相关论文: Effects of the entropy source on Monte Carlo simul…
Quasi-Monte Carlo methods have become the industry standard in computer graphics. For that purpose, efficient algorithms for low discrepancy sequences are discussed. In addition, numerical pitfalls encountered in practice are revealed. We…
Quantum random number generation (QRNG) is a resource that is a necessity in the field of cryptography. However, its certification has been challenging. In this article, we certify randomness with the aid of quantum entanglement in a device…
Cheap micro-controllers, such as the Arduino or other controllers based on the Atmel AVR CPUs are being deployed in a wide variety of projects, ranging from sensors networks to robotic submarines. In this paper, we investigate the…
Random Number Generators (RNGs) are crucial for applications ranging from cryptography to simulations. Depending on the source of randomness, RNGs are classified into Pseudo-Random Number Generators (PRNGs), True Random Number Generators…
Agent-based models (ABMs) are widely used to estimate causal treatment effects via paired counterfactual simulation. A standard variance reduction technique is common random numbers (CRNs), which couples replicates across intervention…
High statistical precision is critical for Monte Carlo (MC) samples in high energy physics and is degraded by negatively weighted events. This paper investigates a procedure to learn the relationship between the negative and positive weight…
Random number generation is an important task in a wide variety of critical applications including cryptographic algorithms, scientific simulations, and industrial testing tools. True Random Number Generators (TRNGs) produce truly random…
We present the physical model for the entropy source of a quantum random number generator chip based on the quantum fluctuations of the photon number emitted by light-emitting diodes. This model, combined with a characterization of the…
In a random ray method of neutral particle transport simulation, each iteration begins by sampling a set of rays before proceeding to solve the characteristic transport equation along the linear paths the rays follow. Historically,…
Nowadays random number generation plays an essential role in technology with important applications in areas ranging from cryptography, which lies at the core of current communication protocols, to Monte Carlo methods, and other…
Random numbers are a fundamental ingredient for many applications including simulation, modelling and cryptography. Sound random numbers should be independent and uniformly distributed. Moreover, for cryptographic applications they should…
Closed-form stochastic filtering equations can be derived in a general setting where probability distributions are replaced by some specific outer measures. In this article, we study how the principles of the sequential Monte Carlo method…
The generation of pseudo-random numbers is one of the interesting problems in Monte Carlo simulations, mostly because the common computer generators produce periodic numbers. We used simple pseudo-random numbers generated with the simplest…
Randomness is one of the most important resources in modern information science, since encryption founds upon the trust in random numbers. Since it is impossible to prove if an existing random bit string is truly random, it is relevant that…
Quantum random number generation (QRNG) relies on the inherent unpredictability of quantum mechanical phenomena to efficiently generate high-quality random numbers that can be used in a wide range of cryptography and simulation…
We present experimental results on the effects of using quantum or 'truly' random numbers, as opposed to pseudorandom numbers, in a system that exhibits computational creativity (given its ability to compose original chess problems). The…
We consider the problem of simulating loss probabilities and conditional excesses for linear asset portfolios under the t-copula model. Although in the literature on market risk management there are papers proposing efficient variance…
This work introduces two Monte Carlo (MC)-based sampling methods, known as line sampling and subset simulation, to improve the performance of standard MC analyses in the context of asteroid impact risk assessment. Both techniques sample the…
Information-theoretically provable unique true random numbers, which cannot be correlated or controlled by an attacker, can be generated based on quantum measurement of vacuum state and universal-hashing randomness extraction. Quantum…
Ultracold neutrons (UCN) with kinetic energies up to 300 neV can be stored in material or magnetic confinements for hundreds of seconds. This makes them a very useful tool for probing fundamental symmetries of nature, by searching for…