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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



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