[FRIAM] Why "true" random?

Roger Frye rfrye at qforma.com
Sun Jul 22 09:40:10 EDT 2007


I would argue the opposite.  While I agree with Doug that you need good  
RNGs (though not necessarily true RNGs) in order to avoid bias, the  
problem with good pseudo- or true- RNGs is that they have order N^2  
convergence for Monte Carlo simulations.  Quasi-random number generators  
on the other hand (such as multiples of an irrational square root, or a  
Peano tiling) converge in order N.  If you can trust the results, faster  
conergence lets you simulate more.
-Roger

On Sat, 21 Jul 2007 23:18:36 -0600, Douglas Roberts <doug at parrot-farm.net>  
wrote:

> Simulations of stochastic processes also require good RN generators,
> especially for simulations of large systems with (I hate to use this  
> word)
> emergent behavioral properties.  A bad RN generator will introduce  
> emergent
> behavior that will be "flavored" by a bad random sequences.
>
>





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