in reply to Re (tilly) 1: Srand versus rand
in thread Pi calculator
But truely random numbers are not statistically garunteed to be uniformly distributed (no, the law of averages does not work that way :) ), and so they cause Monte-Carlo searching to converge more slowly (but do not keep it from converging).
This is why psuedo-random numbers can, theoretically, be better than truely-random numbers, because often they are crafted to be uniformly distributed -- statistically. However, it often occurs in practice that pseudo-random numbers are not perfectly statistically uniformly distributed (what a mouthful), and so can easily lead to a mis-convergance.
Enter Quasi-random numbers. These are uniformly-distributed and have a bias towards non-repetition. This means that you still get a garunteed convergence and you get it faster (since there would be no clumps in your set).
Ok, time to go.
Ciao,
Gryn
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Re (tilly) 1: Random source
by tilly (Archbishop) on Feb 16, 2001 at 19:28 UTC | |
by gryng (Hermit) on Feb 16, 2001 at 20:19 UTC |