MECHANISM FOR GENERATING RANDOM NUMBERS FOLLOWING NORMAL DISTRIBUTION

摘要

There is provided a mechanism for generating random numbers following the normal distribution which does not generate a sequence correlation. The mechanism for generating random numbers following the normal distribution includes: a random recurrence plot generating mechanism 1 for generating random recurrence plots; and a recurrence plot-time series converting mechanism 4 for converting the random recurrence plots from the random recurrence plot generating unit 1 into time series, wherein Gaussian random numbers are generated by the recurrence plot-time series converting mechanism 4.