RandomNumberGenerator

RandomNumberGenerator

RandomNumberGenerator()

A reproducible, fast, non-cryptographic random number generator suitable for parallel Monte Carlo simulations. A seed has to be set, which can be any u64 number (small numbers work just as well as large numbers).

Each thread or instance generating samples should use the same seed but a different stream_id, which is an instance counter starting at 0.

Methods

Name	Description
__new__	Create a new random number generator with a given seed and stream_id

__new__

RandomNumberGenerator.__new__(seed: int, stream_id: int)

Create a new random number generator with a given seed and stream_id. For parallel runs, each thread or instance generating samples should use the same seed but a different stream_id.