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Essential Properties of a Random Number Generator

Repeatability -- the same sequence should be produced with the same initial values (or seeds). This is vital for debugging etc.

Randomness -- should produce independent uniformly distributed random variables that pass all statistical tests for randomness.

Long period -- a pseudo-random number sequence uses finite precision arithmetic, so the sequence must repeat itself with a finite period. This should be much longer than the amount of random numbers needed for the simulation.

Insensitive to seeds -- period and randomness properties should not depend on the initial seeds.



Paul Coddington, Northeast Parallel Architectures Center at Syracuse University, paulc@npac.syr.edu