David Cournapeau wrote:
On Sun, Dec 20, 2009 at 6:47 PM, Lie Ryan <lie.1...@gmail.com> wrote:
On 12/20/2009 2:53 PM, sturlamolden wrote:
On 20 Des, 01:46, Lie Ryan<lie.1...@gmail.com> wrote:
Not necessarily, you only need to be certain that the two streams don't
overlap in any reasonable amount of time. For that purpose, you can use
a PRNG that have extremely high period like Mersenne Twister and puts
the generators to very distant states.
Except there is no way to find two very distant states and prove they
are distant enough.
Except only theoretical scientist feel the need to prove it and perhaps
perhaps for cryptographic-level security. Random number for games, random
number for tmp files, and 99.99% random number users doesn't really need
such proves.
But the OP case mostly like falls in your estimated 0.01% case. PRNG
quality is essential for reliable Monte Carlo procedures. I don't
think long period is enough to guarantee those good properties for //
random generators - at least it is not obvious to me.
David
My simulation program is Monte Carlo, but the complexity and variety of all the
interactions ensure that PRNG sequence overlap will have no discernible effect.
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