Parallelization of random number generators and long-range correlations
type: Item
instance of: scholarly article
title: Parallelization of random number generators and long-range correlations
zbMATH Open document ID: 0633.65006
DOI: 10.1007/BF01397554
published in: Numerische Mathematik
publication date: 1988-01-01T00:00:00Z
full work available at URL: https://eudml.org/doc/133293
review text: Partitions of pseudo-random sequences generated by congruential schemes are investigated for use on computer systems where multiple processing units run in parallel for the solution of a Monte Carlo problem. A special partition is suggested which ensures independence between the units working simultaneously, and yields reproducible sequences. The analysis performed has brought out the existence of strong autocorrelations between terms located far apart in the sequences, depending only the congruential nature of the generators. The study of these correlations - carried out in a number theoretic framework - points out that only small fractions of the sequences can be safely used.
Mathematics Subject Classification ID: 65C10
Mathematics Subject Classification ID: 65C05
Mathematics Subject Classification ID: 65Y05
zbMATH DE Number: 4030803
zbMATH Keywords: partitions of pseudo-random sequences
zbMATH Keywords: congruential schemes
zbMATH Keywords: Monte Carlo problem
zbMATH Keywords: strong autocorrelations
zbMATH Keywords: parallel computing
author: A. De Matteis
author: Simonetta Pagnutti
MaRDI profile type: Publication
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OpenAlex ID: W2018770205
description: scientific article; zbMATH DE number 4030803