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xoshiro's response: http://pcg.di.unimi.it/pcg.php




Thanks. This completely allays my concerns about the PCG's I would actually use.

Edit: And I like that MCG with 64-bit multiplicand that she shows. I might switch to that for Monte Carlo applications.


Interesting read, thanks! The deflection about xoshiro is not particularly convincing, though. It's much more likely that you'll want to multiply your random stream by a multiple of 57 than you'll want to xor it with a 43-bit-shifted version of itself. He also doesn't appear to counter the complaint about the generator getting stuck around 0: http://www.pcg-random.org/posts/xoshiro-repeat-flaws.html

The other parts of the post definitely concern me about using the PCG's described, though. Also, it's interesting to see how PCG can be predicted. I would not have known how to attack it.


His "attack" is literally a brute force of 32 bits of state. It would not scale to PCG with 128 bits of internal state.




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