
From:  Bill Denney 
Subject:  Re: Uncorrelated random variables 
Date:  Fri, 30 Jun 2006 07:48:52 0400 (EDT) 
On Thu, 29 Jun 2006, Steve C. Thompson wrote:
Others will correct me if I'm wrong (I have only a vague understanding of the exact algorithms used), but I believe Octave uses the Mersenne Twister random number generator to generate uniform random variables, and the MarsaliaTsang ziggurat method for generating normal random variables.
I believe that you are correct about the generators, and the Mersenne Twister is uncorrelated for 2^199371 integers (aka about 10^6000 integers) before it is correlated. It's good enough for just about any scientific work, but it's not good for cryptography, though, for reasons I'm not qualified to explain.
Bill  "..that would require that my computer have enough processor speed and memory to be able to rub its tummy and pat its head."  Kelly Klega
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