Loading...
Please wait, while we are loading the content...
Similar Documents
Analysis of random number generators using monte carlo simulation (1992).
| Content Provider | CiteSeerX |
|---|---|
| Author | Coddington, P. D. |
| Abstract | Monte Carlo simulation is one of the main applications involving the use of random number generators. It is also one of the best methods of testing the randomness properties of such generators, by comparing results of simulations using di erent generators with each other, or with analytic results. Here we compare the performance ofsome popular random number generators by high precision Monte Carlo simulation of the 2-d Ising model, for which exact results are known, using the Metropolis, Swendsen-Wang, and Wol Monte Carlo algorithms. Many widely used generators that perform well in standard statistical tests are shown to fail these Monte Carlo tests. |
| File Format | |
| Publisher Date | 1992-01-01 |
| Access Restriction | Open |
| Subject Keyword | Main Application Wol Monte Carlo Algorithm Monte Carlo Test High Precision Monte Carlo Simulation 2-d Ising Model Di Erent Generator Analytic Result Random Number Generator Randomness Property Monte Carlo Simulation Used Generator Popular Random Number Generator Standard Statistical Test Exact Result |
| Content Type | Text |
