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Re: [Help-gsl] Uniform random number generation

From: ozgur
Subject: Re: [Help-gsl] Uniform random number generation
Date: Fri, 28 Nov 2008 00:27:47 +0200

On Thu, Nov 27, 2008 at 6:21 PM, Maxime Boissonneault <
address@hidden> wrote:

> (Quasi)Random number generators are initiated by a seed. Then, each time
> they are called, they return a different number.
> In fact, quasirandom number generators are computing quasirandom number
> following a well defined cyclic serie, but this serie has the properties of
> random numbers. The seed simply set the starting point in the serie.
> This means that if you have the same seed, you will always get the same
> serie.
> It also means that quasirandom number generators have a period. If you
> would extract an infinite number of quasirandom numbers out of it, you would
> get a sequence of numbers that is repeated. This is however not a problem as
> long as the period is much longer than the number of numbers you extract.
> There are number generators that have a period of 10^20 and more. See the
> GSL documentation for more information.

OK i understand the basic principle of (quasi) random number generator
algorithms such as the one i preferred Tausworthe generator by L'Ecuyer.
The point i did not understand is that; if i wanted this routine to return
say 100 random uniform number each time when it is called, should i have:
guessed forehead how many of them will be enough and produced a plenty of
quantities and then stored it in somewhere and, pop them 100 by 100 when
needed. Then this is useless.
The point is; if someone draw the first 100 from the serie produced by a
specific seed how can she draws the next 100 from the same serie?


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