A class of parallel random number generators (Q916299)

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scientific article; zbMATH DE number 4153768
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    A class of parallel random number generators
    scientific article; zbMATH DE number 4153768

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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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