Parallel Random Number Generation: Long-Range Correlations Among Multiple Processors
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چکیده
We use an empirical study based on simple Monte Carlo integrations to exhibit the well known long-range correlations between linear congruential random numbers. In contrast to former studies, our long-range correlation test is carried out to asses more than only two parallel streams. The results show that critical distances derived from earlier papers have to be updated. In addition we performed our test also with explicit inversive generators which from the theoretical point of view have to be stable against long-range correlations.
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تاریخ انتشار 1999