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2010 Fiscal Year Final Research Report

A study on linear pseudorandom number generators with long period

Research Project

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Project/Area Number 20740050
Research Category

Grant-in-Aid for Young Scientists (B)

Allocation TypeSingle-year Grants
Research Field General mathematics (including Probability theory/Statistical mathematics)
Research InstitutionYamagata University

Principal Investigator

NISHIMURA Takuji  Yamagata University, 理学部, 准教授 (90333947)

Project Period (FY) 2008 – 2010
Keywords擬似乱数生成法 / 重み分布 / 初期値
Research Abstract

We studied pseudorandom number generators based on linear recurrences over finite fields. Pseudorandom numbers are indispensable tools for Monte Carlo simulations. Linear pseudorandom number generators are often used in the simulations. In this research, we studied properties of linear pseudorandom number generators in the weight distribution tests. Relationship between the form of the recurrence of generators and their initial states are studied. We analyzed also relationship between the form of the recurrence and their outputs in the weight distribution tests. We constructed pseudorandom number generators with maximally equidistribution property.

  • Research Products

    (2 results)

All 2010 2008

All Journal Article (1 results) (of which Peer Reviewed: 1 results) Presentation (1 results)

  • [Journal Article] New inputs and methods for Markov chain quasi-Monte Carlo2010

    • Author(s)
      S.Chen, M.Matsumoto, T.Nishimura, A.B.Owen
    • Journal Title

      Monte Carlo and quasi-Monte Carlo Methods 受理

    • Peer Reviewed
  • [Presentation] Exact Methods for Evaluating Linear Pseudorandom Number Generators2008

    • Author(s)
      西村拓士
    • Organizer
      Monte Carlo and Quasi-Monte Carlo Methods 2008
    • Place of Presentation
      モントリオール大学
    • Year and Date
      2008-07-10

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Published: 2012-02-13   Modified: 2016-04-21  

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