Services & ResourcesWolfram ForumsMathGroup Archive

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

Re: Multiple independent random number streams cannot be implemented.

• To: mathgroup at smc.vnet.net
• Subject: [mg130171] Re: Multiple independent random number streams cannot be implemented.
• From: David Bailey <dave at removedbailey.co.uk>
• Date: Sun, 17 Mar 2013 03:08:28 -0400 (EDT)
• Delivered-to: l-mathgroup@mail-archive0.wolfram.com
• Delivered-to: l-mathgroup@wolfram.com
• Delivered-to: mathgroup-newout@smc.vnet.net
• Delivered-to: mathgroup-newsend@smc.vnet.net
• References: <20130314111450.25C5269D8@smc.vnet.net> <khucj3$8c$1@smc.vnet.net>

On 15/03/2013 05:46, Sseziwa Mukasa wrote:
> 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.
>
There is a variable called $RandomState, which is poorly documented, but 
seems (from a quick test) to hold enough information to restore the 
random number generator to any position. Thus, any process can generate 
its own random sequence:


fstate = 0;
f[] := Block[{$RandomState = $RandomState, tmp},
    If[fstate ===0,
     SeedRandom["The f function"];
     fstate = $RandomState;
     ];
    $RandomState = fstate;
    tmp = Random[];
    fstate = $RandomState;
    tmp
    ];
gstate = 0;
g[] := Block[{$RandomState = $RandomState},
   If[gstate ===0,
    SeedRandom["The g function"];
    gstate = $RandomState;
    ];
   $RandomState = gstate;
   tmp = Random[];
   gstate = $RandomState;
   tmp
   ]

Unfortunately, the documentation at 9.0 deprecates the use of 
$RandomState - stating that it is superseded by BlockRandom - but 
clearly $RandomState can solve problems which BlockRandom cannot.

David Bailey
http://www.dbaileyconsultancy.co.uk

• References:
  • Multiple independent random number streams cannot be implemented.
    • From: Roger Wilson <rogerhw999@gmail.com>