Reduction of qubits in a quantum algorithm for Monte Carlo simulation by a pseudo-random-number generator

@article{Miyamoto2019ReductionOQ,
  title={Reduction of qubits in a quantum algorithm for Monte Carlo simulation by a pseudo-random-number generator},
  author={Koichi Miyamoto and Kenji Shiohara},
  journal={Physical Review A},
  year={2019},
  volume={102},
  pages={022424}
}
It is known that quantum computers can speed up Monte Carlo simulation compared to classical counterparts. There are already some proposals of application of the quantum algorithm to practical problems, including quantitative finance. In many problems in finance to which Monte Carlo simulation is applied, many random numbers are required to obtain one sample value of the integrand, since those problems are extremely high-dimensional integrations, for example, risk measurement of credit… 

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