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Hybrid pseudorandom number generations and their applications to simulations of stochastic models

Research Project

Project/Area Number 12640144
Research Category

Grant-in-Aid for Scientific Research (C)

Allocation TypeSingle-year Grants
Section一般
Research Field General mathematics (including Probability theory/Statistical mathematics)
Research InstitutionOkayama University of science

Principal Investigator

TAKASHIMA Keizo  Faculty of Science,Okayama University of Science, 理学部, 教授 (00137184)

Co-Investigator(Kenkyū-buntansha) WATANABE Hisao  Okayama University of Science, Faculty of Science,, 理学部, 助教授 (40037677)
HOTTA Ryoshi  Okayama University of Science, Faculty of Science,, 理学部, 教授 (70028190)
TAKENAKA Shigeo  Okayama University of Science, Faculty of Science,, 理学部, 教授 (80022680)
OGAWA Shigeyoshi  Kanazawa University, Faculty of Technology,, 工学部, 教授 (80101137)
SUTO Kiyokazu  Okayama University of Science, Faculty of Science,, 理学部, 助教授 (50196903)
Project Period (FY) 2000 – 2001
Project Status Completed (Fiscal Year 2001)
Budget Amount *help
¥3,400,000 (Direct Cost: ¥3,400,000)
Fiscal Year 2001: ¥1,500,000 (Direct Cost: ¥1,500,000)
Fiscal Year 2000: ¥1,900,000 (Direct Cost: ¥1,900,000)
KeywordsHybrid pseudorandom number generation / Monta Carlo Methods / Stochastic numerical analysis / Stochastic moswling / Atatistical tests / 確率モデル
Research Abstract

We introduce a new method of pseudorandom number generations, Hybrid pseudorandom number generations, which is an improvement of previous methods of pseudorandom number generators, such as linear congruential generators, m-sequences, additive number generators, and cellular automaton pseudorandom number generators. By statistical tests, based on functionals of random walks, i.g. random walk tests, we obtain results which show apparent improvements of randomness.

Report

(3 results)
  • 2001 Annual Research Report   Final Research Report Summary
  • 2000 Annual Research Report
  • Research Products

    (27 results)

All Other

All Publications (27 results)

  • [Publications] K.Takashima: "A Note on Hybrid Pseudorandom Namber Gonerations"Proceedings of the Sixth International Conference.Computer Date A nalysis and Modeling. 3. 98-103 (2001)

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      2001 Final Research Report Summary
  • [Publications] K.Takashima: "Hybrid pseudo-random number generations"Monte Carlo Methods and Applications. 6. 49-59 (2000)

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      2001 Final Research Report Summary
  • [Publications] K.Takashima: "Random Walk tests and Pseudorandom number generators"Stochastic Analysis and Applications. 59-65 (2000)

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      2001 Final Research Report Summary
  • [Publications] 小川重義: "確率微分方程式の数値解法"論説「数学」. 53. 34-45 (2001)

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      2001 Final Research Report Summary
  • [Publications] S.ogawa: "Ona determinestic appooach to the numerical solation of SDE-apprication of pseudorandom numbers and fanctions"Math.and Computers. (to appear). (2001)

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      2001 Final Research Report Summary
  • [Publications] 小川重義: "非因果的確率積分方程式とその数値近似解について"数理科学講究録. 1121. 53-59 (2000)

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      2001 Final Research Report Summary
  • [Publications] 高嶋惠三: "擬似乱数とRandom walk検定"Rokko Lectures in Mathematics, 神戸大学. 42 (2002)

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      2001 Final Research Report Summary
  • [Publications] K.Takashima: "Pseudorandom numbers and random walk tests"Rokko Lectures in Mathematics, Kobe University,. (2002)

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      2001 Final Research Report Summary
  • [Publications] K.Takashima: "A Note on Hybrid Pseudorandom Number Generations"in Proceedings of Sixth International Conference, Computer Data Analysis and Modeling. Vol.3. 98-103 (2001)

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      2001 Final Research Report Summary
  • [Publications] K.Takashima: "Hybrid pseudo-random number generations"Monte Carlo Methods and Applications. Vol.6. 49-59 (2000)

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      2001 Final Research Report Summary
  • [Publications] K.Takashima: "Random walk tests and Pseudorandom number generators,"in Stochastic Analysis and Appplications. 59-65 (2000)

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      2001 Final Research Report Summary
  • [Publications] S.Ogawa: "Numerical solutions for stochastic differential equations."in Sugaku. Vol.53. 34-45 (2001)

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      2001 Final Research Report Summary
  • [Publications] S.Ogawa: "On a deterministic approach to the numerical solution of SDE-application of pseudorandom numbers and functions"Math. And Computers. (to appear.). (2001)

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      2001 Final Research Report Summary
  • [Publications] S.Ogawa: "Noncausal stochastic integral equations and their numerical solutions"in Kokyuroku on Mathematical Sciences. Vol.1121. 53-59

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      2001 Final Research Report Summary
  • [Publications] K.Takashima: "A Note on Hybrid Pseudorandom Number Generations"Proceedings of Sixth International Conference Computer Date Analysis and Modeling. 3. 98-103 (2001)

    • Related Report
      2001 Annual Research Report
  • [Publications] K.Takashima: "Hybrid pseudo-random number generations"Monte Carlo Methods and Applications. 6. 49-59 (2000)

    • Related Report
      2001 Annual Research Report
  • [Publications] K.Takashima: "Random walk tests and Pseudorandom member generators"Stochastic Analysis and Applications. 59-65 (2000)

    • Related Report
      2001 Annual Research Report
  • [Publications] 小川 重義: "確率微分方程式の数値解法"論説「数学」. 53. 34-45 (2001)

    • Related Report
      2001 Annual Research Report
  • [Publications] S.Ogawa: "On a deterministic approach to the numerical Solution of SDE-apprecation of pseudorandom numbers and functions"Math. and Computers. (to appear). (2001)

    • Related Report
      2001 Annual Research Report
  • [Publications] 小川 重義: "非因果的確率積分方程式とその数値解析について"数理科学講究録. 1121. 53-59 (2000)

    • Related Report
      2001 Annual Research Report
  • [Publications] 高嶋 恵三: "擬似乱数とRandom walk検定"Rokko Lectures in Mathematics, 神戸大学. 42 (2002)

    • Related Report
      2001 Annual Research Report
  • [Publications] K.Takashima: "Hybrid pseudo-random number generations"Monte Carlo Methods and Applications. 6. 49-59 (2000)

    • Related Report
      2000 Annual Research Report
  • [Publications] K.Takashima: "Random Walk tests and Pseudorandom number generators"Stochastic Analysis and Applications. 59-65 (2000)

    • Related Report
      2000 Annual Research Report
  • [Publications] S.Ogawa: "On a deterministic approach to the numerical solution of SDE-Application of pseudo random numbers and functions"Math.and Computers. to appear. (2001)

    • Related Report
      2000 Annual Research Report
  • [Publications] 小川重義: "非因果的確率積分方程式とその数値近似解について"数理科学講究録. 1121. 171-178 (2000)

    • Related Report
      2000 Annual Research Report
  • [Publications] 小川重義: "AIC法による不適切問題の解法と信号復元問題への応用について"数理科学講究録. 1121. 53-59 (2000)

    • Related Report
      2000 Annual Research Report
  • [Publications] 小川重義: "確率微分方程式の数値解法"論説「数学」. (2001)

    • Related Report
      2000 Annual Research Report

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Published: 2000-04-01   Modified: 2016-04-21  

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