Cited by 437Theoretical and Computational PhysicsMarkov Chains and Monte Carlo MethodsSimulation Techniques and Applications

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Monte Carlo simulations: Hidden errors from ‘‘good’’ random number generators

Ferrenberg, Alan M., Landau, D. P., Wong, Y. Joanna·1992·Physical Review Letters

DOI 10.1103/physrevlett.69.3382

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Abstract

The Wolff algorithm is now accepted as the best cluster-flipping Monte Carlo algorithm for beating ``critical slowing down.'' We show how this method can yield incorrect answers due to subtle correlations in ``high quality'' random number generators.

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Authors: Ferrenberg, A. M., Landau, D. P., & Wong, Y. J.
Affiliations: University of Georgia (US)
IBM (United States) (US)
ORCID: Landau, D. P.
Venue: Physical Review Letters
Publisher: American Physical Society (APS)
Published: 1992-12-07
Volume: 69
Issue: 23
Pages: 3382-3384
ISSN: 0031-9007 (ISSN-L)
DOI: 10.1103/physrevlett.69.3382
OpenAlex: W2090824272
Cited by: 437
References: 9
Citations by year: 2026: 9 · 2025: 3 · 2024: 10 · 2023: 12 · 2022: 5 · 2021: 9 · 2020: 9 · 2019: 12 · 2018: 10 · 2017: 44 · 2016: 5 · 2015: 10 · 2014: 9 · 2013: 9 · 2012: 9
FWCI: 11.58
Type: journal article
Language: en
Open access: closed
Licence: link.aps.org/licenses/aps-default-license (vor)
Locations: Physical Review Letters (publishedVersion)
PubMed (publishedVersion)
Topics: Physical Sciences › Physics and Astronomy › Condensed Matter Physics › Theoretical and Computational Physics
Physical Sciences › Mathematics › Statistics and Probability › Markov Chains and Monte Carlo Methods
Social Sciences › Decision Sciences › Management Science and Operations Research › Simulation Techniques and Applications
Keywords: random number generators, Wolff cluster algorithm, critical slowing down

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Monte Carlo simulations: Hidden errors from ‘‘good’’ random number generators

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