numpy performance and random numbers

[Gib Bogle]

David Cournapeau wrote:
> On Sun, Dec 20, 2009 at 6:47 PM, Lie Ryan <lie.1296 at gmail.com> wrote:
>> On 12/20/2009 2:53 PM, sturlamolden wrote:
>>> On 20 Des, 01:46, Lie Ryan<lie.1... at gmail.com>  wrote:
>>>
>>>> Not necessarily, you only need to be certain that the two streams don't
>>>> overlap in any reasonable amount of time. For that purpose, you can use
>>>> a PRNG that have extremely high period like Mersenne Twister and puts
>>>> the generators to very distant states.
>>> Except there is no way to find two very distant states and prove they
>>> are distant enough.
>>>
>> Except only theoretical scientist feel the need to prove it and perhaps
>> perhaps for cryptographic-level security. Random number for games, random
>> number for tmp files, and 99.99% random number users doesn't really need
>> such proves.
> 
> But the OP case mostly like falls in your estimated 0.01% case. PRNG
> quality is essential for reliable Monte Carlo procedures. I don't
> think long period is enough to guarantee those good properties for //
> random generators - at least it is not obvious to me.
> 
> David

My simulation program is Monte Carlo, but the complexity and variety of all the 
interactions ensure that PRNG sequence overlap will have no discernible effect.