Related papers: Random Number Generators: A Survival Guide for Lar…
Monte Carlo simulation studies are at the core of the modern applied, computational, and theoretical statistical literature. Simulation is a broadly applicable research tool, used to collect data on the relative performance of methods or…
Random graphs have proven to be one of the most important and fruitful concepts in modern Combinatorics and Theoretical Computer Science. Besides being a fascinating study subject for their own sake, they serve as essential instruments in…
Sequential Monte Carlo (SMC) methods are a class of Monte Carlo methods that are used to obtain random samples of a high dimensional random variable in a sequential fashion. Many problems encountered in applications often involve different…
We discuss two important techniques, series expansion and Monte Carlo simulation, for random sequential adsorption study. Random sequential adsorption is an idealization for surface deposition where the time scale of particle relaxation is…
Monte Carlo simulation is often used for the reliability assessment of power systems, but it converges slowly when the system is complex. Multilevel Monte Carlo (MLMC) can be applied to speed up computation without compromises on model…
The RngStreams software package provides one viable solution to the problem of creating independent random number streams for simulations in parallel processing environments. Techniques are presented for effectively using RngStreams with…
Cheap micro-controllers, such as the Arduino or other controllers based on the Atmel AVR CPUs are being deployed in a wide variety of projects, ranging from sensors networks to robotic submarines. In this paper, we investigate the…
This paper targets to search so-called \emph{good} generators by doing a brief survey over the generators developed in the history of pseudo-random number generators (PRNGs), verify their claims and rank them based on strong empirical tests…
Massively parallel architectures offer the potential to significantly accelerate an application relative to their serial counterparts. However, not all applications exhibit an adequate level of data and/or task parallelism to exploit such…
A random number generator is proposed based on a theorem about existence of chaos in fixed point iteration of x= cot2(x). Digital computer simulation of this function iteration exhibits random behavior. A method is proposed to extract…
This is basically a review of the field of Quasi-Monte Carlo intended for computational physicists and other potential users of quasi-random numbers. As such, much of the material is not new, but is presented here in a style hopefully more…
Simulation studies are used to evaluate and compare the properties of statistical methods in controlled experimental settings. In most cases, performing a simulation study requires knowledge of the true value of the parameter, or estimand,…
Monte Carlo method is a broad class of computational algorithms that rely on repeated random sampling to obtain numerical results. They are often used in physical and mathematical problems and are most useful when it is difficult or…
Randomness is both a useful way to model natural systems and a useful tool for engineered systems, e.g. in computation, communication and control. Fully random transformations require exponential time for either classical or quantum…
Rare events are events that are expected to occur infrequently, or more technically, those that have low probabilities (say, order of $10^{-3}$ or less) of occurring according to a probability model. In the context of uncertainty…
We show that linear congruential pseudo-random-number generators can cause systematic errors in Monte Carlo simulations using the Swendsen-Wang algorithm, if the lattice size is a multiple of a very large power of 2 and one random number is…
Monte Carlo simulations are a unique tool to check the response of a detector and to monitor its performance. For a deep-sea neutrino telescope, the variability of the environmental conditions that can affect the behaviour of the data…
Shower Monte Carlo event generators have played an important role in particle physics. Modern experiments would hardly be possible without them. In this talk I discuss how QCD physics is incorporated into the mathematical structure of these…
We provide an overview of the status of Monte-Carlo event generators for high-energy particle physics. Guided by the experimental needs and requirements, we highlight areas of active development, and opportunities for future improvements.…
Harnessing quantum processes is an efficient method to generate truly indeterministic random numbers, which are of fundamental importance for cryptographic protocols, security applications or Monte-Carlo simulations. Recently, quantum…