Yeah, sorry - I suspected there might be something I was missing. According to the wikipedia page about the MT <http://en.wikipedia.org/wiki/Mersenne_twister> one of its disadvantages is just that:
It can take a long time to turn a non-random initial state—particularly an initial state with many zeros—into output that passes randomness tests <http://en.wikipedia.org/wiki/Randomness_tests>. A consequence of this is that *two instances of the generator, started with initial states that are almost the same, will output nearly the same sequence for many iterations before eventually diverging.* So you should probably not do this without significant warm-up, or in some other way make sure that the seeds are different enough. If you don’t need randoms very often, you’re probably better off with James’ approach. // T On Wednesday, July 16, 2014 4:54:07 PM UTC+2, Gray Calhoun wrote: On Wednesday, July 16, 2014 2:09:41 AM UTC-5, Tomas Lycken wrote: > > Another way would be to just initialize a `MersenneTwister` stream > > on each process, and seed them differently. Since the streams are > > process local, there shouldn't be any communication overhead, and > > streams with different seeds should be independent. > > My understanding is that streams with different seeds are not > guaranteed to be independent, but there are some RNGs for which they > are. > > --Gray > >
