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Simulation of a directed random-walk model the effect of pseudo-random-number correlations

We investigate the mechanism that leads to systematic deviations in cluster Monte Carlo simulations when correlated pseudo-random numbers are used. We present a simple model which enables an analysis of the effects due to correlations in several types of pseudo-random-number sequences. This model provides qualitative understanding of the bias mechanism in a class of cluster Monte Carlo algorithms.
Year of publication:
1997
Authors: Shchur, L.N. ; Heringa, J.R. ; Blöte, H.W.J.
Published in:
Physica A: Statistical Mechanics and its Applications. - Elsevier, ISSN 0378-4371. - Vol. 241.1997, 3, p. 579-592
Publisher: Elsevier
Subject: Random-number generator | directed random walk
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Type of publication: Article
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Persistent link: https://www.econbiz.de/10011062585
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