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

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

1996-12-25

arxiv.org/abs/cond-mat/9612227v1

Physica A 241 (1997) 579

Physics

Condensed Matter

Disordered Systems and Neural Networks

12 pages, LaTeX, elsart, epsf, to appear in Physica A

Scientific paper

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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