Simulation of a directed random-walk model the effect of pseudo-random-number correlations
نویسندگان
چکیده
منابع مشابه
Simulation of a directed random-walk model: the effect of pseudo-random-number correlations
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 algorit...
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A Random Walk with Exponential Travel Times
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ژورنال
عنوان ژورنال: Physica A: Statistical Mechanics and its Applications
سال: 1997
ISSN: 0378-4371
DOI: 10.1016/s0378-4371(97)00126-x