1. A method of carrying out random number generation processing by using a GPU including a plurality of blocks each including at least one core, the random number generation processing including: update processing of updating state vectors; and conversion processing of converting the updated state vectors into random numbers having another distribution, comprising: carrying out, by parallel processing in a single one of the plurality of blocks, the update processing; and carrying out, by the plurality of blocks, the conversion processing in parallel based on results of the update processing.