Abstract
To obtain different sequences of values from a random number generating algorithm, we must start with different seed values or discard a variable number of initial samples. For maximum independence among sequences, differences must include the lowest order seed bits, and some generators require one to wait many samples for differences to propagate to the significant bits. While it is straightforward to generate two statistically independent sequences, it is surprisingly difficult to generate three or more such sequences.
Reference note
Kaplan, H. L. Generation of appropriate seed values for reuse of the same random number generator. Manuscript in preparation, 1981.
References
Jansson, B.Random number generators. Stockholm: Victor Pettersons Bookindustriab, 1966.
Knuth, D. E. Random numbers. InThe art of computer programming (Vol. 2).Seminumerical algorithms. Reading, Mass: Addison-Wesley, 1969.
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Kaplan, H.L. Effective random seeding of random number generators. Behavior Research Methods & Instrumentation 13, 283–289 (1981). https://doi.org/10.3758/BF03207952
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DOI: https://doi.org/10.3758/BF03207952
Keywords
- Additive Generator
- Word Length
- Random Number Generator
- Seed Number
- List Length