Loading...
|
Please use this identifier to cite or link to this item:
https://nccur.lib.nccu.edu.tw/handle/140.119/90100
|
Title: | GFSR亂數產生器的研究 |
Authors: | 范雅燕 |
Contributors: | 李子壩 范雅燕 |
Date: | 1990 1989 |
Issue Date: | 2016-05-03 14:13:56 (UTC+8) |
Abstract: | 論文摘要
無論是在社會科學或是自然科學的研究中,經常會面對複雜難解的問題,需要利用電腦模擬一些自然狀態,此時亂數就會被應用來增加其可靠性,被少人為主觀的控制因素。
1973年Lewis & Payne 提出G F S R方法,這個方法所產生的擬隨機序列yt=O. atat+d........., t= 1 , 2 , .........。可以得到較線性除模法更長週期的序列,且可以改善在除模法中變數個數愈多,效果愈差的缺點,我們對此作理論上探討。
此外,我們比較幾個G F S R 的實際製作演算法討論G F S R 的優缺點。最後本文將探討有關此產生器的應用,如在部份判別分析及在K - S 統計量的修正上。 |
Reference: | [l] A.C. Arvillias and D.G. Maritsas (1978) "Partitioning the Period of a Class of
m-Sequence and Application to Pseudorandom Number Generation.",Journal of the ACM,
Vol.25 , pp 675-686
[2]Alexander Haas (1987)
"The Multiple Prime Random Number Generator." ACM Transactions on Mathematical Software. Vol.13 .PP 368-381
[3]R.J.Beckman and M.E.Johnson (1981)
"A Ranking Procedure for Partial Discriminant Analysis.",Journal of the American Statistical
Associatjon.Vol.76, pp 671-675
[4]J.D.Broffitt.R.H.Randles and R.V.Hogg (1976)
"Distribution-Free Partial Discriminant Analysis.",Journal of the American Statistical
Association.Vol.7l , pp 934-939
[5]Bruce Jay Collings (1987)
"Compound Random Number Generators. ",Journal of the American Association.Vol.82 , pp 525-527
[6]Bruce Jay Collings and G.Barry Hembree (1986)
"Initializing Generalized Feedback Shift Register Pseudorandom Number Generators.",
Journal of the ACH,Vol.33 , pp 706-711
[7]R.R.Coveyou and R.D.Macpherson (1967)
"Fourier Analysis of Uniform Random Number Generators.",Journal of the ACH,Vol.14 ,
pp 100-119
[8]Gentle and Kennedy (1980)
Statistical Computing, Published by Marcel Dekker ,New York, Ch 6
[9]Herbert S. Bright and Richard L. Enison (1979)
"Quasi-Random Number Sequences from a Long-Period TLP Generator with Remarks on
Application to Cryptography.",Computing Surveys ,Vol.ll ,pp 357-370
[10]D . E.Knuth (1981)
The Art of Computer Programming, V2 : Semi-numericalAlgorithms ,2nd Edition,
Addison-Wesley, Reading ,Mass.
[11]T.G.Lewis and W.H. Payne (1973)
"Generalized Feedback Shift Register Pseudorandom Number Algorithm.",Journal of
the ACM.Vol.20 .PP 456-468
[12]W.H.Payne. J.R.Rdbung and T.P.Bogyo(1969)
"Coding the Lehmer Pseudo-random Number Generator.", Communications of ACM.Vol.12 ?
pp 85-86
[13]W.H. Payne and K.L. McMillen (978)
"Orderly Enumeration of Nonsingular Binary Matrices Applied to Text Encryption.".
Communications of ACM.Vol.21, pp 259-263 [14]Marsaglia George (1984)
"A Current View of Randow Number Generation.", Computer Science and Statistics: Sixteenth
Symposiumon the Interface, Proceedings, pp 3-10
[15]Marsaglia George and Liang-Huei-Tsay (1985)
"Matrices and the Structure of Random Number Sequences.",Linear Algebra and its Appliations ,Vol.67,pp 147-156
[16]Masanori Fushimi (1988)
"Designing a Uniform Random Number Gererator Whose Subsequences are k-Distributed.",SIAM on Computing,Vol.17 , pp 89-99
[17]M.Fushimi and S.Tezuka (1983)
"The k-Distribution of Generalized Feedback Shift Register Pseudorandom Numbers."
Communications of ACM , Vol.26 , pp 516-523
[18] L.H.Miller (956)
"Table of Percentage Points of Kolomogorov Statistics.",Journal of the American
Statistical Association,Vol.51 , pp 111-121
[19]Neal Zierler(1959)
"Linear Recurring Sequence.",SIAM ,Vol.7 ,pp 31-48
[20]R.C.Tauworthe (1965)
"Random Numbers Generated by Linear Recurrence modulo Two.",Math. Compo. Vol.19, pp 201-209
[21]J.P.R. Tootill,W.D.Robinsom and D.J.Eagle(1973)
"An Asymptatically Random Tausworthe Sequence." Journal of the ACM , Vol.20 , pp 469-481
[22]M.S.Weiss (1978)
"Modifications of the Kolomogorov-Smirnov Statistic for use with correlated data.",
Journal Df the American Statistical Association . Vol.73 .PP 872-875
[23]何淮中(民76年3月)
淺論隨機數列的方法,數學傳播11.1
[24]林茂文(民75年10月)
時間數列分析與預測,華泰書局
[25]楊浩二(民73年月)
多變量統計方法,華泰書局 |
Description: | 碩士 國立政治大學 統計學系 |
Source URI: | http://thesis.lib.nccu.edu.tw/record/#B2002005376 |
Data Type: | thesis |
Appears in Collections: | [統計學系] 學位論文
|
Files in This Item:
File |
Size | Format | |
index.html | 0Kb | HTML2 | 594 | View/Open |
|
All items in 政大典藏 are protected by copyright, with all rights reserved.
|