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Re: Random[Real]: How good is it? Is it better/worse than Park-Miller, etc?
> Hi, > > How good is the RNG in Mathematica, Random[Real]? > > -- Oscar Stiffelman > Stanford University Computer Science, Masters Program > ozzie at cs.stanford.edu See http://www.wolfram.com/support/Kernel/Symbols/System/Random.html in the Wolfram Research web site, which gives a reference for the algorithm used by Random[Real]: George Marsaglia and Arif Zaman, A New Class of Random Number Generators, The Annals of Applied Probability, 1991, Vol. 1, No. 3, p462-480. This reference describes how good the random numbers will be. The period is about 10^445. Dave Withoff Wolfram Research