METHOD OF GENERATING UNIFORMLY DISTRIBUTED AND INDEPENDENT RANDOM NUMBERS Russian patent published in 2016 - IPC G06F7/58 

Abstract RU 2583729 C2

FIELD: computer engineering.

SUBSTANCE: invention relates to computer engineering and can be applied for generating random numbers. Method for generating uniformly distributed and independent random numbers with odd module (d) and multiple z mutually simple to d, starts with arbitrarily preset number n, mutually simple to d, and recurrently creates sequence of integers {r0, r1, r2, …} by relations congruence r0 Ξ n mod (d), 0 < r0< d, rk Ξzrk-1 mod (d) , 0 < rk< d, k = 1, 2, 3, …, and gives at output random numbers {vk= rk-1/d | k = 1, 2, …}, multiplier z being selected so that it satisfies to condition that generator (d, z′) in z′Ξzj mod (d) for whole j at least in range of 1 ≤ j ≤ 6 passes second degree spectral test within 1.25 estimation; in particular, for any integer j in range 1 ≤ j ≤ 6 generator (d, z′) in z′Ξzj mod (d) satisfies to condition that dual grid vector f defined for (d, z′) by means of linear combination of f: = m1f1+ m2f2 of basic dual grid vectors {f1, f2}, f1: = (d, 0), (f)2: = (-z′, 1), with integer coefficients {m1, m2} and length ||f||: = {(dm1-z′m2)2+(m2)2}1/2 > 0, has less non-zero vector fmin of length amin(2) (z′): = ||fmin|| > 0, satisfying to condition ρd(2) (z′): = 21/2d1/2/{31/4amin(2) (z′)} < 1.25.

EFFECT: technical result is higher accuracy.

1 cl, 6 dwg

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RU 2 583 729 C2

Authors

Nakadzava Khirosi

Nakadzava Naoja

Dates

2016-05-10Published

2013-12-09Filed