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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- Partial requirement for: Ph.D., Arizona State University, 2013Note typethesis
- Includes bibliographical references (p. 85-87)Note typebibliography
- Field of study: Statistics