A random polynomial-time algorithm for approximating the volume of convex bodies
Journal of the ACM (JACM)
Numerical recipes in C (2nd ed.): the art of scientific computing
Numerical recipes in C (2nd ed.): the art of scientific computing
Random walks on weighted graphs and applications to on-line algorithms
Journal of the ACM (JACM)
Randomized algorithms
Exact sampling with coupled Markov chains and applications to statistical mechanics
Proceedings of the seventh international conference on Random structures and algorithms
The Markov chain Monte Carlo method: an approach to approximate counting and integration
Approximation algorithms for NP-hard problems
The art of computer programming, volume 2 (3rd ed.): seminumerical algorithms
The art of computer programming, volume 2 (3rd ed.): seminumerical algorithms
Design of On-Line Algorithms Using Hitting Times
SIAM Journal on Computing
How to couple from the past using a read-once source of randomness
Random Structures & Algorithms
Extension of Fill's perfect rejection sampling algorithm to general chains
Proceedings of the ninth international conference on on Random structures and algorithms
Markov Chain Algorithms for Planar Lattice Structures
SIAM Journal on Computing
Random dyadic tilings of the unit square
Random Structures & Algorithms - Special issue: Proceedings of the tenth international conference "Random structures and algorithms"
Path coupling: A technique for proving rapid mixing in Markov chains
FOCS '97 Proceedings of the 38th Annual Symposium on Foundations of Computer Science
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Markov chain Monte Carlo methods and computer simulations usually use long sequences of random numbers generated by deterministic rules, so-called pseudorandom number generators. Their efficiency depends on the convergence rate to the stationary distribution and the quality of random numbers used for simulations. Various methods have been employed to measure the convergence rate to the stationary distribution, but the effect of random numbers has not been much discussed. We present how to test the efficiency of pseudorandom number generators using random walks.