[Andrew Prock]

I'm not sure which problem that you're talking about. But the problems that I've encountered have to do with selecting scenarios for monte carlo evaluation. One pseudo random number is easy to generate. Take the problem of selecting cards at random.

If you select two cards purely at random, there is a chance you will select the same card. If you have many hands to fill out, and you pick purely random cards, then the more cards you select, the greater the chance of a collision. This is why the old version of PokerStove would go very slow with lots of random hands.

The problem is that if you select cards for a specific hand first, and remove those cards from the deck, then you're not generating scenarios uniformly over all possible scenarios. For monte carlo to work, the scanrios generated must be drawn uniformly from all possible scenarios.

Solving this problem efficiently is non-trivial.

I hope that helps.

- Andrew