| Budget Amount *help |
¥4,420,000 (Direct Cost: ¥3,400,000、Indirect Cost: ¥1,020,000)
Fiscal Year 2022: ¥910,000 (Direct Cost: ¥700,000、Indirect Cost: ¥210,000)
Fiscal Year 2021: ¥910,000 (Direct Cost: ¥700,000、Indirect Cost: ¥210,000)
Fiscal Year 2020: ¥1,040,000 (Direct Cost: ¥800,000、Indirect Cost: ¥240,000)
Fiscal Year 2019: ¥910,000 (Direct Cost: ¥700,000、Indirect Cost: ¥210,000)
Fiscal Year 2018: ¥650,000 (Direct Cost: ¥500,000、Indirect Cost: ¥150,000)
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| Outline of Final Research Achievements |
(1) Generation of k-independent random sequence: We developed a method to construct k-wise independent random sequence of length N consisting of m-bit samples from virtually smallest random seed. We applied the sequence as secure pseudorandom sequence to Monte-Carlo integrations.
(2) Numerical computation of distribution of random variables arising from Brownian motion: We developed some numerical methods to compute very difficult distributions of random variables, such as the hitting time of 2-dim. Brownian motion to 1-dim subspace, which has no mean, and local time of 1-dim. Brownian motion.
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