, , . ֳ . ³ (.): (), (), () () 10 .; () 30 .. () 1.. . , (2)
ᒺ , , , . , :
ᒺ (0, 1).
³ , : [4]; ( ); ( ).
( ) , ( , ) , . : , ϳ, , ϳ [5].
[6], ( 219937−1).
.1 . [1]:
= 0,001 . -1; = 0,002 . -1 = 3,5 ∙ 104 . -1, =10-3 . -1 =2 ∙ 103 . -1, =0,1 ., =5 ., =0,01, =0,2
=0,25. : α =0,001÷0,2, β =0,001÷0,3, τ =8 ∙103÷50 ∙104, = 1÷10 , = 3÷30 .
ᒺ [1000,100000] U(0,1).
1
ֳ | |||
1,1072 | 0,7815 | 0,7806 | |
0,8 | 0,9867 | 0,9870 | |
0,10 | 0,0012 | 0,0015 | |
0,05 | 0,1551 | 0,1201 | |
(.) | 3,94∙104 | 1,2685∙105 | 1,4032∙105 |
(.) | 4,4620 | 2,9844 | |
(.) | 3,9049 | 3,1112 |
- . .
|
|
(9)
1- (../.); 1 (../.); 1 (../.); (../.); ; . . 1 40 ( ). 䳺 - -̳. - (5-10%)[6]. , [1,1], , =20000, [ =0,9461, =0,8986] =0,0041. 5- .
. : =5000 ., =0,7, =10000 ., =48 . ( ), =0,25. =var() .
. 1. - =1
- 5- (9). - , 0,8. , =4,5∙103÷1∙104, . =30000 [6] , , :
=0,0775;
=0,0093;
=4,5072∙103 .;
=2,5101 .;
=3,1889 .
( =0,1706 =0,025, =1,4, =3, =1) =0,8588.
, , - .
|
|
: 1 ( ) . ϲ (. 2); 2 ; 3 ( ) ϲ, , . , , 3-D , (, ) .
. 2.
ϲ, . , , : : / , , , , , / . ϳ , ( ) . (. 3). , ϲ , , ϲ . select, : 1 ;
2 -; 3 -.
( ) , .
(. 3) -.
. 3. ϲ
.
[3]. Mersenne Twister, ( (2^19937-1)/2)[7].
, ᒺ N=105, : = = 0,05 0,2, = 0,25 0,35, = 1 6, = 3 8; = 8 104 1,6 105, C = |0,0583, 0,0508, 0,2535, 8,0203e+04, 2,5244, 6,4182|T CF(k) = 0,0602 =0,9645, = 0,9651 ( ) = 0,9651, .
. [1,2] .
|
|
[2]:
- , , , ( , ). (. .), ⳳ . 1 5- .
2
, | , | ||
0,94 | |||
0,72 | |||
1,35 | |||
1,08 | |||
1,37 |
ij . 4 : ) = [51543; 22401;; 88227; 62118; 37646]; ) = [0.7049; 0.3801; 1.1111; 0.8206; 0.5504]( ).
. 4.
-. , - . .
, , ϲ.
, .
.
1. . . / . . .: ,1988 208.
2. . . , / . . : - ,1991190.
3. .., ³ .., .. , / . - : . -2008 . 3(15). .94-103.
4. RAND Corporation. A million random digits with 1000000 normal deviates, The Free Press, 1955.
|
|
5. .., .. . . . . 2009. .219-223.
5.Matsumoto, M. and Nishimura, T. "Mersenne Twister: A 623-Dimensionally Equidistributed Uniform Pseudorandom Number Generator," ACM Transactions on Modeling and Computer Simulation, (1998), 8(1):3-30.
6. .. -. .: , 1973 312.
: - . , .
:
ʲ
, . . ., .
,
, ..., . .
,
, .
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