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by bhickey 3090 days ago
> Monte Carlo simulation is the obvious exception

It depends. :) Even then very few realistic simulations are going to be RNG bound. Even fewer of those are going to care about the difference between Xoroshiro and AES-CTR (with AESNI).

A common failure mode I've seen is programmers picking Mersenne Twister and then assuming initialization is cheap.

> suffer a very low quality least significant bit

IIRC, the LSB behaves like a LFSR.

> it's surprisingly hard to get researchers in PRNG to give clear, unequivocal recommendations for users

There are about five PRNG researchers in the world and few (none?) of them are doing it full time. L'Ecuyer, the biggest name since Marsaglia died, seems to be dealing with PRNGs mostly as a means to doing operations research.

(Side note: Pierre L'Ecuyer is very likely the strongest over-50 cyclist in Quebec.)