均匀分布的随机数很容易生成,Box-Muller transformation算法可以将均匀分布的随机数生成高斯分布。 可以参考:https://en.wikipedia.org/wiki/Box%E2%80%93Muller_transform Box-Muller transformation算法有两种形式,一种称之为基本形式: Z0=Rcos(Θ)=−2lnU1cos(2πU2) Z1=Rsin(Θ)=−2ln...
box‐muller transformrandom number generatorpseudo‐randomlinear congruential generatorsimulationSummary In a recent Monte Carlo study, a most unsatisfactory sampling distribution was obtained when supposedly standard techniques were employed to simulate a simple random sample from the standard normal ...
box–muller transformpseudo‐random number generatorsIn a recent paper, Neave has observed that the agreement between the observed and the expected frequencies is poor in the two tails of a normal distribution when the random normal deviates are generated by a multiplica tive congruential scheme: xr...
PI * u2); return [z0, z1]; } // 测试函数 function testBoxMuller() { const [z0, z1] = boxMullerTransform(); console.log(`Generated normal random numbers: z0 = ${z0}, z1 = ${z1}`); } testBoxMuller(); 4. 测试并验证TypeScript实现的Box-Muller算法生成的正态分布数据 你可以...
今天我们来介绍的是 PHP 中的加密伪随机数生成器（CSPRNG 扩展）。随机数的生成其实非常简单，使用 rand...
Through variable substitution, Box-Muller formula can be derived by means of stereographic projection transformation for d=2. 对于d=2,通过变量代换,利用球极投影变换可以导出Box-Muller公式。2) box-muller transform Box-Muller变换3) Box-Muller algorithm Box-Muller算法4...
Since the normal distribution occurs frequently in economic and financial modeling, one often needs a method to transform low-discrepancy sequences from the uniform distribution to the normal distribution. Two well known methods used with pseudorandom numbers are the Box–Muller and the inverse ...
5) box-muller transform Box-Muller变换 6) Box algorithm Box算法 1. TheBox algorithmis an important direct searching method for optimal engineering design, which is applicable toresolve optimization when the object function can t be given explicitly. ...
(2011), Generating low-discrepancy sequences from the nor- mal distribution: Box-Muller or inverse transform?, Mathematical and Computer Modelling 53(5-6... G ?Kten,A G?Ncü - 《Mathematical & Computer Modelling》 被引量: 25发表: 2011年 Differential power analysis of AES ASIC implementations...
(See for example http://en.wikipedia.org/wiki/Box%E2%80%93Muller_transform.) If you increase the value of sigma_noise, then you'll get more variance. Also, your code can be vectorized to have a significant speedup. Replace your for loop with: 테마복사 AWGN_noise = sigma_noise...