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Simulation of a directed random-walk model the effect of pseudo-random-number correlations

L.N. Shchur, J.R. Heringa and H.W.J. Bloete

Physica A 241 (1997) 579-592

cond-mat/9612227

doi:10.1016/S0378-4371(97)00126-X

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.

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