Document Type
Working Paper
Date
1994
Keywords
random number generators, Monte Carlo simulation, randomness properties, 2-d Ising
Language
English
Disciplines
Computer Sciences
Description/Abstract
Monte Carlo simulation is one of the main applications involving the use of random number generators. It is also one of the best methods of testing the randomness properties of such generators, by comparing results of simulations using different generators with each other, or with analytic results. Here we compare the performance of some popular random number generators by high precision Monte Carlo simulation of the 2-d Ising model, for which exact results are known, using the Metropolis, Swendsen-Wang, and Wolff Monte Carlo algorithms. Many widely used generators that perform well in standard statistical tests are shown to fail these Monte Carlo tests.
Recommended Citation
Coddington, Paul D., "Analysis of random number generators using Monte Carlo simulation" (1994). Northeast Parallel Architecture Center. 14.
https://surface.syr.edu/npac/14
Creative Commons License
This work is licensed under a Creative Commons Attribution 3.0 License.
