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

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 Added by Lev N. Shchur
 Publication date 1996
  fields Physics
and research's language is English




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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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