Related papers: Analysis of Random Number Generators Using Monte C…

We present results of an extensive test program of a group of pseudorandom number generators which are commonly used in the applications of physics, in particular in Monte Carlo simulations. The generators include public domain programs,…

Monte Carlo simulations are an important tool in statistical physics, complex systems science, and many other fields. An increasing number of these simulations is run on parallel systems ranging from multicore desktop computers to…

Random numbers play a crucial role in science and industry. Many numerical methods require the use of random numbers, in particular the Monte Carlo method. Therefore it is of paramount importance to have efficient random number generators.…

Monte Carlo simulations are based on the manipulation of random numbers to evaluate probable outcomes, with applicability in a variety of different fields. By assigning probabilities, which can be determined a priori, to various events, it…

Monte Carlo simulations are one of the major tools in statistical physics, complex system science, and other fields, and an increasing number of these simulations is run on distributed systems like clusters or grids. This raises the issue…

Parallel Monte Carlo simulations often expose faults in random number generators

We have carried out extensive statistical, bit level and visual tests of several random number generators used in the applications of physics. Two of the generators tested were recently included in a paper by Ferrenberg {\it et al.} (Phys.…

Since the work of Ferrenberg et al.[PRL 69, (1992)] some pseudo random number generators are known to yield wrong results in cluster Monte Carlo simulations. In this contribution the fundamental mechanism behind this failure is discussed.…

The rescaled range statistical analysis (R/S) is proposed as a new method to detect correlations in pseudorandom number generators used in Monte Carlo simulations. In an extensive test it is demonstrated that the RS analysis provides a very…

Monte Carlo simulations are widely used in many areas including particle accelerators. In this lecture, after a short introduction and reviewing of some statistical backgrounds, we will discuss methods such as direct inversion, rejection…

This paper examines the use of Monte Carlo simulations to understand statistical concepts in A/B testing and Randomized Controlled Trials (RCTs). We discuss the applicability of simulations in understanding false positive rates and estimate…

The future of high-performance computing is aligning itself towards the efficient use of highly parallel computing environments. One application where the use of massive parallelism comes instinctively is Monte Carlo simulations, where a…

Monte Carlo sampling is a powerful toolbox of algorithmic techniques widely used for a number of applications wherein some noisy quantity, or summary statistic thereof, is sought to be estimated. In this paper, we survey the literature for…

In this paper we show how different sources of random numbers influence the outcomes of Monte Carlo simulations. We compare industry-standard pseudo-random number generators (PRNGs) to a quantum random number generator (QRNG) and show,…

Monte Carlo simulations are a crucial component when analysing the Standard Model and New physics processes at the Large Hadron Collider. This paper aims to explore the performance of generative models for complementing the statistics of…

The heart of every Monte Carlo simulation is a source of high quality random numbers and the generator has to be picked carefully. Since the ``Ferrenberg affair'' it is known to a broad community that statistical tests alone do not suffice…

Basic uniform pseudo-random number generators are implemented on ATI Graphics Processing Units (GPU). The performance results of the realized generators (multiplicative linear congruential (GGL), XOR-shift (XOR128), RANECU, RANMAR, RANLUX…

It is well-known that the quality of random number generators can often be improved by combining several generators, e.g. by summing or subtracting their results. In this paper we investigate the ratio of two random number generators as an…

I review the status of the general-purpose Monte Carlo event generators for the LHC, with emphasis on areas of recent physics developments. There has been great progress, especially in multi-jet simulation, but I mention some question marks…

Pseudo-random number generators are widely used in many branches of science, mainly in applications related to Monte Carlo methods, although they are deterministic in design and, therefore, unsuitable for tackling fundamental problems in…