Distribution of Random Streams in Stochastic Models in the Age of Multi-Core and Manycore Processors

Authors:
David R. C. Hill
Affiliations:
-
Venue:
PADS '11 Proceedings of the 2011 IEEE Workshop on Principles of Advanced and Distributed Simulation
Year:
2011

Citing 3
Cited 0

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Pseudo-Random Number Generation on GP-GPU

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Variants of Mersenne Twister Suitable for Graphic Processors

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Abstract

Stochastic Modeling & Simulation require very good random sources which have now been available for more than a decade. However the parallelization of random streams remains delicate for many practitioners. Recent experience shows that a misuse of pseudo-random number parallelization techniques is not infrequent in various simulation domains. This talk will present the state of the art in the distribution of pseudo-random numbers and will also discuss the use of such techniques for hybrid computing with GP-GPUs.