Re: Liczby losowe - Grupy dyskusyjne w eGospodarka.pl

eGospodarka.pl › Grupy › pl.comp.programming › Liczby losowe › Re: Liczby losowe

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NNTP-Posting-Date: Sun, 06 Jul 2014 14:25:08 -0500
From: Roman W <b...@g...pl>
Newsgroups: pl.comp.programming
Subject: Re: Liczby losowe
Date: Sun, 06 Jul 2014 20:25:07 +0100
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[ ukryj nagłówki ]
On Sun, 06 Jul 2014 16:00:19 +0200, bartekltg <b...@g...com>
wrote:
> One of us recalls producing a "random" plot with
> only 11 planes, and being told by his computer center's
> programming consultant that he had misused the random
> number generator: "We guarantee that each number is
> random individually, but we don't guarantee that more
> than one of them is random." Figure that out.
> --W. H. Press et al.[4]

Dość oczywiste - wiele popularnych RNG ma czasową autokorelację
daleką od białego szumu. Co bywa problemem przy symulacji np.
Wysokowymiarowego ruchu Browna.

RW