GENERATING CIRCUIT FOR PSEUDO RANDOM NUMBER CONFORMING TO ARBITRARY PROBABILITY DISTRIBUTION

摘要

PURPOSE:To execute the realization with respect to an arbitrary probability distribution, and also, to execute the operation at a high speed by a small circuit scale by setting the storage contents corresponding to an input value of an address input as an output value of a storage circuit, and setting a numerical value sequence of the output value of the storage circuit as a necessary random number sequence. CONSTITUTION:A pseudo uniform random number sequence H outputted from a pseudo uniform random number generator 1 is inputted to an address input terminal I of a storage circuit 2 and used for designating an address of the storage circuit 2. Subsequently, the storage circuit 2 outputs the storage contents as an output signal K from a data signal terminal (j) in accordance with its address, and this output K is used as a necessary pseudo random number sequence. In this regard, as for the storage contents of the storage circuit 2, when a generation probability distribution function of a necessary random digit is denoted as F(x), a range of a value which can be taken by the necessary random number is divided into N pieces of areas by using (N-1) pieces of values derived from an expression I as bound ary points, and with respect to each divided area, one piece of representative value is selected, and it becomes a representative value of N pieces which are selected. In such a way, even in the case a function circuit is unknown, the pseudo random number can be generated, and also, the circuit scale becomes a small scale, and the operation can be executed at a high speed.