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
Construction and sample path properties of Brownian house-moving between two curves
Kensuke Ishitani, Daisuke Hatakenaka, Keisuke Suzuki
This study aims to construct a stochastic process called "Brownian house-moving," which is a Brownian bridge conditioned to stay between two curves. To construct this process, stat…