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The Mersenne Twister is a general-purpose pseudorandom number generator (PRNG) developed in 1997 by Makoto Matsumoto (松本 眞) and Takuji Nishimura (西村 拓士). [ 1][ 2] Its name derives from the choice of a Mersenne prime as its period length. The Mersenne Twister was designed specifically to rectify most of the flaws found in older PRNGs.
Xorshift random number generators, also called shift-register generators, are a class of pseudorandom number generators that were invented by George Marsaglia. [ 1] They are a subset of linear-feedback shift registers (LFSRs) which allow a particularly efficient implementation in software without the excessive use of sparse polynomials. [ 2]
Inverse transformation sampling takes uniform samples of a number between 0 and 1, interpreted as a probability, and then returns the smallest number such that for the cumulative distribution function of a random variable. For example, imagine that is the standard normal distribution with mean zero and standard deviation one.
Blum Blum Shub ( B.B.S.) is a pseudorandom number generator proposed in 1986 by Lenore Blum, Manuel Blum and Michael Shub [ 1] that is derived from Michael O. Rabin 's one-way function. Blum Blum Shub takes the form. where M = pq is the product of two large primes p and q. At each step of the algorithm, some output is derived from xn+1; the ...
A SWB generator is the basis for the RANLUX generator, [19] widely used e.g. for particle physics simulations. Maximally periodic reciprocals: 1992 R. A. J. Matthews [20] A method with roots in number theory, although never used in practical applications. KISS: 1993 G. Marsaglia [21] Prototypical example of a combination generator. Multiply ...
Often random variables inserted into the model are created on a computer with a random number generator (RNG). The U(0,1) uniform distribution outputs of the random number generator are then transformed into random variables with probability distributions that are used in the system model.
A pseudorandom number generator ( PRNG ), also known as a deterministic random bit generator ( DRBG ), [ 1] is an algorithm for generating a sequence of numbers whose properties approximate the properties of sequences of random numbers. The PRNG-generated sequence is not truly random, because it is completely determined by an initial value ...
The simulation needs to generate random variables of various kinds, depending on the system model. This is accomplished by one or more Pseudorandom number generators. The use of pseudo-random numbers as opposed to true random numbers is a benefit should a simulation need a rerun with exactly the same behavior.