4
$\begingroup$

I found statement in an article "Good Practice in ( Pseudo ) Random Number Generation for Bioinformatics Applications" that you should not use too many random variables in a single simulation. Authors says that it maximum number of random values taken from PRNG should be $\frac{p}{1000}$ or even better $\frac{1}{200}\sqrt{p}$. $p$ is the period.

But I cannot see any references in other articles.

Do you know any reasons why not to use more values ?

  • 0
    An excellent reference for pseudo random number generators is the first Chapter of Volume 2 of "The Art of Computer Programming" by Donald Knuth. I would take a peek at it to see if if answers your question, but my copy is in my office and I am...in my pyjamas...2012-05-02
  • 3
    (Roughly speaking, say $x_1$ is the first random value you got given, then the way a PRNG works means that you will not get (or at least are very unlikely to get, depending on the generator you are using) given $x_1$ again. However, that isn't very random, is it? If it was truly random then $x_1$ would have the same likelihood of appearing at the $i^{th}$ iteration as every other number!)2012-05-02
  • 0
    @user1729: that's conceptually a good start. But the output of a PRNG can be much smaller than its internal state -which is related to the period, so it can return consecutive repeated values (think of a PRNG that gives you one bit in each try).2012-05-02

1 Answers 1