Lecture 3 Pseudo-random number generation
Lecture 3 Pseudo-random number generation
Lecture 3 Pseudo-random number generation
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and includes a second <strong>random</strong> <strong>number</strong> generator, which<br />
was the previous generator used in Octave. If in some<br />
circumstances it is desirable to use the old generator, the<br />
keyword "seed" is used to specify that the old generator<br />
should be used.<br />
The generator in such situation has to be initialized as in<br />
rand ("seed", v)<br />
which sets the seed of the generator to v.<br />
It should be noted that most <strong>random</strong> <strong>number</strong> generators<br />
coming with C++ work fine, they are usually congruential<br />
generators, so you should be aware of their limitations.<br />
Computational Finance – p. 18
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