Random number generators discussion

In your description of the URNG classes you mention they are thread-safe and that each thread should have one instance that is initialised with a different seed e.g. by adding 1 to the seed for each new instance.
I was under the impression that this may be dangerous in certain circumstances e.g. it may introduce inter-thread correlations that mess up statistics on aggregrating results across threads.
Isn't this why the creators of MT came up with dynamic creator for parallel computing work?
Anyway, it would be great if you could shed some light on this subject for me.
Thanks a lot,
Mike

BTW - loved your work on optimisation

There is a *theoretical* possibility that the subsequences overlap, which of course would make your calculations invalid. But this possibility is only theoretical. The probability that subsequences will actually overlap is so small that it will never happen. Mathematical purists may want to eliminate this possibility completely. That's why prof. Matsumoto has suggested using completely different parameters for each seed. This feature is not currently implemented in my software library. I may add it in the future when I get the time, but I am too busy on other projects right now.