Simulation of a directed random-walk model: the effect of pseudo-random-number correlations
arXiv: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.
12 pages, LaTeX, elsart, epsf, to appear in Physica A