Monte Carlo in GSL

C J Kenneth Tan -- Heuchera Technologies cjtan@OptimaNumerics.com
Wed Feb 18 13:49:00 GMT 2004


Hi Przemyslaw,

I think we may have talked about something along these lines in our
previous private communication.

> My problem is: I want that the random numbers I generate are purelly
> random and not that the series of the numbers repeats.

How do you make sure that your code is correct?  How do you repeat any
experiments?  Are you going to store all the random points that you
use?  If so, how much data storage space would you need?  How do you
quantify something as "purely random"?

If the period of a pseudo-random number generator is long enough, ie:
total number of simulation steps = N, and total number of random points
provided by the generator = p, and assuming that 1 random point is
required per simulation step, then if p > N, would you consider the
generator to be sufficient for the simulation?  If not, why not?


Kenneth Tan
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C. J. Kenneth Tan, Ph.D.
Heuchera Technologies Ltd.
E-mail: cjtan@OptimaNumerics.com      Telephone: +44 798 941 7838
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