• Title/Summary/Keyword: Random number generation

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Efficient random number generation from extreme tail areas of a t-distribution (t 분포의 극단 꼬리부분으로부터의 효율적인 난수생성)

  • 오만숙;김나영
    • The Korean Journal of Applied Statistics
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    • v.9 no.1
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    • pp.165-177
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    • 1996
  • It is often needed to generate random numbers from truncated t-distributions to carry out Bayesian inferences, especially in Monte Carlo integration for estimation of posterior densities of constrained parameters. However, when the restricted area is an extreme tail area with a small probability most existing random generation methods are not efficient. In this paper, we propose an efficient acceptance-rejection method to generate random numbers from extreme tail areas of a t-distribution. Using some simulation results, we compare the proposed algorithm with other popular methods.

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Optimization of Stochastic System Using Genetic Algorithm and Simulation

  • 유지용
    • Proceedings of the Korea Society for Simulation Conference
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    • 1999.10a
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    • pp.75-80
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    • 1999
  • This paper presents a new method to find a optimal solution for stochastic system. This method uses Genetic Algorithm(GA) and simulation. GA is used to search for new alternative and simulation is used to evaluate alternative. The stochastic system has one or more random variables as inputs. Random inputs lead to random outputs. Since the outputs are random, they can be considered only as estimates of the true characteristics of they system. These estimates could greatly differ from the corresponding real characteristics for the system. We need multiple replications to get reliable information on the system. And we have to analyze output data to get a optimal solution. It requires too much computation to be practical. We address the problem of reducing computation. The procedure on this paper use GA character, an iterative process, to reduce the number of replications. The same chromosomes could exit in post and present generation. Computation can be reduced by using the information of the same chromosomes which exist in post and present current generation.

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On the Multivariate Poisson Distribution with Specific Covariance Matrix

  • Kim, Dae-Hak;Jeong, Heong-Chul;Jung, Byoung-Cheol
    • Journal of the Korean Data and Information Science Society
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    • v.17 no.1
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    • pp.161-171
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    • 2006
  • In this paper, we consider the random number generation method for multivariate Poisson distribution with specific covariance matrix. Random number generating method for the multivariate Poisson distribution is considered into two part, by first solving the linear equation to determine the univariate Poisson parameter, then convoluting independent univariate Poisson variates with appropriate expectations. We propose a numerical algorithm to solve the linear equation given the specific covariance matrix.

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The Sub-Peres Functions for Random Number Generation (무작위수생성을 위한 부 페레즈 함수)

  • Pae, Sung-Il
    • Journal of the Korea Society of Computer and Information
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    • v.18 no.2
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    • pp.19-30
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    • 2013
  • We study sub-Peres functions that are defined recursively as Peres function for random number generation. Instead of using two parameter functions as in Peres function, the sub-Peres functions uses only one parameter function. Naturally, these functions produce less random bits, hence are not asymptotically optimal. However, the sub-Peres functions runs in linear time, i.e., in O(n) time rather than O(n logn) as in Peres's case. Moreover, the implementation is even simpler than Peres function not only because they use only one parameter function but because they are tail recursive, hence run in a simple iterative manner rather than by a recursion, eliminating the usage of stack and thus further reducing the memory requirement of Peres's method. And yet, the output rate of the sub-Peres function is more than twice as much as that of von Neumann's method which is widely known linear-time method. So, these methods can be used, instead of von Neumann's method, in an environment with limited computational resources like mobile devices. We report the analyses of the sub-Peres functions regarding their running time and the exact output rates in comparison with Peres function and other known methods for random number generation. Also, we discuss how these sub-Peres function can be implemented.

Efficient Congestion Control Technique of Random Access and Grouping for M2M according to User Type on 3GPP LTE-A s (3GPP LTE-A 시스템 기반 사용자 특성에 따른 효율적 Random Access 과부하 제어 기술 및 M2M 그룹화)

  • Kim, Junghyun;Ji, Soonbae;You, Cheolwoo
    • Journal of the Institute of Electronics and Information Engineers
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    • v.52 no.3
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    • pp.48-55
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    • 2015
  • This paper studies how to solve a problem caused by M2M terminals sending a few data based on $3^{rd}$ Generation Partnership Project(3GPP) Long Term Evolution-Advanced(LTE-A) system and then it is analyzed, proposed, and introduced into the techniques. Especially, it is introduced solution for the lack of Random Access Channel and an increasing number of latency caused by countless M2M devices. It is proposed the technology for M2M grouping as well as allowable access probability according to user type. As it decreases the number of terminal by grouping M2M devices to try random access at PRACH, it can be reduced collision between Cellular users and M2M devices. So, it is proved that the proposed mechanism can solve the increasing average latency of random access on system coexisting Cellular users and M2M devices through simulations.

