I’m relatively new to the world of simulation and am running some discrete event simulations using SimJulia.jl and Distributions.jl for a graduate-level class. I noticed that the Wikipedia article for Mersenne Twister (which Julia uses under the hood for PRNG mentions that there are issues with independence if using multiple instances differing only in seed value. There’s also a paper on an approach to solving the problem, but I haven’t yet read it in depth.
Is there a canned Julia solution to generating random numbers in parallel so that multiple simulation replications are independent? If I’m running simulations in parallel using multithreading and just have all draw from
GLOBAL_RNG, is that sufficient?