| 187 | +- etc. |
| 188 | + |
| 189 | +**References:** |
| 190 | +- https://csrc.nist.gov/publications/detail/sp/800-22/rev-1a/final |
| 191 | + |
| 192 | +--- |
| 193 | + |
| 194 | +## External Sources |
| 195 | + |
| 196 | +### Entropy Sources Quality |
| 197 | + |
| 198 | +| Source | Entropy Quality | Notes | |
| 199 | +|--------|----------------|-------| |
| 200 | +| CPU Timing Jitter | Medium | OS scheduler, cache effects | |
| 201 | +| Network Latency | Medium | Congestion, routing variability | |
| 202 | +| System State | Low-Medium | Volatile but somewhat predictable | |
| 203 | +| Weather APIs | Medium | Chaotic atmospheric systems | |
| 204 | +| random.org | High | Atmospheric noise, quantum effects | |
| 205 | +| ANU QRNG | Very High | Quantum vacuum fluctuations | |
| 206 | + |
| 207 | +### UUID v4 Generation (RFC 4122) |
| 208 | + |
| 209 | +``` |
| 210 | +xxxxxxxx-xxxx-4xxx-yxxx-xxxxxxxxxxxx |
| 211 | +
|
| 212 | +Where: |
| 213 | +- x = random hex digit |
| 214 | +- 4 = version (always 4 for random UUID) |
| 215 | +- y = variant (8, 9, a, or b) |
| 216 | +``` |
| 217 | + |
| 218 | +**References:** |
| 219 | +- RFC 4122: https://tools.ietf.org/html/rfc4122 |
| 220 | + |
| 221 | +--- |
| 222 | + |
| 223 | +## Contributing References |
| 224 | + |
| 225 | +Add your mathematical references here following the format: |
| 226 | + |
| 227 | +```markdown |
| 228 | +### Topic Name |
| 229 | + |
| 230 | +Formula or algorithm description: |
| 231 | + |
| 232 | +\`\`\` |
| 233 | +mathematical_notation_here |
| 234 | +\`\`\` |
| 235 | + |
| 236 | +**References:** |
| 237 | +- Author (Year). "Title" |
| 238 | +- URL |
| 239 | +``` |
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