Random Number Generators: A Survival Guide for Large Scale Simulations

@inproceedings{Mertens2009RandomNG,
  title={Random Number Generators: A Survival Guide for Large Scale Simulations},
  author={Stephan Mertens},
  year={2009}
}
Monte Carlo simulations are an important tool in statistical physics, complex systems science, and many other fields. An increasing number of these simulations is run on parallel systems ranging from multicore desktop computers to supercomputers with thousands of CPUs. This raises the issue of generating large amounts of random numbers in a parallel application. In this lecture we will learn just enough of the theory of pseudo random number generation to make wise decisions on how to choose and… CONTINUE READING

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