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Random sequence generating method and device

A random sequence and step function technology, applied in the field of information processing, can solve problems such as the inability to fit and calculate data that conforms to the normal distribution, and the absence of large probability intervals.

Inactive Publication Date: 2017-05-31
CHINA MOBILEHANGZHOUINFORMATION TECH CO LTD +1
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  • Abstract
  • Description
  • Claims
  • Application Information

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Problems solved by technology

The random number obtained by the mean probability generation method has the same probability generated at each point, so there is no statistically significant large probability interval, and it is impossible to fit and calculate data that conforms to the normal distribution

Method used

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  • Random sequence generating method and device
  • Random sequence generating method and device

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Embodiment 1

[0027] see figure 1 , which shows a method for generating a random sequence provided by an embodiment of the present invention, the method may include:

[0028] S101: Determine the domain interval and domain subinterval of the step function according to the preset fitting accuracy;

[0029] Wherein, the step function is used to fit the probability density function corresponding to the random sequence to be generated; the domain interval of the step function is the same as the domain interval of the probability density function; the step function is within the domain subinterval The difference between the function value of the probability density function and the function value of the probability density function in the corresponding domain subinterval is less than a preset threshold;

[0030] S102: Generate a uniformly distributed random sequence within the range of the mapping interval, wherein the range of the mapping interval is the same as the domain of the step function;...

Embodiment 2

[0066] Based on the same technical idea of ​​the above-mentioned embodiment, see Figure 8 , which shows an apparatus 80 for generating a random sequence provided by an embodiment of the present invention, the apparatus 80 includes: a determination unit 801, a generation unit 802, and an acquisition unit 803; wherein,

[0067] The determination unit 801 is used to determine the domain interval and domain subinterval of the step function according to the preset fitting accuracy; wherein, the step function is used to fit the probability density function corresponding to the random sequence to be generated; the domain interval of the step function It is the same as the domain interval of the probability density function; the difference between the function value of the step function in the domain subinterval and the function value of the probability density function in the corresponding domain subinterval is less than the preset threshold;

[0068] A generating unit 802, configur...

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Abstract

The embodiment of the invention discloses a random sequence generating method and device. The random sequence generating method comprises the following steps: according to preset fitting precision, determining a definitional domain interval and definitional domain subintervals of a step function; in a mapping interval range, generating uniformly distributed random sequences; according to a preset mapping relation and the function values of the definitional domain subintervals of the step function, acquiring mapping subintervals corresponding to the definitional domain subintervals of the step function in the mapping interval range of the uniformly distributed random sequences; in the definitional domain subintervals of the step function, uniformly generating the random sequences according to the number of random numbers in the corresponding mapping subintervals. By the random sequence generating method, through fitting of probability density functions of random number sequences to be generated and through division from the existing random number sequences according to a preset mapping rule, the obtained random sequences not only conform to actually required distribution, but also can meet requirements of a large number theorem and a central limit theorem in a statistical sense.

Description

technical field [0001] The present invention relates to information processing technology, in particular to a method and device for generating random sequences. Background technique [0002] At present, according to the theorem of large numbers and the central limit theorem, the Monte Carlo method is used to solve problems by constructing probability models and using randomization methods, which are widely used in financial engineering, macroeconomics, biomedicine, computational physics and other fields. Therefore, when using the Monte Carlo method to analyze relevant data, it is very realistic and important to generate random numbers that conform to the preset distribution. [0003] However, the random numbers generated by the current random number generation algorithm are equally probable. For example, a simple mean probability generation method is used to generate mean distribution random numbers. The random number obtained by the mean probability generation method has t...

Claims

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Application Information

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Patent Type & Authority Applications(China)
IPC IPC(8): G06F7/58
CPCG06F7/58
Inventor 章筱虎陈德伟温亮生张文婷
Owner CHINA MOBILEHANGZHOUINFORMATION TECH CO LTD
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