Mersenne Twister is the most commonly used algorithm. It is fast, and generates good results. It is not adversarial secure, but in that situation you should be using a cryptographically secure RNG.
Age of the PRNG algorithm has no bearing on this discussion. (If rand() uses something else, it’s for standards-compatability reasons; nobody writing Monti-Carlo algorithms would be using such PRNGs.)
If rand() uses something else, it’s for standards-compatability reasons;
Actually the C and POSIX standard impose very few requirements on rand(); it would be entirely possible in principle for it to be based on the Mersenne Twister while still complying to the standards.
Mersenne Twister is the most commonly used algorithm. It is fast, and generates good results. It is not adversarial secure, but in that situation you should be using a cryptographically secure RNG.
Age of the PRNG algorithm has no bearing on this discussion. (If rand() uses something else, it’s for standards-compatability reasons; nobody writing Monti-Carlo algorithms would be using such PRNGs.)
Actually the C and POSIX standard impose very few requirements on rand(); it would be entirely possible in principle for it to be based on the Mersenne Twister while still complying to the standards.