Abstract
A quick generation method of k-wise independent uniformly distributed m-bit random variables with small randomness is proposed with applications to the Monte Carlo method.
Funding source: Japan Society for the Promotion of Science
Award Identifier / Grant number: JP18K03330
Funding statement: This work was partially supported by JSPS KAKENHI Grant Number JP18K03330.
Acknowledgements
T. Achiha, K. Tonohiro and Y. Yamamoto are former students of H. Sugita at Osaka University.
References
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Articles in the same Issue
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- A computational investigation of the optimal Halton sequence in QMC applications
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