arXiv:cond-mat/9612227·v1·cond-mat.dis-nn
Simulation of a directed random-walk model: the effect of pseudo-random-number correlations
L.N. Shchur🇷🇺 · J.R. Heringa🇳🇱 · H.W.J. Blöte🇳🇱
Abstract
We investigate the mechanism that leads to systematic deviations in cluster Monte Carlo simulations when correlated pseudo-random numbers are used. We present a simple model, which enables an analysis of the effects due to correlations in several types of pseudo-random-number sequences. This model provides qualitative understanding of the bias mechanism in a class of cluster Monte Carlo algorithms.
Comments: 12 pages, LaTeX, elsart, epsf, to appear in Physica A