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Paper detail

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

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.

preprint1996arXivOpen access
L. N. ShchurJ. R. HeringaH. W. J. Blöte
cond-mat.stat-mechhep-latcond-mat.dis-nn
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L. N. ShchurJ. R. HeringaH. W. J. Blöte

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