Related papers: Entropy of Pseudo Random Number Generators
We describe an embarrassingly parallel, anytime Monte Carlo method for likelihood-free models. The algorithm starts with the view that the stochasticity of the pseudo-samples generated by the simulator can be controlled externally by a…
From dice to modern complex circuits, there have been many attempts to build increasingly better devices to generate random numbers. Today, randomness is fundamental to security and cryptographic systems, as well as safeguarding privacy. A…
We investigated the numerical and physical reasons leading to a flat distribution of low gas entropy in the core region of galaxy clusters, as commonly found in grid cosmological simulations. To this end, we run a set of 30 high resolution…
The generation of random numbers via quantum processes is an efficient and reliable method to obtain true indeterministic random numbers that are of vital importance to cryptographic communication and large-scale computer modeling. However,…
Random number generators (RNG) are an important resource in many areas: cryptography (both quantum and classical), probabilistic computation (Monte Carlo methods), numerical simulations, industrial testing and labeling, hazard games,…
It is known that quantum computers can speed up Monte Carlo simulation compared to classical counterparts. There are already some proposals of application of the quantum algorithm to practical problems, including quantitative finance. In…
Computing systems interacting with real-world processes must safely and reliably process uncertain data. The Monte Carlo method is a popular approach for computing with such uncertain values. This article introduces a framework for…
Pseudorandomness has played a central role in modern cryptography, finding theoretical and practical applications to various fields of computer science. A function that generates pseudorandom strings from shorter but truly random seeds is…
We consider systems of stochastic differential equations with multiple scales and small noise and assume that the coefficients of the equations are ergodic and stationary random fields. Our goal is to construct provably-efficient importance…
Quantum Random Number Generators provide true physical randomness based on quantum processes, essential for cryptographic and scientific applications. However, practical implementations face challenges in robustness and verifiability:…
In this article, we explore properties of pseudo entropy [1] in quantum field theories and spin systems from several approaches. Pseudo entropy is a generalization of entanglement entropy such that it depends on both an initial and final…
Monte Carlo simulation is an important tool for modeling highly nonlinear systems (like particle colliders and cellular membranes), and random, floating-point numbers are their fuel. These random samples are frequently generated via the…
Some recent work on confidence intervals for randomized quasi-Monte Carlo (RQMC) sampling found a surprising result: ordinary Student $t$ 95% confidence intervals based on a modest number of replicates were seen to be very effective and…
Emergence of stochastic simulations as an extensively used computational tool for scientific purposes intensified the need for more accurate ways of generating sufficiently long sequences of uncorrelated random numbers. Even though several…
Generating random variates from high-dimensional distributions is often done approximately using Markov chain Monte Carlo. In certain cases, perfect simulation algorithms exist that allow one to draw exactly from the stationary…
Here we deconstruct, and then in a reasoned way reconstruct, the concept of "entropy of a system," paying particular attention to where the randomness may be coming from. We start with the core concept of entropy as a COUNT associated with…
One of the earliest models of weak randomness is the Chor-Goldreich (CG) source. A $(t,n,k)$-CG source is a sequence of random variables $X=(X_1,\dots,X_t)\sim(\{0,1\}^n)^t$, where each $X_i$ has min-entropy $k$ conditioned on any fixing of…
Pseudo-Random Numbers Generators (PRNGs) are algorithms produced to generate long sequences of statistically uncorrelated numbers, i.e. Pseudo-Random Numbers (PRNs). These numbers are widely employed in mid-level cryptography and in…
This work presents two significant contributions from the perspectives of quantum random number generator (QRNG) manufacturers and users. For manufacturers, the conventional method of assessing the quantumness of single-photon-based QRNGs…
A method is presented to tackle the sign problem in the simulations of systems having indefinite or complex-valued measures. In general, this new approach is shown to yield statistical errors smaller than the crude Monte Carlo using…