Nonlinear Theory and Its Applications, IEICE
Online ISSN : 2185-4106
ISSN-L : 2185-4106
Special Issue on Random/Pseudorandom Numbers
Random Weyl sampling—A secure Monte Carlo integration method
Hiroshi Sugita
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2016 Volume 7 Issue 1 Pages 2-13

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Abstract

A proper mathematical formulation of the Monte Carlo method is presented. Based on it, a Monte Carlo integration method called Random Weyl sampling is proved to be secure, i.e., it is justifiable in rigorous mathematics.

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© 2016 The Institute of Electronics, Information and Communication Engineers
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