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

This article is cited in 2 scientific papers (total 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

Full text: PDF file (441 kB)
References: PDF file   HTML file
UDC: 519.246
Received: 25.11.2011

Citation: L. Yu. Barash, L. N. Shchur, “Generation of random numbers and parallel random number streams for Monte Carlo simulations”, Model. Anal. Inform. Sist., 19:2 (2012), 145–161

Citation in format AMSBIB
\Bibitem{BarShc12}
\by L.~Yu.~Barash, L.~N.~Shchur
\paper Generation of random numbers and parallel random number streams for Monte Carlo simulations
\jour Model. Anal. Inform. Sist.
\yr 2012
\vol 19
\issue 2
\pages 145--161
\mathnet{http://mi.mathnet.ru/mais226}


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    Citing articles on Google Scholar: Russian citations, English citations
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    This publication is cited in the following articles:
    1. Barash L.Yu., Schur L.N., “O generatsii parallelnykh potokov psevdosluchainykh chisel”, Programmnaya inzheneriya, 2013, no. 1, 24–32  elib
    2. M. S. Guskova, L. Yu. Barash, L. N. Schur, “Primenenie AVX512-vektorizatsii dlya uvelicheniya proizvoditelnosti generatora psevdosluchainykh chisel”, Trudy ISP RAN, 30:1 (2018), 115–126  mathnet  crossref  elib
  • Моделирование и анализ информационных систем
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