DocumentCode
2617655
Title
Don´t trust parallel Monte Carlo!
Author
Hellekalek, P.
Author_Institution
Dept. of Math., Salzburg Univ., Austria
fYear
1998
fDate
26-29 May 1998
Firstpage
82
Lastpage
89
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
Monte Carlo methods; digital simulation; parallel algorithms; parallel machines; random number generation; software reliability; high quality RNGs; parallel Monte Carlo simulation; parallel machines; parallel processors; parallelization; random number generators; reliable RNGs; sequential machines; Analytical models; Computational modeling; Mathematics; Monte Carlo methods; Parallel machines; Random number generation; Random variables; Software packages; Stochastic processes; Testing;
fLanguage
English
Publisher
ieee
Conference_Titel
Parallel and Distributed Simulation, 1998. PADS 98. Proceedings. Twelfth Workshop on
Conference_Location
Banff, Alta.
Print_ISBN
0-8186-8457-7
Type
conf
DOI
10.1109/PADS.1998.685273
Filename
685273
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