Skip to content

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

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

cond-mat.dis-nnarXiv:cond-mat/9612227

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.

Create a lesson