Pseudorandom Vectors Generation Using Elliptic Curves And Applications to Wiener Processes
报告人：Zhongpeng Mo (Soochow University)
时间：2022-04-15 10:30-12:00
地点：Zoom
Abstract: 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.
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Link: https://us02web.zoom.us/j/87331084904?pwd=NzhGeU9LMTd5QlJRVEdOeEltbUtJQT09
ID: 873 3108 4904
PW: 750799
