Simulation of a directed random-walk model the effect of pseudo-random-number correlations

L.N. Shchur, J.R. Heringa and H.W.J. Blöte

Physica A: Statistical Mechanics and its Applications, 1997, vol. 241, issue 3, pages 579-592

Abstract: We investigate the mechanism that leads to systematic deviations in cluster Monte Carlo simulations when correlated pseudo-random numbers are used. We present a simple model which enables an analysis of the effects due to correlations in several types of pseudo-random-number sequences. This model provides qualitative understanding of the bias mechanism in a class of cluster Monte Carlo algorithms.

Keywords: Random-number generator; directed random walk (search for similar items in EconPapers)
Date: 1997
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Persistent link: http://EconPapers.repec.org/RePEc:eee:phsmap:v:241:y:1997:i:3:p:579-592

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