Parallel realization of statistical simulation and random number generators

DOI10.1515/RNAM-2002-0107zbMATH Open0999.65001OpenAlexW2327007968MaRDI QIDQ4545012FDOQ4545012

Authors: Mikhail A. Marchenko, G. A. Mikhaĭlov 

Publication date: 8 August 2002

Published in: Russian Journal of Numerical Analysis and Mathematical Modelling (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1515/rnam-2002-0107

Recommendations

• Parallel algorithm for pseudorandom numbers generation
• Parallelization of random number generators and long-range correlations
• A class of parallel random number generators
• scientific article; zbMATH DE number 1305037
• Testing random number generators by numerical modeling of an exactly solvable problem

zbMATH Keywords

parallel computationstatistical testsstatistical simulationpseudorandom number generator\(\chi\)-square criterionMonte Carlo method algorithmsmultidimensional uniformity tests

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Random number generation in numerical analysis (65C10) Parallel numerical computation (65Y05)

Cited In (22)

• Stochastic modeling of local by time and location contacts of individuals in the epidemic process
• Direct statistical modeling of HIV-1 infection based on a non-Markovian stochastic model
• Numerical modelling of the transition of infected cells and virions between two lymph nodes in a stochastic model of HIV-1 infection
• Numerical stochastic modeling of a spatially heterogeneous population
• Rosenbrock-type methods for solving stochastic differential equations
• Stochastic modelling of age-structured population with time and size dependence of immigration rate
• Parallel random number generators in Monte Carlo derivative pricing: an application-based test
• Parallelization of a Monte Carlo particle transport simulation code
• A hardware generator of multi-point distributed random numbers for Monte Carlo simulation
• A strategy for parallel implementations of stochastic Lagrangian simulation
• Distributed computing by the Monte Carlo method
• Parallel processing of random number generation for Monte Carlo turbulence simulation
• Numerical solution of stochastic differential equations in the sense of Stratonovich in an amorphization crystal lattice model
• Parallel algorithm for pseudorandom numbers generation
• On one method for modeling an nonhomogeneous Poisson point process
• Testing random number generators by numerical modeling of an exactly solvable problem
• Using maximum cross section method for filtering jump-diffusion random processes
• Parallel use of multiplicative congruential random number generators
• Parallelization of random number generators and long-range correlations
• Analysis of a stage-dependent epidemic model based on a non-Markov random process
• Title not available (Why is that?)
• Title not available (Why is that?)

This page was built for publication: Parallel realization of statistical simulation and random number generators

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4545012)