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Testing Independence of Parallel Pseudorandom Number Streams: Incorporating the Data's Multivariate Nature


Abstract 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. The second turns all the parallel generated streams into one long vector and then applies serial tests to the resulting concatenated stream. Various forms of stream dependence can be missed by each approach because neither ... (more)
Created Date 2013
Contributor Ismay, Chester Ivan (Author) / Eubank, Randall (Advisor) / Young, Dennis (Committee member) / Kao, Ming-Hung (Committee member) / Lanchier, Nicolas (Committee member) / Reiser, Mark (Committee member) / Arizona State University (Publisher)
Subject Statistics / Computer science / Mathematics / parallel computing / pseudorandom numbers / testing of generators / tests of vector independence
Type Doctoral Dissertation
Extent 162 pages
Language English
Copyright
Reuse Permissions All Rights Reserved
Note Ph.D. Statistics 2013
Collaborating Institutions Graduate College / ASU Library
Additional Formats MODS / OAI Dublin Core / RIS


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Description Dissertation/Thesis