A New Nonrecursive Pseudorandom Number Generator Based on Chaos Mappings
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We introduce a new pseudorandom number generator SSR (the Simplified Shift-Real random number generator) which generates the <special>k</special>-th random number nonrecursively (directly) based on chaos mappings on the interval [1,2). We investigate properties of SSR random numbers and give the theoretical background of generation of random numbers. A practical integral(all-integer) version SSI of SSR, which is suitable for parallel computation, is also provided.This work was supported by JSPS KAKENHI (17540111,17540138) and the ISM Cooperative Research Program (2007-ISM・CRP-4202).
- Monte Carlo methods and applications
Monte Carlo methods and applications 14(1), 85-98, 2008-01-01