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Correlations
Decorrelation of Pseudorandom Numbers
Numerical Recipes has a program that removes any such problems. Its algorithm is essentially as follows:
Set up a list
of
L
random numbers.
Then choose randomly
j
where
.
Set desired random number
.
Replace
by a new random number.
These correlations are particularly important in accurate calculations of condensed matter phase transitions
as you are measuring correlations between local spins and so these must have uncorrelated random generators.
Geoffrey Fox
,
Northeast Parallel Architectures Center
at Syracuse University,
gcf@npac.syr.edu
Set up a list 
of L random numbers.
Then choose randomly j where 
.
Set desired random number 
.
Replace 
by a new random number.
as you are measuring correlations between local spins
and so these must have uncorrelated random generators.