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Article #210

Seeding random number generators

#210
From: Joseph Lavinus
Date: Wed, 15 Apr 1992 21:07
30 lines
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Hello!

Is there a statistically acceptable way to seed a random number generator
in a computer program?  I'm using the following RNG (the multiplicative
congruential "minimal standard" published in Communications of the ACM
a while back):

   Z(i) = 7**5 Z(i-1) mod (2**31 - 1)
   Z(0) = seed

I've been using the program's process id as a seed, but
  (a) I'm not at all sure that's a good idea, and
  (b) Suddenly I need several RNGs simultaneously.

So, the question is, is there a statistically "good" way to seed a number
(say 10, for concreteness' sake) of RNGs, such that they do not act the same
each time the program is run, and such that each stream is statistically
independent of the others, without requiring any intervention from the user?

Also, I'm certainly open to arguments about why I should use a RNG other
than the one described above...

Many thanks in advance,

Joe
-- 
______________________________________________________________________________
 Joseph W. Lavinus, Virginia Tech   /o)\    email: lavinus@cstheory.cs.vt.edu
 1001 University City Blvd., #F-9   \(o/  Blacksburg, VA 24060 / 703-953-2678
 "Let me play with it first and I'll tell you what it is later" - Miles Davis
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Path: arc1-ca.pugleaf.net!sparky!uunet!vtserf!creatures!csgrad.cs.vt.edu!lavinus
From: lavinus@csgrad.cs.vt.edu (Joseph Lavinus)
Newsgroups: sci.math.stat
Subject: Seeding random number generators
Message-ID: <2532@creatures.cs.vt.edu>
Date: 15 Apr 92 21:07:26 GMT
References: <2399@news.duke.edu>
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Organization: VPI&SU Computer Science Department, Blacksburg, VA
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