Monte-Carlo integration using cryptographically secure pseudo-random generator

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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. © Springer-Verlag Berlin Heidelberg 2003.

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Sugita, H. (2003). Monte-Carlo integration using cryptographically secure pseudo-random generator. Lecture Notes in Computer Science (Including Subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics), 2542, 140–146. https://doi.org/10.1007/3-540-36487-0_15

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