Dynamic random Weyl sampling for drastic reduction of randomness in Monte Carlo integration

DOI10.1016/S0378-4754(02)00231-8zbMath1022.65004OpenAlexW2098767052MaRDI QIDQ1873076

Hiroshi Sugita

Publication date: 19 May 2003

Published in: Mathematics and Computers in Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0378-4754(02)00231-8

zbMATH Keywords

algorithmnumerical integrationMonte Carlo integrationpairwise independent samplingcryptographically secure pseudo-random generatordynamic random Weyl samplingi.i.d.-sampling

Mathematics Subject Classification ID

Monte Carlo methods (65C05)

Related Items (1)

Generation of \(k\)-wise independent random variables with small randomness

Cites Work

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• An elementary proof of the strong law of large numbers
• Random Weyl sampling for robust numerical integration of complicated functions
• Pseudo-random Number Generator by Means of Irrational Rotation
• Robust numerical integration and pairwise independent random variables

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