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Re: Query: Spatially uncorrelated reproducible random values
From: |
Sven N. Thommesen |
Subject: |
Re: Query: Spatially uncorrelated reproducible random values |
Date: |
Thu, 03 Aug 2000 08:37:17 -0500 |
At 11:50 PM 8/2/2000 +0100, you wrote:
Thanks, Paul. That's certainly the kind of thing that I have in mind:
coordinates in, random value out. However, I am not sure that
conventional random number generators generate values that are
uncorrelated with their seeds. The usual tests for randomness are tests
of the non-correlation of successive values generated using the _same_
seed. Do you know that there is no correlation between a seed and the
(next) generated value, or is this just an assumption you've made?
Nigel
Well, as the guy who put the "random" in Swarm, I can say that there is *no
promise* that first values are uncorrelated with seeds. This might be the
case with specific generators, but not by (my) design.
Also keep in mind that for a generator with a large state space (e.g. the
default generator mt19937) a 32bit seed can only pick out a very small set
of all possible starting states. [That's why I allow you to specify the
state yourself, if you so choose.] So it's quite possible that two
different seeds might produce the *same* 32-bit first variate.
As Nigel points out, the promise of random generators is usually that
*successive values* will appear random, whatever the starting seed.
Cheers,
Sven Thommesen
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