Don't trust parallel Monte Carlo!
暂无分享,去创建一个
[1] Harald Niederreiter,et al. New Developments in Uniform Pseudorandom Number and Vector Generation , 1995 .
[2] Makoto Matsumoto,et al. Twisted GFSR generators , 1992, TOMC.
[3] Peter Zinterhof,et al. Monte Carlo and Quasi-Monte Carlo Methods 1996 , 1998 .
[4] P. Hellekalek,et al. Random and Quasi-Random Point Sets , 1998 .
[5] Makoto Matsumoto,et al. Twisted GFSR generators II , 1994, TOMC.
[6] K Entacher,et al. Linear Congruential Generators for Parallel Monte Carlo: the Leap-Frog Case. , 1998, Monte Carlo Methods Appl..
[7] Stuart L. Anderson,et al. Random Number Generators on Vector Supercomputers and Other Advanced Architectures , 1990, SIAM Rev..
[8] J. Eichenauer-Herrmann. Statistical independence of a new class of inversive congruential pseudorandom numbers , 1993 .
[9] H. Keng,et al. Applications of number theory to numerical analysis , 1981 .
[10] A. De Matteis,et al. Computation of critical distances within multiplicative congruential pseudorandom number sequences , 1992 .
[11] William F. Eddy. Random number generators for parallel processors , 1990 .
[12] Compagner. Operational conditions for random-number generation. , 1995, Physical review. E, Statistical physics, plasmas, fluids, and related interdisciplinary topics.
[13] Pierre L'Ecuyer,et al. A random number generator based on the combination of four LCGs , 1997 .
[14] Pierre L'Ecuyer,et al. Implementing a random number package with splitting facilities , 1991, TOMS.
[15] H. Niederreiter. Quasi-Monte Carlo methods and pseudo-random numbers , 1978 .
[16] R. R. Coveyou,et al. Fourier Analysis of Uniform Random Number Generators , 1967, JACM.
[17] Jean-François Cordeau,et al. Entropy Tests for Random Number Generators , 1997 .
[18] G. Marsaglia. The Structure of Linear Congruential Sequences , 1972 .
[19] Michael Mascagni,et al. Implementation of a portable and reproducible parallel pseudorandom number generator , 1994, Proceedings of Supercomputing '94.
[20] Pierre L'Ecuyer,et al. An Implementation of the Lattice and Spectral Tests for Multiple Recursive Linear Random Number Generators , 1997, INFORMS J. Comput..
[21] Takuji Nishimura,et al. Mersenne twister: a 623-dimensionally equidistributed uniform pseudo-random number generator , 1998, TOMC.
[22] Harald Niederreiter,et al. On a new class of pseudorandom numbers for simulation methods , 1994 .
[23] A. De Matteis,et al. Controlling Correlations in Parallel Monte Carlo , 1995, Parallel Comput..
[24] Paul Coddington,et al. Random Number Generators for Parallel Computers , 1997 .
[25] M. Mascagni,et al. Random number generators for parallel applications , 1999 .
[26] Pierre L'Ecuyer,et al. Testing random number generators , 1992, WSC '92.
[27] L. Devroye. Non-Uniform Random Variate Generation , 1986 .
[28] Karl Entacher,et al. A Collection of Selected Pseudorandom Number Generators With Linear Structures , 1997 .
[29] Harald Niederreiter,et al. New methods for pseudorandom numbers and pseudorandom vector generation , 1992, WSC '92.
[30] Peter Hellekalek,et al. On the assessment of random and quasi-random point sets , 1998 .
[31] Stefan Wegenkittl,et al. A survey of quadratic and inversive congruential pseudorandom numbers , 1998 .
[32] R. Caflisch. Monte Carlo and quasi-Monte Carlo methods , 1998, Acta Numerica.
[33] Harald Niederreiter,et al. Random number generation and Quasi-Monte Carlo methods , 1992, CBMS-NSF regional conference series in applied mathematics.
[34] Donald Ervin Knuth,et al. The Art of Computer Programming , 1968 .
[35] Pierre L'Ecuyer,et al. Random Number Generators and Empirical Tests , 1998 .
[36] Norio Masuda,et al. PRNGlib: A Parallel Random Number Generator Library , 1996 .