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