A study on the development of circuit design by new simulation program (퍼스컴에 의한 회로 설계시 몬테칼로 시뮬레이션에 의한 프로그램 개발에 관한 연구)

  • Cha, Gyun-Hyeon;Lee, Geun-Cheol
    • Proceedings of the KIEE Conference
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    • 1986.07a
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    • pp.490-491
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    • 1986
  • Design of electronic circuit should be both economical and reliable. If we put weight on economy, reliability will be lessened vice versa. But in some cases, a Designer should do exact design looking down upon economy. Especially, in integrated circuit, we should design as exactly as possible without much tolerance. In my thesis, I have studied the method for the exact design without much consideration in economy, and I also have developed Monte carlo Simulation program which can be operated by new generation of pseudo random number. Here, in my study, I have found out that new generation of pseudo random number was much more superior to any methods suggested by orthers.

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Chaos Based Random Number Generation In Tiny MCU (소형마이콤에서의 카오스난수 발생 함수구현)

  • Hyun, Jae-Ho
    • Journal of the Institute of Electronics Engineers of Korea SC
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    • v.47 no.3
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    • pp.1-4
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    • 2010
  • RS-485, communication bases from small network system must prepare in collision. The collision is that mean the data transfer breaks. For a stabilized communication chooses 1:N polling methods. But polling is low speed in addition to maybe overload Master device. So, usual N:N Prefers a communication. In this case, must be preparing to avoid collision or some solutions. Generally, to after collision retransmits after short time. It's called delay time for short time. When making a delay time, uses address of each systems. (Address of each node) If the many nodes collided, the each node has different delay time. When making a delay time, uses a usual random number. Making a random number is hard job. So uses a usual pseudorandom number. It is more difficult from small size MCU. The Chaos random number provides stabled value. Finally, when uses the Chaos random number, the stability and reliability of system get better.

Microstructure Generation and Linearly Elastic Characteristic Analysis of Hierarchical Models for Dual-Phase Composite Materials (이종 입자복합재의 미세구조 생성과 계층적 모델의 선형 탄성적 응답특성 해석)

  • Cho, Jin-Rae
    • Journal of the Computational Structural Engineering Institute of Korea
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    • v.31 no.3
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    • pp.133-140
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    • 2018
  • This paper is concerned with the 2-D micostructure generation for $Ni-A{\ell}_2O_3$ dual-phase composite materials and the numerical analysis of mechanical characteristic of hierarchical models of microstructure which are defined in terms of the scale of microstructure. The microstructures of dual-phase composite materials were generated by applying the mathematical RMDF(random morphology description functions) technique to a 2-D RVE of composite materials. And, the hierarchical models of microstructure were defined by the number of Gaussian points. Meanwhile, the volume fractions of metal and ceramic particles were set by adjusting the level of RMD functions. The microstructures which were generated by RMDF technique are definitely random even though the total number of Gaussian points is the same. The randomly generated microstructures were applied to a 2-D beam model, and the variation of normal and shear stresses to the scale of microstructure was numerically investigated. In addition, through the crack analyses, the influence of RMDF randomness and Gauss point number on the crack-tip stress is investigated.

Brain Activation Associated with Set Size During Random Number Generation (무선열 생성과제에서 반응후보 수에 따른 뇌활성화 양상)

  • Lee, Byeong-Taek;Kim, Cheong-Tag
    • Korean Journal of Cognitive Science
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    • v.19 no.1
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    • pp.57-74
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    • 2008
  • This study aimed to investigate the preferential brain activations involed in the set size during random number generation (RNG). The BNG condition gave more increased activations in the anterior cingulate cortex (ACC), inferior frontal gyrus (IFG), inferior parietal lobule (IPL), and superior temporal gyrus (STG) than the simple counting condition, which was a control rendition. When the activations were compared by the small set size condition versus the large set size condition, broad areas covering tempore-occipital network, ACC, and postcentral gyrus were more highly activated in the small set size condition than in the large set size condition, while responses of areas including medial frontal gyrus, superior parietal lobule, and lingual gyrus were more increased in the large set size condition than in the small set size condition. The capacity hypothesis of working memory fails to explain the results. On the contrary, strategy selection hypothesis seems to explain the current observations properly.

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A Stochastic Model for Virtual Data Generation of Crack Patterns in the Ceramics Manufacturing Process

  • Park, Youngho;Hyun, Sangil;Hong, Youn-Woo
    • Journal of the Korean Ceramic Society
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    • v.56 no.6
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    • pp.596-600
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    • 2019
  • Artificial intelligence with a sufficient amount of realistic big data in certain applications has been demonstrated to play an important role in designing new materials or in manufacturing high-quality products. To reduce cracks in ceramic products using machine learning, it is desirable to utilize big data in recently developed data-driven optimization schemes. However, there is insufficient big data for ceramic processes. Therefore, we developed a numerical algorithm to make "virtual" manufacturing data sets using indirect methods such as computer simulations and image processing. In this study, a numerical algorithm based on the random walk was demonstrated to generate images of cracks by adjusting the conditions of the random walk process such as the number of steps, changes in direction, and the number of cracks.