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

Author

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

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.

Suggested Citation

  • Shchur, L.N. & Heringa, J.R. & Blöte, H.W.J., 1997. "Simulation of a directed random-walk model the effect of pseudo-random-number correlations," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 241(3), pages 579-592.
    • Handle: RePEc:eee:phsmap:v:241:y:1997:i:3:p:579-592
    DOI: 10.1016/S0378-4371(97)00126-X
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