MathGroup Archive 2013

[Date Index] [Thread Index] [Author Index]

Search the Archive

Re: Multiple independent random number streams cannot be implemented.

  • To: mathgroup at
  • Subject: [mg130153] Re: Multiple independent random number streams cannot be implemented.
  • From: Sseziwa Mukasa <mukasa at>
  • Date: Fri, 15 Mar 2013 01:46:30 -0400 (EDT)
  • Delivered-to:
  • Delivered-to:
  • Delivered-to:
  • Delivered-to:
  • References: <>

You are asking for the opposite of independent random variables.

I can think of a couple of solutions to your problem.  If you know how 
many samples you're going to take you can initialize a vector and have f 
& g remember where they are in the vector.

HiddenRandomStateContext`fpos = 1;
HiddenRandomStateContext`randomSequence = RandomReal[{0, 1}, <Maximum number of samples>];



I you can't  preallocate the values you have to start with the same seed and iterate:

HiddenRandomStateContext`fpos = 1;
HiddenRandomStateContext`nthRandomValue[n_] = := Block[{}, SeedRandom[1]; Last[RandomReal[]]];



This of course scales as O(n^2) in time for the nth value.  I think you may be able to get a small speed up by memoizing the values of g[] and f[] for different numbers of calls, but I think the larger question is what are you trying to accomplish by this?


On Mar 14, 2013, at 7:14 AM, Roger Wilson <rogerhw999 at> wrote:

> Hopefully the title is enough of a red flag for someone to try to prove me wrong.
> I want to implement two functions; lets call them f and g so that they both return random numbers.  For example...
> f[]:=RandomReal[];
> g[]:=RandomReal[];
> However I want f and g to return the same number when they're called for the nth time.  So the first call to f is always the same number and the first call to g is always the same number.
> In the above case (on my machine)...
> SeedRandom[1]; {f[], g[]} gives {0.168697, 0.113119}
> and of course..
> SeedRandom[1]; {g[], f[]} gives the same {0.817389, 0.11142}
> Essentially I want f and g to to be independent random sources.
> It is possible to localize the random number generators using BlockRandom but I do not see how that helps me in this case.  BlockRandom localizes the state of the random number generators within the block where as I want to localize them into the symbol names.
> Roger

  • Prev by Date: Re: Multiple independent random number streams cannot be implemented.
  • Next by Date: Re: CForm Question
  • Previous by thread: Multiple independent random number streams cannot be implemented.
  • Next by thread: Re: Multiple independent random number streams cannot