Lie Ryan wrote:

If you don't care about "repeatability" (which is already extremely difficult in parallel processing even without random number generators), you can just start two PRNG at two distinct states (and probably from two different algorithms)

There's no need for different algorithms, and no problem
with repeatability. There exist algorithms with a very
long period (on the order of 2*100 or more) for which it's
easy to calculate seeds for a set of guaranteed non-
overlapping subsequences.

http://or.journal.informs.org/cgi/content/abstract/44/5/816
http://or.journal.informs.org/cgi/content/abstract/47/1/159

In these kinds of generator, moving from one state to
the next involves multiplying a state vector by a matrix
using modulo arithmetic. So you can jump ahead N steps
by raising the matrix to the power of N.

--
Greg
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