Don't Trust Parallel Monte Carlo!

@inproceedings{Hellekalek1998DontTP,
  title={Don't Trust Parallel Monte Carlo!},
  author={Peter Hellekalek},
  booktitle={Workshop on Parallel and Distributed Simulation},
  year={1998}
}
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. 

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