Université de Montréal
WORKSHOP ON RANDOM NUMBER
GENERATORS AND
HIGHLY UNIFORM POINT SETS
June 17 - 28, 2002
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The CRM is located on the fifth floor of Pavillon Andre-Aisenstadt on the campus of the Université de Montréal (the building is also called "Pavillon des sciences mathématiques et informatiques" on the campus maps). Meetings and lectures will be held in room 6214 (6th floor). For
further details and for registration, please consult the conference
Web page: Below is a draft of the program (subject to change). In case of multiple authors, the first author is assumed to be
the speaker. MONDAY, June 17 9:00
Registration and Coffee 10:30 P.
L'Ecuyer,
University of Montreal, General
remarks, aim of the workshop, and keynote introduction: "An
overview of principles, needs, ideas, and tools for RNG and QMC" 13:30 Gregory
J. Chaitin,
IBM Research, Yorktown Heights, New York "Paradoxes
of randomness" 14:30 Henryk
Wozniakowski,
Columbia University, New York, and
University of Warsaw, Poland, "Complexity
of integration" 15:30 Coffee
break 16:00 Claude
Crépeau,
McGill University, Montreal, "Cryptography
and pseudo-randomness: survey and new proposal" TUESDAY, June 18 9:00
Coffee 9:30 "Software tools for testing random number
generators" 10:30
and Pierre L'Ecuyer, University of Montreal, "Software for studying equidistribution
properties of random field of characteristic 2" 13:30 Elaine Barker, National Institute of Standards and
Technology (NIST), "ANSI X9.82, random number generation:
a status report"
14:30 Renée Touzin, University of Montreal, and Pierre L'Ecuyer, University of Montreal, "Fast combined linear multiple recursive
generators with 15:30 Coffee break 16:00 "On the design and testing of (t,m,s)-nets" WEDNESDAY, June 19 9:00
Coffee 9:30
Makoto Matsumoto,
Hiroshima University, Japan and Takuji Nishimura, Yamagata University, Japan, "How to make money by coin tossing" 10:30 Takuji Nishimura, Yamagata University, Japan,
"Initialization of huge period random number generators" 13:30 Andrew Klapper, University of Kentucky "Pseudorandom Sequences Based on Algebraic Structures" 14:30 Lih-Yuan Deng, University of Memphis,
and
Hongquan Xu, University of California at Los Angeles, "Design, search, and implementation
of high-dimensional, efficient, long-cycle, and portable uniform
random 15:30 Coffee break THURSDAY, June 20 9:00
Coffee 9:30 Stefan
Wegenkittl, University of Salzburg, Austria, "Entropy-based tests for randomness
and application to 10:30 André Seznec, IRISA/INRIA, Rennes, France, and Nicolas Sendrier, INRIA, Rocquencourt, France, "HAVEGE: Hardware volative entropy gathering
and expansion
unpredictable random number generation at user level" 11:30 James E. Gentle, George Mason University, Virginia, "Testing tests for random number generators" 15:00 Outdoor wine and cheese reception in Pointe
Claire (Could be move to friday or another date/place
in case of bad FRIDAY, June 21 9:00
Coffee 9:30 Michael
Mascagni, Florida State University, 10:30 Michael Evans,
University of Toronto, "Envelope Methods for Constructing Random
Number Generators" 11:30 Josef Leydold, Vienna University of Economics, Austria, SUNDAY, June 23 8:00
Departure for canoe excusion in Parc du Mont Tremblant. Return in the evening, after dinner. The cost of this activity is yet to be determined
(estimated between 100 and 120 $CDN per person including meals,
depending on the number of participants) and is not covered
by the registration fee. Places are limited: first come first served. TUESDAY, June 25 9:00
Coffee 9:30 Stefan
Heinrich,
University of Kaiserslautern, Germany, "Sparsely randomized and quantum algorithms
for integration" 10:30 Henryk Wozniakowski, Columbia University, New York, and University of Warsaw, Poland, "Tractability of Multivariate Integration" 13:30 Henri Faure, Institut de Mathématiques
de Luminy, Marseilles, France, "On the diaphony and the discrepancy
of digital (0,1)-sequences" 14:30 Hozumi Morohoshi, National Graduate Institute for Policy
Studies, Tokyo, and Masanori Fushimi, Nanzan University, Japan, "A test for (t,s)-sequences based on
the rank of generator matrices" 15:30 Coffee
WEDNESDAY, June 26 9:00
Coffee 9:30
Christiane Lemieux,
University of Calgary, Canada, "Variance results and selection criteria
for randomized quasi-Monte Carlo methods" 10:30 Art B. Owen, Stanford University, Fred J. Hickernell, Hong Kong Baptist University,
Hong Kong, and Christiane Lemieux, University of Calgary, Canada, "Control variates for quasi-Monte Carlo
sampling" 13:30 Ian H. Sloan, University of New South Wales, Australia, "Integration in high dimensions with
randomly shifted 14:30 Regina Hong, Hong Kong Baptist University, Hong
Kong, "Practical implementations of digital
nets" 15:30 Coffee THURSDAY, June 27 9:00
Coffee 9:30 William
J. J. Rey,
Philips Research, The Netherlands, "Evenly filling an hypercube" 10:30 Alexander Keller, University of Kaiserslautern, Germany, "Low-discrepancy sampling in industrial
computer graphics" 13:30 Gunther Leobacher, Gerhard Larcher, and K. Scheicher, University of Lindz, Austria, "On the Tractability of the Brownian
Bridge Algorithm" 14:30 Syoiti Ninomiya, Tokyo Institute of Technology, Japan, "Partial sampling methods applied to
the Kusuoka approximation" 15:30 Coffee FRIDAY, June 28 9:00
Coffee 9:30
Phelim Boyle,
Ken Seng Tan,
and Yongzeng Lai, University of Waterloo, Canada, "Higher-rank lattice rules and application
in finance" 10:30 Junichi Imai, Iwate Prefectural University, Japan, and Ken Seng Tan, Unversity of Waterloo, Canada, "A general dimension-reducing technique
for derivative pricing" 11:30 End of the workshop |