Abstract
We use an empirical study based on simple Monte Carlo integrations to exhibit the well known long-range correlations between linear congruential random numbers. In contrast to former studies, our long-range correlation test is carried out to assess more than only two parallel streams. In addition we perform our test also with explicit inversive generators which from the theoretical point of view have to be stable against long-range correlations.
Cite
CITATION STYLE
Entacher, K., Uhl, A., & Wegenkittl, S. (1999). Parallel random number generation: Long-range correlations among multiple processors. In Lecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics) (Vol. 1557, pp. 107–116). Springer Verlag. https://doi.org/10.1007/3-540-49164-3_11
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