Monte Carlo Method, Random Number, And Pseudorandom Number


Format: Print Book

ISBN: 9784931469655

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Although the Monte Carlo method is used in so many fields, its mathematical foundation has been weak until now because of the fundamental problem that a computer cannot generate random numbers. This book presents a strong mathematical formulation of the Monte Carlo method which is based on the theory of random number by Kolmogorov and others and that of pseudorandom number by Blum and others. As a result, we see that the Monte Carlo method may not need random numbers and pseudorandom numbers may suffice. In particular, for the Monte Carlo integration, there exist pseudorandom numbers which serve as complete substitutes for random numbers.Published by Mathematical Society of Japan and distributed by World Scientific Publishing Co. for all markets

Format: Paperback
No of Pages: 148
Imprint: Mathematical Society Of Japan, Japan
Publication date: 20110501
Series: Mathematical Society Of Japan Memoirs

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