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Re: 64-bit KISS RNGs
Posted:
Mar 1, 2009 4:49 AM
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In article <godlg7$a4j$1@soup.linux.pwf.cam.ac.uk>, nmm1@cam.ac.uk
writes:
> Galathaea's concern was about the period, and she is very right to
> be so concerned. While a long period does not guarantee pseudo-
> randomness, it is a prerequisite for it - in particular, the pseudo-
> random properties in N dimensions are often limited by the Nth root
> of the period. And, despite common belief, that is NOT solely true
> for multiplicative congruential generators.
The period of RANLUX is huge---10**164 or something. (In other words,
many orders of magnitude larger than the number of distinct bit
combinations. Many lesser generators have a period much LESS than the
number of distinct bit combinations and some algorithms can have a
period at most as long as the number of distinct bit combinations. In
these cases, of course, a given number x is always followed by a given
number y, which with RANLUX is not the case.)
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