论文信息 - On the Use of Random Numbers in Asynchronous Simulation via Rollback

On the Use of Random Numbers in Asynchronous Simulation via Rollback

Abstract We consider the asynchronous distributed simulation of a stochastic system using the rollback method and we show that the simulation can be incorrect, meaning that the sample path generated is not distributed according to the desired statistics, unless some precautions are taken. In particular, if part of the simulation is performed for a second time, due to a rollback, one should use the same random numbers that were used the first time.

John N. Tsitsiklis

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