Pseudorandom Vectors Generation Using Elliptic Curves And Applications to Wiener Processes

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.

algebraic geometrynumber theoryrepresentation theory

Audience: researchers in the topic

( paper )

Comments: Zoom ID: 873 3108 4904

Zoom password: 750799

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POINTS - Peking Online International Number Theory Seminar

Series comments: Description: Seminar on number theory and related topics

This seminar series is sponsored by the Beijing International Center of Mathematical Research (BICMR) and the School of Mathematical Sciences of Peking University.

The conference number and password are available on the external website. See also the announcements on bicmr.pku.edu.cn

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