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

DOI10.3103/S106345410901004XMaRDI QIDQ735588zbMATHOpenAlexFDO

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

Mathematics Subject Classification ID

Monte Carlo methods (65C05)

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Cites work

• scientific article; zbMATH DE number 3249395 (Why is no real title available?)
• scientific article; zbMATH DE number 3303655 (Why is no real title available?)
• A remark on long-range correlations in multiplicative pseudo random number generators
• An Exhaustive Analysis of Multiplicative Congruential Random Number Generators with Modulus $2^{31} - 1$
• Parallel processing of random number generation for Monte Carlo turbulence simulation
• Parallelization of random number generators and long-range correlations
• Random-number generation for parallel processors
• Statistical error analysis for the direct simulation Monte Carlo technique
• The Generation of Multiple Independent Sequences of Pseudorandom Numbers

Cited in

(3)

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

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