Parallel realization of statistical simulation and random number generators

DOI10.1515/RNAM-2002-0107zbMath0999.65001OpenAlexW2327007968MaRDI QIDQ4545012

Mikhail A. Marchenko, Gennady A. Mikhailov

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

zbMATH Keywords

parallel computationstatistical testspseudorandom number generatorstatistical simulation\(\chi\)-square criterionMonte Carlo method algorithmsmultidimensional uniformity tests

Mathematics Subject Classification ID

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

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