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Re: [Help-gsl] random number generators

From: Heiko Bauke
Subject: Re: [Help-gsl] random number generators
Date: Mon, 18 Apr 2011 11:25:54 +0200


On Mon, 18 Apr 2011 10:16:50 +0200
Toralf Niebuhr <address@hidden> wrote:

> Question still is. If I have different random variables, should I use
> the same random number generator or should I have a new one for every
> random variable. 

if the PRNG is sufficiently random there is no benefit from using a new
PRNG for for every random variable. In fact, using many streams from the
same PRNG with different seeds may (depending on the seeding procedure
and the PRNG) introduce correlations.


-- Nicht mir Erfindungen, sondern mit Verbesserungen macht man Vermögen.
-- (Henry Ford, 1863-1947)
-- Number Crunch Blog @
--        Heiko Bauke @

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