Generation of Random Numbers and Parallel Random Number Streams for Monte Carlo Simulations

Autor: L. Yu. Barash, L. N. Shchur
Jazyk: English<br />Russian
Rok vydání: 2012
Předmět:
Zdroj: Моделирование и анализ информационных систем, Vol 19, Iss 2, Pp 145-162 (2012)
Druh dokumentu: article
ISSN: 1818-1015
2313-5417
Popis: 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.
Databáze: Directory of Open Access Journals