Re: Selecting parameters for LCGs

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Bill Frantz (frantz@netcom.com)
Tue, 2 Feb 1999 08:18:21 -0700


At 9:41 PM -0700 2/1/99, 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 found nothing major in my tests that would indicate it would not be good
for monte carlo uses.

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