Treffer: Monte-Carlo integration using cryptographically secure pseudo-random generator
Title:
Monte-Carlo integration using cryptographically secure pseudo-random generator
Authors:
Source:
NMA 2002 : numerical methods and applications (Borovets, 20-24 August 2002, revised papers)Lecture notes in computer science. :140-146
Publisher Information:
Berlin: Springer, 2003.
Publication Year:
2003
Physical Description:
print, 7 ref
Original Material:
INIST-CNRS
Subject Terms:
Computer science, Informatique, Mathematics, Mathématiques, Sciences exactes et technologie, Exact sciences and technology, Sciences et techniques communes, Sciences and techniques of general use, Mathematiques, Mathematics, Analyse numérique. Calcul scientifique, Numerical analysis. Scientific computation, Analyse numérique, Numerical analysis, Probabilités et statistiques numériques, Numerical methods in probability and statistics, Sciences appliquees, Applied sciences, Telecommunications et theorie de l'information, Telecommunications and information theory, Théorie de l'information, du signal et des communications, Information, signal and communications theory, Théorie du signal et des communications, Signal and communications theory, Cryptographie, Cryptography, Cryptographie, Cryptography, Criptografía, Echantillonnage aléatoire, Random sampling, Muestreo aleatorio, Générateur nombre aléatoire, Random number generators, Intégration, Integration, Integración, Méthode Monte Carlo, Monte Carlo method, Método Monte Carlo, Nombre pseudoaléatoire, Pseudorandom number, Número seudo aleatorio
Document Type:
Konferenz
Conference Paper
File Description:
text
Language:
English
Author Affiliations:
Faculty of Mathematics, Kyushu University, Fukuoka 812-0851, Japan
ISSN:
0302-9743
Rights:
Copyright 2003 INIST-CNRS
CC BY 4.0
Sauf mention contraire ci-dessus, le contenu de cette notice bibliographique peut être utilisé dans le cadre d’une licence CC BY 4.0 Inist-CNRS / Unless otherwise stated above, the content of this bibliographic record may be used under a CC BY 4.0 licence by Inist-CNRS / A menos que se haya señalado antes, el contenido de este registro bibliográfico puede ser utilizado al amparo de una licencia CC BY 4.0 Inist-CNRS
CC BY 4.0
Sauf mention contraire ci-dessus, le contenu de cette notice bibliographique peut être utilisé dans le cadre d’une licence CC BY 4.0 Inist-CNRS / Unless otherwise stated above, the content of this bibliographic record may be used under a CC BY 4.0 licence by Inist-CNRS / A menos que se haya señalado antes, el contenido de este registro bibliográfico puede ser utilizado al amparo de una licencia CC BY 4.0 Inist-CNRS
Notes:
Mathematics
Telecommunications and information theory
Telecommunications and information theory
Accession Number:
edscal.14780310
Database:
PASCAL Archive
Weitere Informationen
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.