Simulation of a directed random-walk model: the effect of pseudo-random-number correlations
Disordered Systems and Neural Networks
2015-06-25 v1 Statistical Mechanics
High Energy Physics - Lattice
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
Cite
@article{arxiv.cond-mat/9612227,
title = {Simulation of a directed random-walk model: the effect of pseudo-random-number correlations},
author = {L. N. Shchur and J. R. Heringa and H. W. J. Blöte},
journal= {arXiv preprint arXiv:cond-mat/9612227},
year = {2015}
}
Comments
12 pages, LaTeX, elsart, epsf, to appear in Physica A