Beefy Boxes and Bandwidth Generously Provided by pair Networks
We don't bite newbies here... much

comment on

( #3333=superdoc: print w/replies, xml ) Need Help??
Whether what you say about Monte-Carlo depends upon what you are trying to do. In this case, absolutely. If you are using a Monte Carlo algorithm to calculate a probability, you are certainly better off trying to use statistically uniformly distributed numbers than really random numbers for exactly the reason you say. (Speed of convergence.) Of course for the same problem you are even better off trying to turn it into an integration problem and then attempting standard numerical integration techniques. (Of course we have better means of calculating Pi, but I digress.)

However if you are going to do a large number of complex scenarios which involve multiple random decisions, and particularly if you will then compute summary statistics on those runs, then speed of convergence or no, it is probably safer to use random data for your random decisions.

On a related note, I remember having seen some research showing that chaotic systems can be surprisingly good at detecting pseudorandom input. So again if you are doing a Monte Carlo simulation of how a chaotic system will react, you are not guaranteed of accurate results from using pseudorandom numbers.

So to summarize, for simple problems you are right that the right pseudorandom sequence tends to converge more rapidly. But using good random data can prevent a variety of causes of spurious results.

In reply to Re (tilly) 1: Random source by tilly
in thread Pi calculator by Fingo

Use:  <p> text here (a paragraph) </p>
and:  <code> code here </code>
to format your post; it's "PerlMonks-approved HTML":

  • Are you posting in the right place? Check out Where do I post X? to know for sure.
  • Posts may use any of the Perl Monks Approved HTML tags. Currently these include the following:
    <code> <a> <b> <big> <blockquote> <br /> <dd> <dl> <dt> <em> <font> <h1> <h2> <h3> <h4> <h5> <h6> <hr /> <i> <li> <nbsp> <ol> <p> <small> <strike> <strong> <sub> <sup> <table> <td> <th> <tr> <tt> <u> <ul>
  • Snippets of code should be wrapped in <code> tags not <pre> tags. In fact, <pre> tags should generally be avoided. If they must be used, extreme care should be taken to ensure that their contents do not have long lines (<70 chars), in order to prevent horizontal scrolling (and possible janitor intervention).
  • Want more info? How to link or or How to display code and escape characters are good places to start.
Log In?

What's my password?
Create A New User
Domain Nodelet?
and the web crawler heard nothing...

How do I use this? | Other CB clients
Other Users?
Others avoiding work at the Monastery: (4)
As of 2021-07-29 16:40 GMT
Find Nodes?
    Voting Booth?

    No recent polls found