Summary
The synchronization of different input streams is important to achieve variance reduction of the corresponding output streams while simulating parallel processes. A reasonable heuristic for this synchronization is the use of disjoint random number streams for different classes of events and attributes (cf. e.g. Bratley et al. [1]).
The combined random number generator using addition modulo one of several multiplicative linear generators was first considered in Wichmann and Hill [6]. It will be shown that disjoint random number streams can be achieved by changing the seeds of the individual linear generators in an appropriate way. This result can also be used to improve the period length of the combined random number generator.
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References
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© 1995 Springer-Verlag Berlin Heidelberg
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Härtel, F. (1995). A Random Number Generator for Parallel Processes. In: Derigs, U., Bachem, A., Drexl, A. (eds) Operations Research Proceedings 1994. Operations Research Proceedings, vol 1994. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-642-79459-9_43
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DOI: https://doi.org/10.1007/978-3-642-79459-9_43
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