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• W2092191585 endingPage "2597" @default.
• W2092191585 startingPage "2586" @default.
• W2092191585 abstract "The rescaled range statistical analysis (R/S) is proposed as a new method to detect correlations in pseudorandom number generators used in Monte Carlo simulations. In an extensive test it is demonstrated that the RS analysis provides a very sensitive method to reveal hidden long run and short run correlations. Several widely used and also some recently proposed pseudorandom number generators are subjected to this test. In many generators correlations are detected and quantified." @default.
• W2092191585 created "2016-06-24" @default.
• W2092191585 creator A5067740904 @default.
• W2092191585 date "1998-08-01" @default.
• W2092191585 modified "2023-09-24" @default.
• W2092191585 title "Hurst’s rescaled range statistical analysis for pseudorandom number generators used in physical simulations" @default.
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• W2092191585 doi "https://doi.org/10.1103/physreve.58.2586" @default.
• W2092191585 hasPublicationYear "1998" @default.
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