A CLASS OF PARALLEL RANDOM NUMBER GENERATORS

被引：21

作者：

DEMATTEIS, A

PAGNUTTI, S

机构：

[1] Laboratorio Matematica Applicata, ENEA, I-40138 Bologna

来源：

PARALLEL COMPUTING | 1990年 / 13卷 / 02期

关键词：

linear congruential generator; MIMD computer; mixed generator; Monte Carlo; multiplicative-additive scheme; mutual correlation; parallel computing; random number;

D O I：

10.1016/0167-8191(90)90146-Z

中图分类号：

TP301 [理论、方法];

学科分类号：

081202 ;

摘要：

The simultaneous use of several pseudo-random number generators in parallel computation is considered. Using the methods of number theory, multiplicative-additive congruential algorithms with the same multiplier and different additive constants are examined with respect to their mutual stochastic independence. Correlations are pointed out and a method to overcome them is suggested. © 1990.

引用

页码：193 / 198

页数：6