Re: Selecting parameters for LCGs

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Bruce Schneier (schneier@counterpane.com)
Mon, 01 Feb 1999 23:11:12 -0600


At 11:41 PM 2/1/99 -0500, Perry E. Metzger wrote:
>
>Jim Gillogly <jim@acm.org> writes:
>> Knuth vol. 2 is indeed a good place to look, especially for background
>> on how to check that you've found a good one. I assume you're not
>> looking for a crypto-strength pseudo-random stream, since you specified
>> LCG. If you're looking for good general-purpose generators for Monte
>> Carlo searches or some other stochastic process, George Marsaglia's
>> the current expert.
>
>Speaking of Montecarlo, I've been wondering for some time:
>
>Is RC4 a good PRNG for monte carlo types? I mean, its a very good PRNG
>-- is it good enough for *non*-cryptographic use?

I would think so. If it has problems in Monte Carlo tests, that would be a
VERY interesting cryptographic result. (Although generally it probably makes
sense to run the test twice with two widely divergent PRNGs and make sure
there are no differences.)

Bruce
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The following archive was created by hippie-mail 7.98617-22 on Sat Apr 10 1999 - 01:18:25