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