Open AccessGeneration of Random Numbers and Parallel Random Number Streams for Monte Carlo Simulations
Author(s) -
Лев Юрьевич Бараш,
Lev N. Shchur
Publication year - 2015
Publication title -
modelirovanie i analiz informacionnyh sistem
Language(s) - English
Resource type - Journals
eISSN - 2313-5417
pISSN - 1818-1015
DOI - 10.18255/1818-1015-2012-2-145-162
Subject(s) - pseudorandom number generator , random number generation , monte carlo method , monte carlo integration , logarithm , hybrid monte carlo , quasi monte carlo method , random variate , property (philosophy) , computer science , mathematics , statistical physics , algorithm , markov chain monte carlo , statistics , random variable , physics , mathematical analysis , philosophy , epistemology