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We propose efficient techniques for generating independent identically distributed uniform random samples inside semialgebraic sets. The proposed algorithm leverages recent results on the approximation of indicator functions by polynomials…

Optimization and Control · Mathematics 2014-03-20 Fabrizio Dabbene , Didier Henrion , Constantino Lagoa

Unbiased random vectors i.e. distributed uniformly in n-dimensional space, are widely applied and the computational cost of generating a vector increases only linearly with n. On the other hand, generating uniformly distributed random…

Numerical Analysis · Mathematics 2021-04-05 Arun I. , Murugesan Venkatapathi

A random number generator for the Kappa velocity distribution in particle simulations is proposed. Approximating the cumulative distribution function with the q-exponential function, an inverse transform procedure is constructed. The…

Plasma Physics · Physics 2026-05-12 Seiji Zenitani , Takayuki Umeda

Rejection Sampling is a fundamental Monte-Carlo method. It is used to sample from distributions admitting a probability density function which can be evaluated exactly at any given point, albeit at a high computational cost. However,…

Machine Learning · Statistics 2018-10-23 Juliette Achdou , Joseph C. Lam , Alexandra Carpentier , Gilles Blanchard

We study various methods to generate ensembles of random density matrices of a fixed size N, obtained by partial trace of pure states on composite systems. Structured ensembles of random pure states, invariant with respect to local unitary…

Quantum Physics · Physics 2019-02-27 Karol Zyczkowski , Karol A. Penson , Ion Nechita , Benoit Collins

Quantum physics can be exploited to generate true random numbers, which play important roles in many applications, especially in cryptography. Genuine randomness from the measurement of a quantum system reveals the inherent nature of…

Quantum Physics · Physics 2016-08-29 Xiongfeng Ma , Xiao Yuan , Zhu Cao , Bing Qi , Zhen Zhang

Genuine random numbers can be produced beyond a shadow of doubt through the intrinsic randomness provided by quantum mechanics theory. While many degrees of freedom have been investigated for randomness generation, not adequate attention…

We present a simple setup to implement truly random number generator based on the measurement of the laser phase noise. From the entropy point of view, we estimate the number of truly random bits that can be extracted from the sampled Byte.…

Quantum Physics · Physics 2010-06-18 Yu Liu , Mingyi Zhu , Hong Guo

A fast leading-order Monte Carlo generator for the process $e^+e^-\to\mu^+\mu^-\gamma$ is described. In fact, using the $e^+e^-\to\mu^+\mu^-\gamma $ process as an example, we provide a pedagogical demonstration of how a Monte Carlo…

High Energy Physics - Phenomenology · Physics 2021-09-30 Z. K. Silagadze

We develop a self-consistent first-principle method based on the density functional theory. Physical quantities, such as the density of states, Fermi energy and electron density are obtained using a time-dependent random state method…

Mesoscale and Nanoscale Physics · Physics 2023-02-15 Weiqing Zhou , Shengjun Yuan

Random numbers are a fundamental resource in science and engineering with important applications in simulation and cryptography. The inherent randomness at the core of quantum mechanics makes quantum systems a perfect source of entropy.…

Quantum Physics · Physics 2017-02-28 Miguel Herrero-Collantes , Juan Carlos Garcia-Escartin

In this paper, we introduce a novel approach for generating random elements of a finite group given a set of generators of that. Our method draws upon combinatorial group theory and automata theory to achieve this objective. Furthermore, we…

Formal Languages and Automata Theory · Computer Science 2023-11-29 MohammadJavad Vaez , Marjan Kaedi , Mahdi Kalbasi

This work introduces two new techniques for random number generation with any prescribed nonlinear distribution based on the k-vector methodology. The first approach is based on inverse transform sampling using the optimal k-vector to…

Data Structures and Algorithms · Computer Science 2020-04-07 David Arnas , Carl Leake , Daniele Mortari

Numerical procedures to generate random variates that follow loss-cone velocity distributions in particle simulations are presented. We propose a simple summation algorithm for the Ashour-Abdalla--Kennel-type loss-cone distribution, also…

Plasma Physics · Physics 2024-09-10 Seiji Zenitani , Shin'ya Nakano

We produce two strings of quantum random numbers simultaneously from the intensity fluctuations of the twin beams generated by a nondegenerate optical parametric oscillator. Two strings of quantum random numbers with bit rates up to 60 Mb/s…

Quantum Physics · Physics 2017-05-10 Qiang Zhang , Xiaowei Deng , Caixing Tian , Xiaolong Su

We propose and implement a simple and compact quantum random number generation (QRNG) scheme based on the quantum phase fluctuations of a DFB laser. The distribution probability of the experimentally measured data fits well with the…

Quantum Physics · Physics 2017-04-05 Jinlu Liu , Jie Yang , Zhengyu Li , Wei Huang , Bingjie Xu , Hong Guo

In this paper we present a method to generate independent samples for a general random variable, either continuous or discrete. The algorithm is an extension of the acceptance-rejection method, and it is particularly useful for kinetic…

Numerical Analysis · Mathematics 2016-08-24 Farzin Barekat , Russel Caflisch

In 1952, von Neumann introduced the rejection method for random variate generation. We revisit this algorithm when we have a source of perfect bits at our disposal. In this random bit model, there are universal lower bounds for generating a…

Information Theory · Computer Science 2022-01-04 Luc Devroye , Claude Gravel

Extending previous work on scalar field theories, we develop a quantum algorithm to compute relativistic scattering amplitudes in fermionic field theories, exemplified by the massive Gross-Neveu model, a theory in two spacetime dimensions…

High Energy Physics - Theory · Physics 2014-04-29 Stephen P. Jordan , Keith S. M. Lee , John Preskill

We propose a simple algorithm for generating normally distributed pseudo random numbers. The algorithm simulates N molecules that exchange energy among themselves following a simple stochastic rule. We prove that the system is ergodic, and…

Condensed Matter · Physics 2009-10-31 J. F. Fernandez , Carlos Criado