Random Weyl sampling—A secure Monte Carlo integration method

Hiroshi Sugita

doi:10.1587/nolta.7.2

Special Issue on Random/Pseudorandom Numbers

Random Weyl sampling—A secure Monte Carlo integration method

Hiroshi Sugita

Author information

Keywords: Monte Carlo integration, random number, secure pseudorandom generator, random Weyl sampling, Dynamic random Weyl sampling

JOURNAL FREE ACCESS

2016 Volume 7 Issue 1 Pages 2-13

DOI https://doi.org/10.1587/nolta.7.2

Details

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.

Corresponding author

Correction information

Register with J-STAGE for free!