A class of parallel random number generators (Q916299): Difference between revisions
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Latest revision as of 01:36, 5 March 2024
scientific article
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English | A class of parallel random number generators |
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A class of parallel random number generators (English)
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1990
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The authors discuss pseudorandom number generation in a parallel environment and it may be concluded that the classical multiplicative and mixed multiplicative algorithms modulo a power of 2 do not hold out much promise of lengthy uncorrelated sequences. In the authors' own words: ``The existence of correlations of various kinds brought out within a class of generators shows that parallelisation of Monte Carlo computations is far from being an easy task and requires the greatest care.''
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pseudorandom number generation
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Monte Carlo computations
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