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Parallel Monte Carlo applications require the pseudorandom numbers used on each processor to be independent in a probabilistic sense. The TestU01 software package is the standard testing suite for detecting

Parallel Monte Carlo applications require the pseudorandom numbers used on each processor to be independent in a probabilistic sense. The TestU01 software package is the standard testing suite for detecting stream dependence and other properties that make certain pseudorandom generators ineffective in parallel (as well as serial) settings. TestU01 employs two basic schemes for testing parallel generated streams. The first applies serial tests to the individual streams and then tests the resulting P-values for uniformity.

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    Date Created
    • 2013
    Resource Type
  • Text
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    • Partial requirement for: Ph.D., Arizona State University, 2013
      Note type
      thesis
    • Includes bibliographical references (p. 85-87)
      Note type
      bibliography
    • Field of study: Statistics

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    Chester Ivan Ismay

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