Then there's this: https://www.pcg-random.org/posts/a-quick-look-at-xoshiro256.html
Jo. On Sat, 21 Nov 2020 at 14:48, Raul Miller <[email protected]> wrote: > Uh... "high memory requirements" means about 2500 bytes. On a laptop > with 16gb ram, that's about 1.6e_7 of the available memory. > > I kind of suspect that we have more important concerns to be dealing with. > > (And all psuedo random number generation algorithms suffer from > potential predictability issues, among other things.) > > That said, this -- assertions about a problem which pretty much ignore > the scale and importance of the problem -- seems to be quite popular > nowadays. > > Still, ... probably worth thinking about, ...occasionally... > > -- > Raul > > > > > On Fri, Nov 20, 2020 at 7:40 PM Devon McCormick <[email protected]> > wrote: > > > > 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 > ---------------------------------------------------------------------- > For information about J forums see http://www.jsoftware.com/forums.htm > ---------------------------------------------------------------------- For information about J forums see http://www.jsoftware.com/forums.htm
