Monte-Carlo Integration Using Cryptographically Secure Pseudo-random Generator

Authors:
Hiroshi Sugita
Affiliations:
-
Venue:
NMA '02 Revised Papers from the 5th International Conference on Numerical Methods and Applications
Year:
2002

Citing 4
Cited 0

Cryptography: Theory and Practice

Cryptography: Theory and Practice
Pseudorandomness and Cryptographic Applications

Pseudorandomness and Cryptographic Applications
Robust numerical integration and pairwise independent random variables

Journal of Computational and Applied Mathematics
Dynamic random Weyl sampling for drastic reduction of randomness in Monte Carlo integration

Mathematics and Computers in Simulation - Special issue: 3rd IMACS seminar on Monte Carlo methods - MCM 2001

Quantified Score

Hi-index	0.00

Visualization

Abstract

The drastic reduction of randomness by random Weyl sampling enables us to use cryptographically secure pseudo-random generators for Monte-Carlo integration as well as for parallel Monte-Carlo integration.