Don't trust parallel Monte Carlo!
- 27 November 2002
- conference paper
- Published by Institute of Electrical and Electronics Engineers (IEEE)
Abstract
Parallel Monte Carlo simulation requires reliable RNGs. For sequential machines, good generators exist. It is not at all trivial to find high quality RNGs for parallel machines. We present a review of the main concepts to produce random numbers on parallel processors and further, we illustrate some phenomena that occur with parallelization.Keywords
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