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Title:
乱数生成装置、乱数生成方法、および乱数生成プログラム
Document Type and Number:
Japanese Patent JP6678926
Kind Code:
B2
Abstract:
PROBLEM TO BE SOLVED: To efficiently generate a random number that conforms to discrete Gaussian distribution having a large dispersion value, in even a device whose storage area is limited.SOLUTION: A candidate calculation unit, possessing one of an upper approximation function and a lower approximation function each sandwiching the cumulative distribution function of probability distribution between an upper side and a lower side, as a first approximation function, causes an inverse function of the first approximation function to act upon random number data, calculates a first rounded value obtained by taking an integer round-off, and outputs the first founded number as output candidate data. A first evaluation unit, possessing the other of the upper approximation function and the lower approximation function as a second approximation function, receives the output candidate data, causes an inverse function of the second approximation function upon random number data, calculates a second rounded value obtained by taking an integer round-off, determines whether or not the second rounded value equals the output candidate data, and outputs the output candidate data as a random number conforming to the probability distribution when the second rounded number equals the output candidate data.SELECTED DRAWING: Figure 1

Inventors:
Yuki Tanaka
Yoshinori Aono
Application Number:
JP2016133851A
Publication Date:
April 15, 2020
Filing Date:
July 06, 2016
Export Citation:
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Assignee:
NEC
National Institute of Information and Communications Technology
International Classes:
G06F7/58; G09C1/00
Domestic Patent References:
JP2000276459A
JP5216630A
JP2001256076A
Foreign References:
US20170220322
Other References:
Dirk P. Kroese, Thomas Taimre, Zdravko I. Botev, 伏見正則, 逆瀬川浩孝,「モンテカルロ法ハンドブック」,日本,株式会社朝倉書店 ,2014年10月25日,初版,第64頁第13行-第65頁第2行
Attorney, Agent or Firm:
Kenho Ikeda
Takashi Sasaki
Junichi Matsuda