Simulation of a directed random-walk model: the effect of pseudo-random-number correlations
L. N. Shchur, J. R. Heringa, H. W. J. Blöte
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.
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