课题基金 / 基金详情

Random number theory and real analytic probability

Random number theory and real analytic probability
随机数理论和实解析概率
批准号:
09640268
负责人:
FUKUYAMA Katusi
金额:
$1.98万
依托单位:
依托单位国家:
日本
项目类别:
Grant-in-Aid for Scientific Research (C)
财政年份:
1997
资助国家:
日本
项目状态:
已结题
起止时间:
1997 至 1998

项目摘要

项目成果

FUKUYAMA Katusi的其他基金

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相关文献

中文摘要
翻译
在我们的项目之前,已经证明了几乎所有的无理旋转的依赖性消失时,它适用于Rademacher函数的中心极限定理。这一结果解释了为什么在高维空间中,拟Monte Carlo方法与普通Monte Carlo方法相比不起作用,针对这一结果,我们对无理旋转进行了分类,并详细研究了产生序列收敛于相依平稳序列的无理旋转。给出了极限序列独立的条件,成功地得到了证明极限独立性的数值有效方法,证明了多重n元变换的中心极限定理。这一结果与利用多重变换产生随机数的accuracy理论密切相关。
英文摘要
Before our project, it had been proved that dependence of almost all irrational rotation vanish when it applied for the central limit theorem of Rademacher functions. This result explains why the quasi Monte Carlo methods are not effective in high dimensional space comparing with the ordinary Monte Carlo method.Concerning this result, we classified irrational rotations and studied in detail on irrational rotations which generate the sequence converges to dependent stationary sequence. We have given conditions to have independent limit sequence and succeeded to have the numerically effective mean to verify the independence of limit.We prove the central limit theorem for multiple n-ary transforms. This results is closely related to the theory of accelation of generation of random numbers by means of multiple transforms.
期刊论文(29)
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会议论文
Toshinori Oaku and Nobuki Takayama: "An algorithm for de Rham cohomology groups of the complement of an affine variety via D-module computation" Journal of Pure and Applied Algebra. (in press). (1999)
Toshinori Oaku 和 Nobuki Takayama:“通过 D 模计算仿射簇补的 de Rham 上同调群的算法”纯粹与应用代数杂志。
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共 23 条
    Development of stochastic numerics and probability theory via lacunary series
    • 批准号:
      17340029
    • 项目类别:
      Grant-in-Aid for Scientific Research (B)
    • 资助金额:
      $7.79万
    • 财政年份:
      2005
    • 负责人:
      FUKUYAMA Katusi
    • 依托单位:
    Probability Theory and Random numbers : Gap Theoretical Approach
    • 批准号:
      14540116
    • 项目类别:
      Grant-in-Aid for Scientific Research (C)
    • 资助金额:
      $1.73万
    • 财政年份:
      2002
    • 负责人:
      FUKUYAMA Katusi
    • 依托单位:
    Real analitic probabilistic approach to theory of random numbers
    • 批准号:
      12640123
    • 项目类别:
      Grant-in-Aid for Scientific Research (C)
    • 资助金额:
      $2.11万
    • 财政年份:
      2000
    • 负责人:
      FUKUYAMA Katusi
    • 依托单位:
    海外基金