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I am using the Mersnenne Twister as the engine to generate random numbers in an agent based model: it is fast and has an extremely long period before repeating.

Recently I did a literature review on this, while Colt library Java API recommends the Mersenne twister, I came across two limitations:

  1. the seed should not be 0. Is this something suggested in the Apache Commons Math library ?
  2. based on a cryptography paper, it was mentioned that "if the initial state has too many zeros then the generated sequence may also contain many zeros for more than 10000 generations and if the seeds are chosen systematically such as 0, 20, 30….. the output sequences will be correlated".

Has anyone come across such issues, or is it something fixed and not the case anymore ? Is there any literature showing the spectral analysis of the Mersenne Twister vs the others like the Linear Congruential Generator?

Daniel F
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user8236020
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1 Answers1

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SFMT has a better characteristic of zero-excess initial state.

A usual tip to get rid of zero-excess initialization of the seed is to use another PRNG (which might have near-equal probability of zeros and ones in the output) to generate the seed itself.

See also a comment on "How to properly seed a mersenne twister RNG?"

jj1bdx
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