Stochastic simulation
Gradually Convertible Undeniable Signatures
ACNS '07 Proceedings of the 5th international conference on Applied Cryptography and Network Security
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For two stochastically dependent random variables X andY taking values in {0,…, m−1}, we studythe distribution of the random residue U = XY modm. Our main result is an upper bound for the distanceΔm = supxΕ[0,1]ȣ P(U/m ≤ x)−xȣ. Forindependent and uniformly distributed X and Y, theexact distribution of U is derived and shown to bestochastically smaller than the uniform distribution on{0,…, m−1}. Moreover, in this caseΔm is given explicitly.