Parallel streams of linear random numbers in the spectral test

DOI10.1145/301677.301682MaRDI QIDQ4575334zbMATH OpenOpenAlexFDO

Authors K. Entacher

Publication date 13 July 2018

Published in ACM Transactions on Modeling and Computer Simulation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1145/301677.301682

zbMATH Keywords

long-range correlationsrandom number generationstochastic simulationlinear congruential generatorspectral testlattice structureparallel random numbersleap-frog technique

Mathematics Subject Classification ID

Random number generation in numerical analysis (65C10)

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Cited in

(7)

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• Defects in parallel Monte Carlo and quasi-Monte Carlo integration using the leap-frog technique
• Parallel use of multiplicative congruential random number generators
• Bad lattice points
• Efficient lattice assessment for LCG and GLP parameter searches
• A new empirical test for parallel pseudo-random number generators
• On the CRAY-System Random Number Generator

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