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#31




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For example, I read E. N. Lorenz's original paper "Deterministic Nonperiodic Flow" back in college and one of the diagrams that struck me was one in which he plotted something like the successive local maxima of the Lorenz equations. This was a long time ago so I can't remember the exact thing he plotted, but it formed a very nice smooth inverted "v" curve with a sharp cusp in the center. That is anything but random behaviorit is order hidden within chaos. It stands to reason therefore, that the choice of chaotic dynamical system for a PRNG would need to undergo rigorous statistical analysis before it could be used as such, because it is not readily obvious whether such a system could yield some underlying order if you looked at its behavior in some very specific fashion. Finally, I also want to point out that the implementation of strange attractors in programming code is not necessarily more efficient compared to existing PRNGs based on, say, cellular automata (this is the method used by Mathematica).
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#32




Hmm that's very interesting, I was referring to somehow linking in the randomness as to how many loops you make around each node of the attractors if that makes any sense.

#33




Yes it is. It has been mentioned in the past that MS often makes it clear that they don't use Excel for any serious work. This is just one more clue along that line.
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Carol Marler, "Just My Opinion" Pluto is no longer a planet and I am no longer an actuary. Please take my opinions as nonactuarial. My latest favorite quotes, updated Oct 13, 2017. Spoiler: 
#34




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Carol Marler, "Just My Opinion" Pluto is no longer a planet and I am no longer an actuary. Please take my opinions as nonactuarial. My latest favorite quotes, updated Oct 13, 2017. Spoiler: 
#35




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TTIA Glad you started it.
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Carol Marler, "Just My Opinion" Pluto is no longer a planet and I am no longer an actuary. Please take my opinions as nonactuarial. My latest favorite quotes, updated Oct 13, 2017. Spoiler: 
#36




Thanks for the clarification. I see that in the comments it says it is not MT.

#37




This is the kind of thread that really belongs in an actuarial wiki.

#38




Later, later.
Just a few comments on other random digit sources: Of course the strange attractors from nonlinear dynamical systems [those "chaotic" sequences] are just as deterministic as a regular linear congruential PRNG. [Using radioactive decay of particles is a nifty random digit generation technique, though one still needs to check the stats on the sequence.... gotta make sure God ain't throwing loaded dice. ] The reason that the linear congruential PRNGs are popular is that they're easy to code, and one knows the repeat cycle and distribution of numbers over that repeat [which covers all possible integers in the cycle] due to number theory. For any given nonlinear dynamic system, it's unlikely you're going to get a uniform distribution, but that's okay as long as you know what the distribution is... then you can "undo" it to force it into a uniform or whatever other distribution you desire. 
#39





#40




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Tags 
data science, excel, predictive analytics, prngs, pseudorandom numbers, rand, random 
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