Monte-carlo integration using cryptographically secure pseudo-random generator

被引:0
|
作者
Sugita, H [1 ]
机构
[1] Kyushu Univ, Fac Math, Fukuoka 8120851, Japan
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暂无
中图分类号
TP301 [理论、方法];
学科分类号
081202 ;
摘要
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.
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页码:140 / 146
页数:7
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