Journal Entries
Plans for entry on random number generation
Posted Oct 15, 2003
I am thinking about adding entries on random number generation. This is a topic that I know something about, especially when it's not done right. Examples would include the old Netscape bug, where the generator included only the time of day and the process ID. A reference that I consider to be canonical on this topic is the paper by Peter Gutmann (also available as a chapter in his PhD thesis).
Of course, linear congruential generators (and hence Knuth) would have to be mentioned, but I believe that LCPRNGs are unsuitable for many applications of random numbers, partly because those numbers "stay mainly in the planes" and are hence not random enough in higher dimensions.
Other generators to be mentioned include RANDU (yuck!), the Blum-Blum-Shub generator, and Yarrow.
If you have more interesting things to say about generating random numbers, let me know.
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Latest reply: Oct 15, 2003
Sten
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