This article - https://arxiv.org/pdf/1910.06437.pdf - claims the MT has some bad properties. One claim I understand is that its extremely long period length is overkill and this comes with the expense of high memory requirements.
The example, which I follow only vaguely, carries the more serious implication of MT introducing bias into certain kinds of tests. Fortunately J gives us a good set of choices of RNGs but I'd be interested to hear what others think about the charges against MT. -- Devon McCormick, CFA Quantitative Consultant ---------------------------------------------------------------------- For information about J forums see http://www.jsoftware.com/forums.htm
