Well, if you use precomputed jump points, O (1) will work for every existing RNG. Please remember that there is an algorithm that may be better than O (z), but not O (1) - let's say O (log 2 z).
If we talk about jumping to an arbitrary point, everything becomes interesting. For example, for a linear congruent generator, there is a well-known algorithm for moving forward (log 2 z), based on a paper by F. Brown, βGenerating random numbers with an arbitrary step,β Am. Nucl. Soc. (November 1994). Sample code here .
There is LCG RNG in C ++ 11 standard, not sure if fast forward is performed in a specific implementation ( http://en.cppreference.com/w/cpp/numeric/random/linear_congruential_engine )
The PCG family of RNGs have the same property, I suppose
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