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Re: rand("state")


From: Francesco Potorti`
Subject: Re: rand("state")
Date: Thu, 16 Feb 2006 16:22:46 +0100

>All you have to worry about is the probability of your seeds colliding. 
>  If you are doing 10^6 simulations, an integer seed gives you a 1 in 
>4000 chance of this happening.  If even this is too high, you can 
>either start at seed 0 and increment to get 10^6 independent sequences, 

Unfortunately, that is not true.  All you know is that the sequence is
extremely long, and that you can start wherever you want by choosing an
initial state.  But you don't know where in the sequence a given state
will bring you.

As far as I know (beware: I am not an expert) only multiplicative linear
congruential random number generators allow you to compute seeds
producing multiple sequences of given length which are guaranteed not to
overlap.

-- 
Francesco Potortì (ricercatore)        Voice: +39 050 315 3058 (op.2111)
ISTI - Area della ricerca CNR          Fax:   +39 050 313 8091
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