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

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 siz...

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Bibliographic Details
Main Authors: L. Yu. Barash, L. N. Shchur
Format: Article
Language:English
Published: Yaroslavl State University 2015-02-01
Series:Моделирование и анализ информационных систем
Subjects:
Online Access:https://www.mais-journal.ru/jour/article/view/25