PHYSICAL TESTS FOR RANDOM NUMBERS IN SIMULATIONS

Citation
I. Vattulainen et al., PHYSICAL TESTS FOR RANDOM NUMBERS IN SIMULATIONS, Physical review letters, 73(19), 1994, pp. 2513-2516
Citations number
30
Categorie Soggetti
Physics
Journal title
ISSN journal
00319007
Volume
73
Issue
19
Year of publication
1994
Pages
2513 - 2516
Database
ISI
SICI code
0031-9007(1994)73:19<2513:PTFRNI>2.0.ZU;2-R
Abstract
We propose three physical tests to measure correlations in random numb ers used in Monte Carlo simulations. The first test uses autocorrelati on times of certain physical quantities when the Ising model is simula ted with the Wolff algorithm. The second test is based on random walks and the third on blocks of n successive numbers. We apply the tests t o show that recent errors in;high precision Ising simulations using ge neralized feedback shift register algorithms are due to short range co rrelations in random number sequences.