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

著者情報

キーワード: Monte Carlo integration, random number, secure pseudorandom generator, random Weyl sampling, Dynamic random Weyl sampling

ジャーナルフリー

2016 年 7 巻 1 号 p. 2-13

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

詳細

抄録

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.

責任著者(Corresponding author)

訂正情報

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