Long-range correlations in linear and non-linear random number generators
From MaRDI portal
Publication:749148
DOI10.1016/0167-8191(90)90108-LzbMath0712.65005OpenAlexW2143511725MaRDI QIDQ749148
A. De Matteis, Simonetta Pagnutti
Publication date: 1990
Published in: Parallel Computing (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0167-8191(90)90108-l
parallel computingpseudorandom numberslong-range correlationsMIMD computercongruential generatorsinversive generatorslinear and non-linear methods
Random number generation in numerical analysis (65C10) Pseudo-random numbers; Monte Carlo methods (11K45)
Related Items (7)
Critical distances in pseudorandom sequences generated with composite moduli ⋮ Evaluation of splittable pseudo-random generators ⋮ Computation of critical distances within multiplicative congruential pseudorandom number sequences ⋮ Using rngstreams for parallel random number generation in C++ and R ⋮ Parallel use of multiplicative congruential random number generators ⋮ Defects in parallel Monte Carlo and quasi-Monte Carlo integration using the leap-frog technique ⋮ Good random number generators are (not so) easy to find
This page was built for publication: Long-range correlations in linear and non-linear random number generators
