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I read somewhere, maybe incorrectly, that the Niederreiter quasi-random generator in MKL is 32 bit, and hence as a period of 2^32.

This is pretty low, is this correct?

This made me wonder if quasi-random number generator have such thing as a period.
My understanding is that, the low discrepancy sequence should go on forever, without repeating itself.
Is this correct?

Or, say in another way, is the period of the Mersene-Twistter greater than the period of the Sobol/Niederreiter sequence?

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  • $\begingroup$ why did this get migrated to CV? I would have thought stackoverflow is more appropriate. :P BTW, all pseudo-random number generators are periodic, AFAIK. $\endgroup$
    – Memming
    Commented Mar 26, 2014 at 2:14
  • $\begingroup$ @Memming Somebody at stackOF commented that my question will be more appropriate here. I don't know why. But my question received very little attention there, so I guess he was right. $\endgroup$
    – user21186
    Commented Mar 26, 2014 at 2:37

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