Controlling correlations in parallel Monte Carlo

DOI10.1016/0167-8191(94)00073-JzbMath0875.68510OpenAlexW2073880334WikidataQ127829493 ScholiaQ127829493MaRDI QIDQ673837

A. De Matteis, Simonetta Pagnutti

Publication date: 28 February 1997

Published in: Parallel Computing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-8191(94)00073-j

zbMATH Keywords

Correlation controlCorrelation effectParallel Monte CarloPseudorandom numbersStochastic simulation

Mathematics Subject Classification ID

Distributed algorithms (68W15)

Related Items (3)

Parallel use of multiplicative congruential random number generators ⋮ Bad lattice points ⋮ Pseudorandom permutation

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