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Modelirovanie i Analiz Informatsionnykh Sistem, 2012, Volume 19, Number 2, Pages 145–161
(Mi mais226)
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This article is cited in 2 scientific papers (total in 2 papers)
Generation of random numbers and parallel random number streams for Monte Carlo simulations
L. Yu. Barash, L. N. Shchur L. D. Landau Institute for Theoretical Physics, Russian Academy of Sciences
Abstract:
Modern methods and libraries for high quality pseudorandom number generation and for generation of parallel random number streams for Monte Carlo simulations are considered. The probability equidistribution property and the parameters when the property holds at dimensions up to logarithm of mesh size are considered for Multiple Recursive Generators.
Keywords:
random number generators, parallel computing, nonlinear dynamical systems.
Received: 25.11.2011
Citation:
L. Yu. Barash, L. N. Shchur, “Generation of random numbers and parallel random number streams for Monte Carlo simulations”, Model. Anal. Inform. Sist., 19:2 (2012), 145–161
Linking options:
https://www.mathnet.ru/eng/mais226 https://www.mathnet.ru/eng/mais/v19/i2/p145
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Abstract page: | 992 | Full-text PDF : | 2060 | References: | 71 |
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