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Monte-Carlo Integration Using Cryptographically Secure Pseudo-random Generator

  • Hiroshi Sugita
Conference paper
Part of the Lecture Notes in Computer Science book series (LNCS, volume 2542)

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.

Keywords

Parallel Version Measurable Random Variable Lebesgue Probability Space Basic Probability Space Cryptographic Point 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.

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References

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Copyright information

© Springer-Verlag Berlin Heidelberg 2003

Authors and Affiliations

  • Hiroshi Sugita
    • 1
  1. 1.Faculty of MathematicsKyushu UniversityFukuokaJapan

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