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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Hlavní autoři: L. Yu. Barash, L. N. Shchur
Médium: Článek
Jazyk:English
Vydáno: Yaroslavl State University 2015-02-01
Edice:Моделирование и анализ информационных систем
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On-line přístup:https://www.mais-journal.ru/jour/article/view/25