Hiroshi SUGITA
Works in Mathematics

Department of Mathematics, Graduate School of Science, Osaka University
Toyonaka, Osaka 560-0043, Japan.
E-mail: sugita(@)math.sci.osaka-u.ac.jp

Last update: 04.December. 2009

About "Monte Carlo method" --> Japanese page

Software

Papers

H. SUGITA,
Monte Carlo Method, Random Number, and Pseudorandom Number, preprint
MCM_SS.pdf (in Japanese) MCM_SS_E2.pdf (in English)

H. SUGITA,
A mathematical formulation of the Monte Carlo method, preprint
MCM_formulation_j.pdf (in Japanese), MCM_formulation.pdf (in English)

H. SUGITA,
Generalization and randomization of some number-theoretic special functions,
RIMS Kokyuroku 1590, (2008), 97--119.
sugita.pdf

H. SUGITA and S. TAKANOBU,
The probability of two F_q-polynomials to be coprime, in Proceedings of the International Conference on Probability and Number Theory 2005 in Kanazawa, ASPM 49, (2007), 455--478.
49121sugita.pdf

H. SUGITA,
Security of Pseudo-random Generator and Monte-Carlo Method, Monte Carlo Methods and Appl., 10-3, VSP(2004), 609--615.

H. SUGITA,
An analytic approach to secure pseudo-random generation, Proceedings of 2003 Ritsumeikan Symposium on Stochastic Processes and its Applications to Mathematical Finance, World Scientific, (2004) 355--368.

H. SUGITA,
Numerical integration of complicated functions and random sampling (in Japanese), "Sugaku", 56-1, Iwanami-shoten (2004), 1--17.
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(English translation, SUGAKU EXPOSITIONS, 19-2, AMS, December 2006, 153--169.)

H. SUGITA,
Monte-Carlo integration using cryptographically secure pseudo-random generator, "Numerical Methods and Applications", Lecture Notes in Computer Science 2542, Springer (2003), 140--146.

H. SUGITA and S. TAKANOBU,
The probability of two integers to be co-prime, revisited --- on the behavior of CLT-scaling limit, Osaka J. Math., 40-4 (2003), 945--976.
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H.SUGITA,
Dynamic random Weyl sampling for drastic reduction of randomness in Monte Carlo integration, Mathematics and Computers in Simulation 62 (2003), 529--537.

H. KUBOTA and H. SUGITA,
Probabilistic proof of limit theorems in number theory by means of adeles, Kyushu Jour. Math., 56 (2002), 391--404.

H. SUGITA,
Robust numerical integration and pairwise independent random variables, Jour. Comput. Appl. Math., 139 (2002), 1--8.

H. SUGITA and S. TAKANOBU,
Limit theorem for Weyl transformation in infinite-dimensional torus and and central limit theorem for correlated multiple Wiener integrals, J. Math. Sci. Univ. Tokyo, 7 (2000), 99--146.
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H. SUGITA and S. TAKANOBU,
Random Weyl sampling for robust numerical integration of complicated functions, Monte Carlo Methods and Appl., 6-1,VSP (1999), 27--48.

H. SUGITA and S. TANIGUCHI,
A remark on stochastic oscillatory integrals with respect to pinned Wiener measure. Kyushu J. Math., 53-1 (1999), 151--162.

H. SUGITA and S. TANIGUCHI,
Oscillatory integrals with quadratic phase function on a real abstract Wiener space. J. Funct. Anal. 155-1 (1998), 229--262.

H. SUGITA and S. TAKANOBU,
Limit theorem for symmetric statistics with respect to Weyl transformation: Disappearance of dependency. J. Math. Kyoto Univ., 38-4 (1998), 653--671.

H. SUGITA,
Holomorphic Wiener function, New Trends in Stochastic Analysis, (Proceeding of a Taniguchi International workshop at Charingworth Manor, Sept.21-27, 1994) World Scientific, (1997) 399-415.

H. SUGITA and S. TAKANOBU,
Accessibility of infinite-dimensional Brownian motion to holomorphically exceptional set. Proc. Japan Acad. Ser. A Math. Sci. 71-9 (1995), 195--198.

H. SUGITA,
Pseudo-random number generator by means of irrational rotation. Monte Carlo Methods Appl. 1-1, VSP (1995), 35--57.

H. SUGITA,
Regular version of holomorphic Wiener function. J. Math. Kyoto Univ. 34-4 (1994), 849--857.

H. SUGITA,
Properties of holomorphic Wiener functions --- skeleton, contraction, and local Taylor expansion. Probab. Theory Related Fields 100-1 (1994), no. 1, 117--130.

H. SUGITA,
Various topologies in the Wiener space and Levy's stochastic area. Probab. Theory Related Fields 91 (1992), no. 3-4, 283--296.

H. SUGITA,
Hu-Meyer's multiple Stratonovich integral and essential continuity of multiple Wiener integral. Bull. Sci. Math. 113-4 (1989), 463--474.

H. SUGITA,
Positive generalized Wiener functions and potential theory over abstract Wiener spaces. Osaka J. Math. 25-3 (1988), 665--696.

H. SUGITA,
On a characterization of the Sobolev spaces over an abstract Wiener space. J. Math. Kyoto Univ. 25-4 (1985), 717--725.

H. SUGITA,
Sobolev spaces of Wiener functionals and Malliavin's calculus. J. Math. Kyoto Univ. 25-1 (1985), 31--48.

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