• Title/Summary/Keyword: random number generation algorithm

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A Study on Key Generation using the Real Random Number Generator (실 난수 발생기를 이용한 키 생성에 관한 연구)

  • 차재현;박중길;전문석
    • The Journal of Society for e-Business Studies
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    • v.6 no.2
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    • pp.167-178
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    • 2001
  • Key is generally formed using the Random Number. How to make the Random Number is to cast coin or dice as classical method, to form the Real Random Number with Hardware and to make the Pseudo Random Number by means of utilizing mathematical algorithm. This thesis presented NRNG(New Random Number Generator) which put self-development Hardware to use as Key Generation Method and inspected to compare the Real Random Number with the Pseudo Random Number and special properties which PRNG(Pseudo-Random Number Generator) creates.

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Accurate Prediction of the Pricing of Bond Using Random Number Generation Scheme (난수 생성기법을 이용한 채권 가격의 정확한 예측)

  • Park, Ki-Soeb;Kim, Moon-Seong;Kim, Se-Ki
    • Journal of the Korea Society for Simulation
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    • v.17 no.3
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    • pp.19-26
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    • 2008
  • In this paper, we propose a dynamic prediction algorithm to predict the bond price using actual data set of treasure note (T-Note). The proposed algorithm is based on term structure model of the interest rates, which takes place in various financial modelling, such as the standard Gaussian Wiener process. To obtain cumulative distribution functions (CDFs) of actual data for the interest rate measurement used, we use the natural cubic spline (NCS) method, which is generally used as numerical methods for interpolation. Then we also use the random number generation scheme (RNGS) to calculate the pricing of bond through the obtained CDF. In empirical computer simulations, we show that the lower values of precision in the proposed prediction algorithm corresponds to sharper estimates. It is very reasonable on prediction.

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Efficient Parallel CUDA Random Number Generator on NVIDIA GPUs (NVIDIA GPU 상에서의 난수 생성을 위한 CUDA 병렬프로그램)

  • Kim, Youngtae;Hwang, Gyuhyeon
    • Journal of KIISE
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    • v.42 no.12
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    • pp.1467-1473
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    • 2015
  • In this paper, we implemented a parallel random number generation program on GPU's, which are known for high performance computing, using LCG (Linear Congruential Generator). Random numbers are important in all fields requiring the use of randomness, and LCG is one of the most widely used methods for the generation of pseudo-random numbers. We explained the parallel program using the NVIDIA CUDA model and MPI(Message Passing Interface) and showed uniform distribution and performance results. We also used a Monte Carlo algorithm to calculate pi(${\pi}$) comparing the parallel random number generator with cuRAND, which is a CUDA library function, and showed that our program is much more efficient. Finally we compared performance results using multi-GPU's with those of ideal speedups.

Optimization of Stochastic System Using Genetic Algorithm and Simulation

  • 유지용
    • Proceedings of the Korea Society for Simulation Conference
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    • 1999.10a
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    • pp.75-80
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    • 1999
  • This paper presents a new method to find a optimal solution for stochastic system. This method uses Genetic Algorithm(GA) and simulation. GA is used to search for new alternative and simulation is used to evaluate alternative. The stochastic system has one or more random variables as inputs. Random inputs lead to random outputs. Since the outputs are random, they can be considered only as estimates of the true characteristics of they system. These estimates could greatly differ from the corresponding real characteristics for the system. We need multiple replications to get reliable information on the system. And we have to analyze output data to get a optimal solution. It requires too much computation to be practical. We address the problem of reducing computation. The procedure on this paper use GA character, an iterative process, to reduce the number of replications. The same chromosomes could exit in post and present generation. Computation can be reduced by using the information of the same chromosomes which exist in post and present current generation.

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On the Multivariate Poisson Distribution with Specific Covariance Matrix

  • Kim, Dae-Hak;Jeong, Heong-Chul;Jung, Byoung-Cheol
    • Journal of the Korean Data and Information Science Society
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    • v.17 no.1
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    • pp.161-171
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    • 2006
  • In this paper, we consider the random number generation method for multivariate Poisson distribution with specific covariance matrix. Random number generating method for the multivariate Poisson distribution is considered into two part, by first solving the linear equation to determine the univariate Poisson parameter, then convoluting independent univariate Poisson variates with appropriate expectations. We propose a numerical algorithm to solve the linear equation given the specific covariance matrix.

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A Stochastic Model for Virtual Data Generation of Crack Patterns in the Ceramics Manufacturing Process

  • Park, Youngho;Hyun, Sangil;Hong, Youn-Woo
    • Journal of the Korean Ceramic Society
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    • v.56 no.6
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    • pp.596-600
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    • 2019
  • Artificial intelligence with a sufficient amount of realistic big data in certain applications has been demonstrated to play an important role in designing new materials or in manufacturing high-quality products. To reduce cracks in ceramic products using machine learning, it is desirable to utilize big data in recently developed data-driven optimization schemes. However, there is insufficient big data for ceramic processes. Therefore, we developed a numerical algorithm to make "virtual" manufacturing data sets using indirect methods such as computer simulations and image processing. In this study, a numerical algorithm based on the random walk was demonstrated to generate images of cracks by adjusting the conditions of the random walk process such as the number of steps, changes in direction, and the number of cracks.

Efficient random number generation from extreme tail areas of a t-distribution (t 분포의 극단 꼬리부분으로부터의 효율적인 난수생성)

  • 오만숙;김나영
    • The Korean Journal of Applied Statistics
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    • v.9 no.1
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    • pp.165-177
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    • 1996
  • It is often needed to generate random numbers from truncated t-distributions to carry out Bayesian inferences, especially in Monte Carlo integration for estimation of posterior densities of constrained parameters. However, when the restricted area is an extreme tail area with a small probability most existing random generation methods are not efficient. In this paper, we propose an efficient acceptance-rejection method to generate random numbers from extreme tail areas of a t-distribution. Using some simulation results, we compare the proposed algorithm with other popular methods.

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Avoiding Automatic Android App Analysis by Detecting Random Touch Generation (무작위 터치 발생 탐지를 이용한 안드로이드 앱 자동 분석 회피에 관한 연구)

  • Yun, Han Jae;Lee, Man Hee
    • Convergence Security Journal
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    • v.15 no.7
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    • pp.21-29
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    • 2015
  • As the number of malicious Android applications increases rapidly, many automatic analysis systems are proposed. Hoping to trigger as many malicious behaviors as possible, the automatic analysis systems are adopting random touch generation modules. In this paper, we propose how to differentiate real human touches and randomly generated touches. Through experiments, we figured out that the distance between two consecutive human touches is shorter than that of random generation module. Also we found that the touch speed of human is also limited. In addition, humans rarely touch the outer area of smartphone screen. By using statistics of human smartphone touch, we developed an algorithm to differentiate between human touches and randomly generated touches. We hope this research will help enhance automatic Android app analysis systems.