Analyzing Streams of Pseudorandom Numbers for Parallel Monte Carlo Integration

The quality of parallel substreams of pseudorandom numbers obtained from linear congruential generators as it is measured by the spectral test depends in a very sensitive and irregular way on the step size which is used. On the other hand, discrepancy estimates show that explicit inversive congruential pseudorandom number generators behave stable with respect to subsequences. The results of a sample Monte Carlo integration show the impact of these diierent theoretical ndings on the reliability of the integration results.

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