Generation of Random Numbers and Parallel Random Number Streams for Monte Carlo Simulations
Autor: | L. Yu. Barash, L. N. Shchur |
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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 |
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