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翻訳と辞書　辞書検索 [ 開発暫定版 ] スポンサード リンク Combined Linear Congruential Generator ： ウィキペディア英語版 Combined Linear Congruential Generator A Combined Linear Congruential Generator (CLCG) is a pseudo-random number generator algorithm based on combining two or more linear congruential generators (LCG). A traditional LCG has a period which is inadequate for complex system simulation.〔Banks 2010, Sec. 7.3.2〕 By combining two or more LCGs, random numbers with a longer period and better statistical properties can be created.〔Banks 2010, Sec. 7.3.2〕 The algorithm is defined as:〔L'Ecuyer 1988〕 : $X\_i\; \backslash equiv\; \backslash left(\; \backslash sum\_^k\; (-1)^Y\_\; \backslash right)\backslash pmod$ where: : $m\_1$ — the "modulus" of the first LCG : $Y\_$ — the ith input from the jth LCG : $X\_i$ — the ith generated random integer with: : $R\_i\; \backslash equiv\; \backslash begin$ X_i/m_1 & \text X_i > 0 \\ (m_1-1)/m_1 & \text X_i=0 \end where $R\_$ is a uniformly distributed random number between 0 and 1. == Derivation == If ''W''''i'',1, ''W''''i'',2, ..., ''W''''i'',k are any independent, discrete, random-variables and one of them is uniformly distributed from 0 to ''m''1 − 2, then ''Z''''i'' is uniformly distributed between 0 and ''m''1 − 2, where:〔L'Ecuyer 1988〕 :$Z\_i=\; \backslash left(\; \backslash sum\_^k\; W\_\; \backslash right)\; \backslash pmod$ Let ''X''''i'',1, ''X''''i'',2, ..., ''X''''i'',''k'' be outputs from ''k'' LCGs. If ''W''''i'',''j'' is defined as ''X''''i'',''j'' − 1, then ''W''''i'',''j'' will be approximately uniformly distributed from 0 to ''m''''j'' − 1.〔L'Ecuyer 1988〕 The coefficient "(−1)''j''−1" implicitly performs the subtraction of one from ''X''''i'',''j''.〔Banks 2010, Sec. 7.3.2〕 抄文引用元・出典: フリー百科事典『 ウィキペディア（Wikipedia）』 ■ウィキペディアで「Combined Linear Congruential Generator」の詳細全文を読む スポンサード リンク 翻訳と辞書 : 翻訳のためのインターネットリソース Copyright(C) kotoba.ne.jp 1997-2016. All Rights Reserved.