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A Method for the High-speed Generation of Random Numbers with Arbitrary Distributions
http://hdl.handle.net/10655/2973
http://hdl.handle.net/10655/2973e75dbff9-7bd3-414e-928c-6e200de8f3d2
Item type | 研究報告書 / Research Paper(1) | |||||
---|---|---|---|---|---|---|
公開日 | 2010-02-05 | |||||
タイトル | ||||||
言語 | en | |||||
タイトル | A Method for the High-speed Generation of Random Numbers with Arbitrary Distributions | |||||
言語 | ||||||
言語 | eng | |||||
キーワード | ||||||
言語 | en | |||||
主題Scheme | Other | |||||
主題 | Monte Carlo | |||||
キーワード | ||||||
言語 | en | |||||
主題Scheme | Other | |||||
主題 | random number | |||||
キーワード | ||||||
言語 | en | |||||
主題Scheme | Other | |||||
主題 | high-speed generation | |||||
キーワード | ||||||
言語 | en | |||||
主題Scheme | Other | |||||
主題 | hardware | |||||
キーワード | ||||||
言語 | en | |||||
主題Scheme | Other | |||||
主題 | Planck distribution | |||||
資源タイプ | ||||||
資源タイプ識別子 | http://purl.org/coar/resource_type/c_18ws | |||||
資源タイプ | research report | |||||
アクセス権 | ||||||
アクセス権 | metadata only access | |||||
アクセス権URI | http://purl.org/coar/access_right/c_14cb | |||||
著者 |
"Ishikawa, T.
× "Ishikawa, T.× Wang, P. Y.× Wakui, K.× Yabe, T." |
|||||
抄録 | ||||||
内容記述タイプ | Abstract | |||||
内容記述 | "A new method for the high-speed generation of random numbers with arbitrary distributions is proposed. The method stores random numbers in two memories, and then picks out two random numbers and assembles them, resulting in a new random number. When the method is realized with Fortran, the method can generate random numbers with normal distribution about eleven times faster than the method relied on the central limit theorem, and those with Planck distribution about nine times faster than the acceptance-rejection method. The method is realized by hardware. The system generates 5 x 10^6 random numbers per second with any distribution. The statistical quality of these random numbers is similar to or better than that by the conventional methods." | |||||
書誌情報 |
en : Research Report NIFS-Series 発行日 1991-11-01 |
|||||
報告書番号 | ||||||
NIFS-121 | ||||||
ISSN | ||||||
収録物識別子タイプ | ISSN | |||||
収録物識別子 | 0915-633X |