SIMULATION OF A DIRECTED RANDOM-WALK MODEL - THE EFFECT OF PSEUDO-RANDOM-NUMBER CORRELATIONS

We investigate the mechanism that leads to systematic deviations in cl uster Monte Carlo simulations when correlated pseudo-random numbers ar e used. We present a simple model which enables an analysis of the eff ects due to correlations in several types of pseudo-random-number sequ ences. This model provides qualitative understanding of the bias mecha nism in a class of cluster Monte Carlo algorithms.