Testing random number generators by numerical modeling of an exactly solvable problem

DOI10.3103/S106345410901004XzbMATH Open1173.65301OpenAlexW2053806457MaRDI QIDQ735588FDOQ735588

Authors: V. P. Memnonov 

Publication date: 23 October 2009

Published in: Vestnik St. Petersburg University. Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.3103/s106345410901004x

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Mathematics Subject Classification ID

Monte Carlo methods (65C05)

Cites Work

• Title not available (Why is that?)
• Title not available (Why is that?)
• Statistical error analysis for the direct simulation Monte Carlo technique
• An Exhaustive Analysis of Multiplicative Congruential Random Number Generators with Modulus $2^{31} - 1$
• Parallelization of random number generators and long-range correlations
• A remark on long-range correlations in multiplicative pseudo random number generators
• Parallel processing of random number generation for Monte Carlo turbulence simulation
• Random-number generation for parallel processors
• The Generation of Multiple Independent Sequences of Pseudorandom Numbers

Cited In (3)

• Getting rid of correlations among pseudorandom numbers: discarding versus tempering
• Improving random number generators in the Monte Carlo simulations via twisting and combining
• Parallel realization of statistical simulation and random number generators

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