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JOURNALS // Modelirovanie i Analiz Informatsionnykh Sistem // Archive

Model. Anal. Inform. Sist., 2012 Volume 19, Number 2, Pages 145–161 (Mi mais226)

This article is cited in 2 papers

Generation of random numbers and parallel random number streams for Monte Carlo simulations

L. Yu. Barash, L. N. Shchur

L. D. Landau Institute for Theoretical Physics, Russian Academy of Sciences

Abstract: Modern methods and libraries for high quality pseudorandom number generation and for generation of parallel random number streams for Monte Carlo simulations are considered. The probability equidistribution property and the parameters when the property holds at dimensions up to logarithm of mesh size are considered for Multiple Recursive Generators.

Keywords: random number generators, parallel computing, nonlinear dynamical systems.

UDC: 519.246

Received: 25.11.2011



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