Dynamic random Weyl sampling for drastic reduction of randomness in Monte Carlo integration (Q1873076)
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scientific article; zbMATH DE number 1912360
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Dynamic random Weyl sampling for drastic reduction of randomness in Monte Carlo integration |
scientific article; zbMATH DE number 1912360 |
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Dynamic random Weyl sampling for drastic reduction of randomness in Monte Carlo integration (English)
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19 May 2003
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The author introduces a pairwise independent sampling (the dynamic random Weyl sampling) that is applicable even if the length of random bits to generate a sample may vary. This algorithm has a very fast speed of generating pairwise independent samples. Its usage is limited only for numerical integration.
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numerical integration
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Monte Carlo integration
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i.i.d.-sampling
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pairwise independent sampling
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dynamic random Weyl sampling
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cryptographically secure pseudo-random generator
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algorithm
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0.90862143
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0.8629994
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0.8597735
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0.8555811
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