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SACRYPT
1999
Springer
13 years 10 months ago
Yarrow-160: Notes on the Design and Analysis of the Yarrow Cryptographic Pseudorandom Number Generator
We describe the design of Yarrow, a family of cryptographic pseudo-random number generators (PRNG). We describe the concept of a PRNG as a separate cryptographic primitive, and the...
John Kelsey, Bruce Schneier, Niels Ferguson
DAGSTUHL
2007
13 years 7 months ago
QUAD: Overview and Recent Developments
We give an outline of the specification and provable security features of the QUAD stream cipher proposed at Eurocrypt 2006 [6]. The cipher relies on the iteration of a multivaria...
David Arditti, Côme Berbain, Olivier Billet,...
NAA
2000
Springer
131views Mathematics» more  NAA 2000»
13 years 9 months ago
Parallel Monte Carlo Methods for Derivative Security Pricing
Abstract. Monte Carlo (MC) methods have proved to be flexible, robust and very useful techniques in computational finance. Several studies have investigated ways to achieve greater...
Giorgio Pauletto
CSC
2006
13 years 7 months ago
Parallel Computations Reveal Hidden Errors of Commonly Used Random Number Generators
This paper reports that in parallel Monte-Carlo simulations of the 2D Ising-Model, commonly used pseudo-random number generators (PRNG) lead to manifestly erroneous results. When ...
Hyo Ashihara, Ai Kuramoto, Isaku Wada, Makoto Mats...
CEC
2008
IEEE
14 years 7 days ago
Generating massive high-quality random numbers using GPU
— Pseudo-random number generators (PRNG) have been intensively used in many stochastic algorithms in artificial intelligence, computer graphics and other scientific computing. ...
Wai-Man Pang, Tien-Tsin Wong, Pheng-Ann Heng