What are good PRNG for calculators?

[ttw]

(09-06-2014 05:55 PM)John R. Graham Wrote:  When do you think it's inappropriate to use a really good PRNG? The only contraindication I can think of that is potentially valid is if the resource requirements and/or execution time is onerous on the platform.

- John

A quasi-random generator is never worse when evaluating a (Riemann) integral. This is in terms of error-bounds rather than error estimates. Of course, QRNGs are useless (in general) for cryptography or in other cases where non-predictability is needed (in a gaming machine, for example.)

It's a bit more work to use QRNGs but the payoff can be big. The analysis is more like that of using traditional integration formulas.