The basic object in this theory is the concept of a secure pseudorandom bit generator, which was proposed by Blum and Micali (1982) and Yao (1982). Section 6.3 describes the subject of computational information theory and indicates its connection to cryptography. Most of these generators have underlying group-theoretic or number-theoretic structure. Section 6.2 describes explicitly some pseudorandom bit generators, as well as some general principles for constructing pseudorandom bit generators. Hence the problem of constructing pseudorandom numbers is in principle reducible to that of constructing pseudorandom bits. 0-1 valued random variables (see Devroye, 1986, and Knuth and Yao, 1976). It is possible to simulate samples of any reasonable distribution using as input a sequence of i.i.d. A third reason arises from cryptography: the existence of secure pseudorandom bit generators is essentially equivalent to the existence of secure private-key cryptosystems.įor Monte Carlo simulations, one often wants pseudorandom numbers, which are numbers simulating either independent draws from a fixed probability distribution on the real line R, or more generally numbers simulating samples from a stationary random process. Second, the deterministic character of pseudorandom bit sequences permits the easy reproducibility of computations. One would like to conserve the number of random bits needed in a computation.
0 Comments
Leave a Reply. |
AuthorWrite something about yourself. No need to be fancy, just an overview. ArchivesCategories |