Random number generators for parallel processors

摘要

The fundamental requirements for the sequence of numbers produced by a random number generator in a computer program are that (1) the sequence be indistinguishable from that produced by an iid sequence of standard uniformly distributed random variables; (2) the sequence be identically reproduced on a subsequent execution of the same computer program. For computers with multiple processors it is sensible to add the additional requirement that (3) the sequences used by each of the several processors be indistinguishable from independent sequences. If one uses a standard random number generator developed for a uniprocessor in an environment with multiple processors, then each one of these requirements may be violated. This paper contains a review of previous attempts to satisfy the three requirements for a multiprocessor and concludes that none are really successful.