On Sun, 06 Jul 2014 16:00:19 +0200, bartekltg <b...@g...com>
wrote:
> One of us recalls producing a "random" plot with
> only 11 planes, and being told by his computer center's
> programming consultant that he had misused the random
> number generator: "We guarantee that each number is
> random individually, but we don't guarantee that more
> than one of them is random." Figure that out.
> --W. H. Press et al.[4]

Dość oczywiste - wiele popularnych RNG ma czasową autokorelację
daleką od białego szumu. Co bywa problemem przy symulacji np.
Wysokowymiarowego ruchu Browna.

RW