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MathGroup Archive 1998

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Re: Random[Real]: How good is it? Is it better/worse than Park-Miller, etc?

  • To: mathgroup at smc.vnet.net
  • Subject: [mg13114] Re: [mg13098] Random[Real]: How good is it? Is it better/worse than Park-Miller, etc?
  • From: David Withoff <withoff>
  • Date: Tue, 7 Jul 1998 03:44:18 -0400
  • Sender: owner-wri-mathgroup at wolfram.com

> 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


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