.


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, , . ֳ . ³ (.): (), (), () () 10 .; () 30 .. () 1.. . , (2)

 

, , , . , :

(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 .

[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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