2001 Fiscal Year Final Research Report Summary
Hybrid pseudorandom number generations and their applications to simulations of stochastic models
| Project/Area Number |
12640144
|
|---|
| Research Category |
Grant-in-Aid for Scientific Research (C)
|
| Allocation Type | Single-year Grants |
|---|
| Section | 一般 |
|---|
| Research Field |
General mathematics (including Probability theory/Statistical mathematics)
|
|---|
| Research Institution | Okayama 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
|
| Keywords | Hybrid 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.
|
