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Article #513

Re: Distributed Random Number Generation

#513
From: David Kastrup
Date: Sun, 13 Sep 1992 06:22
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maniattb@cs.rpi.edu (Bill Maniatty) writes:


>I have a large distributed stochastic model (runs on MasPar MP-1 with 2,048
>processing elements).  I'm not an expert on random number generation, but
>I need to simultaneously g enerate different ``Random'' sequences on each node.
>I'm not sure just how to define randomness in this kind of system.  Does anyone
>have a pointer to a reference on the problem.  Please note that I'm much more
>interested in making the application work than learning the intricate
>details of random number theory.
If you need random numbers for n processes, the safest way is to
use ONE random number generator for all of the processes in question
(round robin). It should have tolerable spectral behaviour in at least
say 3n dimensions. Good RNGs are contained in libg++, the c++ library
of the GNU project.
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References: <h_8yzkk@rpi.edu>

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From: dak@messua.informatik.rwth-aachen.de (David Kastrup)
Subject: Re: Distributed Random Number Generation
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Date: 13 Sep 92 06:22:07 GMT
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