Patent ID: 6477481
Filing Date: 2002-11-05
Classification: G06F

Abstract:
A device for outputting stochastic process comprising:a plurality of random variable output units each of which outputs a sequence of random variables whose limiting distribution obeys an explicit density function; a normalizing unit which normalizes the sum of the random variables in the same row over the plurality of the random variable sequences output by the plurality of said random variable output units, and sequentially outputs resultant values; and a result output unit which integrates the values sequentially output by said normalizing unit, and sequentially outputs the integrated values as result values of stochastic process; and each of the density functions of limiting distributions in the random variable sequences output by the plurality of said random variable output units is a function &rgr;(Â·) having the characteristics shown in equation 13; &rgr;(x)â‰…câˆ’|x|âˆ’(1+&agr;) for xâ†’âˆ’âˆž&rgr;(x)â‰…c+|x|âˆ’(1+&agr;) for xâ†’+âˆžâ€ƒâ€ƒEQUATION 13 where00&lE;câˆ’, and 0&lE;c+.