[Top][All Lists]
[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]
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 |
Hi,
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.
Heiko
--
-- Nicht mir Erfindungen, sondern mit Verbesserungen macht man Vermögen.
-- (Henry Ford, 1863-1947)
-- Number Crunch Blog @ http://numbercrunch.de
-- Heiko Bauke @ http://www.mpi-hd.mpg.de/personalhomes/bauke