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Pseudorandom Vectors Generation Using Elliptic Curves and Applications to Wiener Processes
发布时间：2022年04月12日
浏览次数：6699
发布者: He Liu
Using the arithmetic of elliptic curves over finite fields, we present an algorithm for the efficient generation of sequence of uniform pseudorandom vectors in high dimension with long period, that simulates sample sequence of a sequence of independent identically distributed random variables, with values in the hypercube $[0,1]^d$ with uniform distribution. As an application, we obtain, in the discrete time simulation, an efficient algorithm to simulate, uniformly distributed sample path sequence of a sequence of independent standard Wiener processes. 继续了解
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