3 papers
math.PR2026
Pattern block method for generating random numbers : Reformulation and generalization of the Ziggurat method using conditional random variables
Kensuke Ishitani
The Ziggurat method is an efficient rejection sampling technique for generating one-dimensional normally distributed random numbers. This study proposes the pattern block method, a…
math.PR2025
Construction and sample path properties of diffusion house-moving between two curves
Kensuke Ishitani, Soma Nishino
The purpose of this paper is to introduce the construction of a stochastic process called ``diffusion house-moving'' and to explore its properties. We study the weak convergence of…
math.PR2024
Higher order integration by parts formulae for Wiener measures on a path space between two curves
Kensuke Ishitani, Soma Nishino
We have formulated higher-order integration by parts formulae on the path space restricted between two curves, with respect to pinned/ordinary Wiener measures. The higher-order int…