Parallelization of random number generators and long-range correlations

DOI10.1007/BF01397554zbMath0633.65006OpenAlexW2018770205MaRDI QIDQ1096309

A. De Matteis, Simonetta Pagnutti

Publication date: 1988

Published in: Numerische Mathematik (Search for Journal in Brave)

Full work available at URL: https://eudml.org/doc/133293

zbMATH Keywords

parallel computingcongruential schemesMonte Carlo problempartitions of pseudo-random sequencesstrong autocorrelations

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Parallel numerical computation (65Y05) Random number generation in numerical analysis (65C10)

Related Items (19)

A parallel Poisson generator using parallel prefix ⋮ On the structure of parallelized random number sources ⋮ A remark on long-range correlations in multiplicative pseudo random number generators ⋮ Critical distances in pseudorandom sequences generated with composite moduli ⋮ Symmetry property of multiplicative congruential random number generator in chi-square test ⋮ Particle filtering: the need for speed ⋮ Parallelization of adaptive MC integrators ⋮ Recent trends in random number and random vector generation ⋮ Random numbers for parallel computers: requirements and methods, with emphasis on gpus ⋮ Computation of critical distances within multiplicative congruential pseudorandom number sequences ⋮ Pseudorandom number generators for supercomputers and classical computers: A practical introduction ⋮ Using rngstreams for parallel random number generation in C++ and R ⋮ Techniques for parallel quasi-Monte Carlo integration with digital sequences and associated problems ⋮ On the CRAY-System Random Number Generator ⋮ Testing random number generators by numerical modeling of an exactly solvable problem ⋮ Uniform random number generation ⋮ Defects in parallel Monte Carlo and quasi-Monte Carlo integration using the leap-frog technique ⋮ Bad lattice points ⋮ Pseudorandom permutation

Cites Work

• Uniformity of congruential pseudorandom number generators. Dependence on length of number sequence and resolution
• Optimal multipliers for pseudo-random number generation by the linear congruential method
• Regularities in congruential random number generators
• Pseudo-random numbers - a new proposal for the choice of multiplicators
• An exact determination of serial correlations of pseudo-random numbers
• A New Pseudo-Random Number Generator
• Serial Correlation in the Generation of Pseudo-Random Numbers
• Notes on a New Pseudo-Random Number Generator
• Bias in Pseudo-Random Numbers
• Autocorrelation Peaks in Congruential Pseudorandom Number Generators
• The Autocorrelation Structure of Tausworthe Pseudorandom, Number Generators
• Cyclic properties of pseudo-random sequences of Mersenne prime residues
• RANDOM NUMBERS FALL MAINLY IN THE PLANES
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