使用椭圆曲线生成伪随机向量及其在维纳过程中的应用

讲座时间 Datetime: 2022年3月30日，星期三，11:00-12:00

地点 Venue: Zoom Meeting : 894 6999 7231

报告人 Speaker: 莫仲鹏

单位 Affiliation: 苏州大学

报告摘要 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.