{"id":73958,"updated":"2025-01-21T21:44:02.770471+00:00","links":{},"created":"2025-01-18T23:31:42.794541+00:00","metadata":{"_oai":{"id":"oai:ipsj.ixsq.nii.ac.jp:00073958","sets":["1164:2735:6337:6406"]},"path":["6406"],"owner":"10","recid":"73958","title":["RMT公式を用いた乱数度評価法の提案"],"pubdate":{"attribute_name":"公開日","attribute_value":"2011-05-10"},"_buckets":{"deposit":"6d6a68d7-7e84-4d29-9648-6cace0e0e5c4"},"_deposit":{"id":"73958","pid":{"type":"depid","value":"73958","revision_id":0},"owners":[10],"status":"published","created_by":10},"item_title":"RMT公式を用いた乱数度評価法の提案","author_link":["0","0"],"item_titles":{"attribute_name":"タイトル","attribute_value_mlt":[{"subitem_title":"RMT公式を用いた乱数度評価法の提案"},{"subitem_title":"Testing Randomness by Means of RMT Formula","subitem_title_language":"en"}]},"item_type_id":"4","publish_date":"2011-05-10","item_4_text_3":{"attribute_name":"著者所属","attribute_value_mlt":[{"subitem_text_value":"鳥取大学大学院工学研究科情報エレクトロニクス専攻"},{"subitem_text_value":"鳥取大学大学院工学研究科情報エレクトロニクス専攻"},{"subitem_text_value":"鳥取大学大学院工学研究科情報エレクトロニクス専攻"}]},"item_4_text_4":{"attribute_name":"著者所属(英)","attribute_value_mlt":[{"subitem_text_value":"Tottori University, Graduate School of Engineering,Department of Information and Electronics","subitem_text_language":"en"},{"subitem_text_value":"Tottori University, Graduate School of Engineering,Department of Information and Electronics","subitem_text_language":"en"},{"subitem_text_value":"Tottori University, Graduate School of Engineering,Department of Information and Electronics","subitem_text_language":"en"}]},"item_language":{"attribute_name":"言語","attribute_value_mlt":[{"subitem_language":"jpn"}]},"item_publisher":{"attribute_name":"出版者","attribute_value_mlt":[{"subitem_publisher":"情報処理学会","subitem_publisher_language":"ja"}]},"publish_status":"0","weko_shared_id":-1,"item_file_price":{"attribute_name":"Billing file","attribute_type":"file","attribute_value_mlt":[{"url":{"url":"https://ipsj.ixsq.nii.ac.jp/record/73958/files/IPSJ-MPS11083002.pdf"},"date":[{"dateType":"Available","dateValue":"2013-05-10"}],"format":"application/pdf","billing":["billing_file"],"filename":"IPSJ-MPS11083002.pdf","filesize":[{"value":"1.5 MB"}],"mimetype":"application/pdf","priceinfo":[{"tax":["include_tax"],"price":"660","billingrole":"5"},{"tax":["include_tax"],"price":"330","billingrole":"6"},{"tax":["include_tax"],"price":"0","billingrole":"17"},{"tax":["include_tax"],"price":"0","billingrole":"44"}],"accessrole":"open_date","version_id":"db80f7c6-6ae3-4f15-ae1b-3b6003640a67","displaytype":"detail","licensetype":"license_note","license_note":"Copyright (c) 2011 by the Information Processing Society of Japan"}]},"item_4_creator_5":{"attribute_name":"著者名","attribute_type":"creator","attribute_value_mlt":[{"creatorNames":[{"creatorName":"楊, 欣"},{"creatorName":"糸井, 良太"},{"creatorName":"田中, 美栄子"}],"nameIdentifiers":[{}]}]},"item_4_creator_6":{"attribute_name":"著者名(英)","attribute_type":"creator","attribute_value_mlt":[{"creatorNames":[{"creatorName":"Xin, Yang","creatorNameLang":"en"},{"creatorName":"Ryota, Itoi","creatorNameLang":"en"},{"creatorName":"Mieko, Tanaka-Yamawaki","creatorNameLang":"en"}],"nameIdentifiers":[{}]}]},"item_4_source_id_9":{"attribute_name":"書誌レコードID","attribute_value_mlt":[{"subitem_source_identifier":"AN10505667","subitem_source_identifier_type":"NCID"}]},"item_4_textarea_12":{"attribute_name":"Notice","attribute_value_mlt":[{"subitem_textarea_value":"SIG Technical Reports are nonrefereed and hence may later appear in any journals, conferences, symposia, etc."}]},"item_resource_type":{"attribute_name":"資源タイプ","attribute_value_mlt":[{"resourceuri":"http://purl.org/coar/resource_type/c_18gh","resourcetype":"technical report"}]},"item_4_description_7":{"attribute_name":"論文抄録","attribute_value_mlt":[{"subitem_description":"ランダム性の高い時系列の相関行列の固有値分布は，次元 N と時系列長 L が無限大の極限で，その比 Q=L/N のみにより表される簡単な関数となることがランダム行列理論 (RMT) により導かれる．本稿ではこれを用いて新しい乱数度評価法を提案する．即ち，対象とする数列から作成した相関行列の固有値分布が RMT 公式に一致するか否かで乱数度を判定しようとするわけである．この判定手法の能力をを機械乱数を用いて実験したところ，線形合同法とメルセンヌ・ツイスターのいずれにおいても本判定法で乱数度は高いと判定され，差異がでないことが分かった．そこで機械乱数から人為的に乱数度を下げた数列を作成したうえで，乱数度の低下を判定できるかどうかを実験した．具体的には，線形合同法で作成した初期の乱数ばかりを集めたデータや、Box-Muller 法で正規乱数を作成する際に平均値を正値にずらしたもの、更には，乱数列の対数収益の 3 例を対象に乱数度を判定した．その結果，いずれの例でも本手法で乱数度の低下が判定できた．","subitem_description_type":"Other"}]},"item_4_description_8":{"attribute_name":"論文抄録(英)","attribute_value_mlt":[{"subitem_description":"Random matrix theory derives, at the limit of both dimension N and length of sequences L going to infinity, that the eigenvalue distribution of the cross correlation matrix between time series with high random nature can be expressed by a simple function of Q=L/N. Using this fact, we propose a new method of testing randomness of a given sequence. Namely, the randomness of a sequence passes the test if the eigenvalue distribution of the cross correlation matrix matches the RMT formula. We have applied this method on two machine-generated random numbers, the linear congruential generator(LCG) and the Mersenne Twister(MT). Both cases passed the test.","subitem_description_type":"Other"}]},"item_4_biblio_info_10":{"attribute_name":"書誌情報","attribute_value_mlt":[{"bibliographicPageEnd":"5","bibliographic_titles":[{"bibliographic_title":"研究報告数理モデル化と問題解決（MPS）"}],"bibliographicPageStart":"1","bibliographicIssueDates":{"bibliographicIssueDate":"2011-05-10","bibliographicIssueDateType":"Issued"},"bibliographicIssueNumber":"2","bibliographicVolumeNumber":"2011-MPS-83"}]},"relation_version_is_last":true,"weko_creator_id":"10"}}