all PRNGs have cycles: that is, they'll produce random numbers x[1], x[2], ... , x[n], then random number x[n+1] = x[1], x[n+2] = x[2], .... often n isn't as big as you'd like, and sometimes there are correlations among x[i] and x[i+k] you really don't want (linear congruent generators have this problem).