[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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