Parallel random number generation: Long-range correlations among multiple processors

被引：0
|
作者：
Entacher, K [1 ]
Uhl, A
Wegenkittl, S
机构：
[1] Salzburg Univ, Dept Math, A-5020 Salzburg, Austria
[2] Salzburg Univ, RIST, A-5020 Salzburg, Austria
[3] Salzburg Univ, Dept Comp Sci & Syst Anal, A-5020 Salzburg, Austria
来源：
PARALLEL COMPUTATION | 1999年 / 1557卷
关键词：
D O I：
暂无
中图分类号：
TP301 [理论、方法];
学科分类号：
081202 ;
摘要：
We use an empirical study based on simple Monte Carlo integrations to exhibit the well known long-range correlations between linear congruential random numbers. In contrast to former studies, our long-range correlation test is carried out to assess more than only two parallel streams. In addition we perform our test also with explicit inversive generators which from the theoretical point of view have to be stable against long-range correlations.
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页码：107 / 116
页数：10
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