Secure pseudorandom bit generators and point sets with low star-discrepancy

نویسندگان

چکیده

The star-discrepancy is a quantitative measure for the irregularity of distribution point set in unit cube that intimately linked to integration error quasi-Monte Carlo algorithms. These popular rules are nowadays also applied very high-dimensional problems. Hence multi-dimensional sets reasonable size with low discrepancy badly needed. A seminal result from Heinrich, Novak, Wasilkowski and Woźniakowski shows existence positive number C such every dimension d there exists an N-element [0,1)d at most Cd∕N. This pure explicit constructions would be desirable. proofs based on random samples which difficult realize practical applications. In this paper we propose use secure pseudorandom bit generators generation order O(d∕N). proposal supported theoretically by means numerical experiments.

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ژورنال

عنوان ژورنال: Journal of Computational and Applied Mathematics

سال: 2021

ISSN: ['0377-0427', '1879-1778', '0771-050X']

DOI: https://doi.org/10.1016/j.cam.2021.113601