The DOI matches its Crossref record; 9 of the 9 references it cites were found in a registry or an index.
Monte Carlo simulations: Hidden errors from ‘‘good’’ random number generators
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.
Overview
Integrity signals
Registry
Cites
Statistics
Verification
Claims the paper makes
Claims other papers make about this one
Each is checked against this paper’s own text: does it say what the citing paper says it does?
In the citing paper
“A.M. Ferrenberg et al.15 identified hidden systematic errors in Monte Carlo simulations when using Pseudo Random Number Generators (PRNGs), such as CONG, R250, R1279, SWC and SWCW. Although these generators successfully passed standard statistical randomness tests, they exhibited hidden correlations and significant biases when applied to real-world simulations.”
Citations
Cites
Nonuniversal critical dynamics in Monte Carlo simulations
Swendsen, R. H., & Wang, J. (1987) · Physical Review Letters · doi:10.1103/physrevlett.58.86 · Cited by 2,840
Collective Monte Carlo Updating for Spin Systems
Ulli Wolff, A. (1989) · Physical Review Letters · doi:10.1103/physrevlett.62.361 · Cited by 2,564
Critical behavior of the three-dimensional Ising model: A high-resolution Monte Carlo study
Ferrenberg, A. M., & Landau, D. P. (1991) · Physical review. B, Condensed matter · doi:10.1103/physrevb.44.5081 · Cited by 788
Self-citationBounded and Inhomogeneous Ising Models. I. Specific-Heat Anomaly of a Finite Lattice
Ferdinand, A. E., & Fisher, M. E. (1969) · Physical Review · doi:10.1103/physrev.185.832 · Cited by 735
RANDOM NUMBERS FALL MAINLY IN THE PLANES
Marsaglia, G. (1968) · Proceedings of the National Academy of Sciences · doi:10.1073/pnas.61.1.25 · Cited by 520
A very fast shift-register sequence random number generator
Kirkpatrick, S., & Stoll, E. (1981) · Journal of Computational Physics · doi:10.1016/0021-9991(81)90227-8 · Cited by 254
Finite-size scaling in the three-dimensional Ising model
Barber, M. N., Pearson, R. B., Toussaint, D., & Richardson, J. L. (1985) · Physical review. B, Condensed matter · doi:10.1103/physrevb.32.1720 · Cited by 134
Statistical and systematic errors in Monte Carlo sampling
Ferrenberg, A. M., Landau, D. P., & Binder, K. (1991) · Journal of Statistical Physics · doi:10.1007/bf01029988 · Cited by 97
Self-citationA random number generator for PC's
Marsaglia, G., Narasimhan, B., & Zaman, A. (1990) · Computer Physics Communications · doi:10.1016/0010-4655(90)90033-w · Cited by 95
Research works printed but not linked: 2
- G. Marsaglia, 1985, Computer Science and Statistics: The Interface
- D. P. Landau, 1987, Applications of the Monte Carlo Method
Cited by
Sorted by citations
Computer Simulation of Liquids
Allen, M. P., & Tildesley, D. J. (2017) · doi:10.1093/oso/9780198803195.001.0001 · Cited by 20,945
Mersenne twister: a 623-dimensionally equidistributed uniform pseudo-random number generator
Matsumoto, M., & Nishimura, T. (1998) · ACM Transactions on Modeling and Computer Simulation · doi:10.1145/272991.272995 · Cited by 5,780
TestU01: A C library for empirical testing of random number generators
L'Ecuyer, P., & Simard, R. (2007) · ACM Transactions on Mathematical Software · doi:10.1145/1268776.1268777 · Cited by 1,014
Quantum random number generators
Herrero-Collantes, M., & García-Escartín, J. C. (2017) · Reviews of Modern Physics · doi:10.1103/revmodphys.89.015004 · Cited by 850
Applications of Monte Carlo methods to statistical physics
Binder, K. (1997) · Reports on Progress in Physics · doi:10.1088/0034-4885/60/5/001 · Cited by 644
Metadata
- 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)
- 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
- 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
About these checks
Registry, retraction, Cites and statistics results are computed, not judged, with one exception: a printed reference that no index lists is read once by a model before it counts as a citation error. Claims are extracted by a model and kept only when their quote appears verbatim in the text; each cited source is then checked, with a model’s help, for whether it says what the claim relies on. Those verdicts can be wrong — read the claim’s quote and the cited source before relying on one.
Statistics and arithmetic are recomputed, not judged.
Confidence bands are shown only for fields calibrated on our annotated test set. None is calibrated yet, so no band is shown.
What counts as a claim ›How we measure confidence ›How we check this ›
Are you an author, or do you see a problem with this page? Request a review
