Thanks Andreas.

I found the answer in an old post after all: http://osdir.com/ml/
python-cuda/2011-12/msg00014.html

On 21 September 2016 at 17:16, Andreas Kloeckner <[email protected]>
wrote:

> Hi Peter,
>
> Please send messages like this to the mailing list in the
> future. There's some drama going on with Gmane, but it should be back up
> at some point. In the meantime, Mailman and the conventional archives
> are still available.
>
> Peter Walsh <[email protected]> writes:
> > I have a question regarding cuda random number generation. This isn't
> > appropriate for github I think. Also, FYI I tried searching the mailing
> > list for details, but the searchable archive seems to be down:
> > http://news.gmane.org/gmane.comp.python.cuda
> >
> > My question is thus:
> > How do I generate random numbers in my own kernel (called from pycuda)? I
> > am trying to build a montecarlo simulation - and passing in an "entropy
> > pool" from the host is not acceptable.
>
> Random123 is available in PyOpenCL. To my mind, that's the right
> approach to parallel RNG. Documentation here:
>
> https://documen.tician.de/pyopencl/array.html#module-pyopencl.clrandom
>
> Hope that helps,
> Andreas
>
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