Abstract
We propose a new scheme Dynamic Creation (DC) of pseudorandom number generators (PRNG) for large scale Monte Carlo simulations in parallel or distributed systems. DC receives user’s specification such as word size, period, size of working area, together with a process ID (or a set of IDs). Then DC creates a PRNG (or a set of PRNGs, respectively) satisfying the specification, so that ID number is encoded in the characteristic polynomial of PRNG. Thus, different IDs assure highly independent PRNGs. Each PRNG is a small Mersenne Twister, which we proposed previously.
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Matsumoto, M., Nishimura, T. (2000). Dynamic Creation of Pseudorandom Number Generators. In: Niederreiter, H., Spanier, J. (eds) Monte-Carlo and Quasi-Monte Carlo Methods 1998. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-642-59657-5_3
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DOI: https://doi.org/10.1007/978-3-642-59657-5_3
Publisher Name: Springer, Berlin, Heidelberg
Print ISBN: 978-3-540-66176-4
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