On the Distribution of Fractional Linear Congruential Pseudorandom Numbers (<Special Issue>Special Issue on Selected Papers from LA Symposium)
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概要
- 論文の詳細を見る
As pseudorandom number generators for Monte Carlo simulations, inversive linear congruential generators (ICG) have some advantages compared with traditional linear congruential generators. It has been shown that a sequence generated by an ICG has a low discrepancy even if the length of the sequence is far shorter than its period. In this paper, we formulate fractional linear congruential generators (FCG), a generalized concept of the inversive linear congruential generators. It is shown that the sequence generated by an FCG is a geometrical shift of a sequence from an ICG and satisfies the same upper bounds of discrepancy. As an application of the general formulation, we show that under certain condition, "Leap-Frog technique," a way of splitting a random number sequence to parallel sequences, can be applied to the ICG or FCG with no extra cost on discrepancy.
- 社団法人電子情報通信学会の論文
- 2003-02-01
著者
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Zhang X
The Department Of Information And Communication Engineering The University Of Electro-communications
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Zhang Xi
Department Of Information And Communication Engineering The University Of Electro-communications
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YOSHIKAWA Toshinori
the Department of Electrical Engineering, Nagaoka University of Technology
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YOSHIKAWA Toshinori
Department of Electrical Engineering, Nagaoka University of Technology
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TAKEI Yoshinori
Department of Electrical Engineering, Nagaoka University of Technology
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Takei Y
The Department Of Electrical Engineering Nagaoka University Of Technology
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Takei Yoshinori
Department Of Electrical Engineering Nagaoka University Of Technology
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Yoshikawa T
The Department Of Electrical Engineering Nagaoka University Of Technology
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Yoshikawa Toshinori
Department Of Electrical Engineering Nagaoka University Of Technology
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Zhang Xi
Department Of Communications And Systems University Of Electro-communications
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Zhang Xiaoxing
Department Of Information Science And Control Engineering Graduate School Of Engineering Nagaoka Uni
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Zhang Xi
Department Of Chemistry Division Of Material Sciences Graduate School Of Natural Science And Technol
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