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  2. Stochastic simulation - Wikipedia

    en.wikipedia.org/wiki/Stochastic_simulation

    Stochastic simulation. A stochastic simulation is a simulation of a system that has variables that can change stochastically (randomly) with individual probabilities. [ 1] Realizations of these random variables are generated and inserted into a model of the system. Outputs of the model are recorded, and then the process is repeated with a new ...

  3. Random seed - Wikipedia

    en.wikipedia.org/wiki/Random_seed

    Random seed. A random seed (or seed state, or just seed) is a number (or vector) used to initialize a pseudorandom number generator . For a seed to be used in a pseudorandom number generator, it does not need to be random. Because of the nature of number generating algorithms, so long as the original seed is ignored, the rest of the values that ...

  4. List of random number generators - Wikipedia

    en.wikipedia.org/wiki/List_of_random_number...

    These approaches combine a pseudo-random number generator (often in the form of a block or stream cipher) with an external source of randomness (e.g., mouse movements, delay between keyboard presses etc.). /dev/random – Unix-like systems; CryptGenRandom – Microsoft Windows; Fortuna

  5. Monte Carlo method - Wikipedia

    en.wikipedia.org/wiki/Monte_Carlo_method

    the (pseudo-random) number generator has certain characteristics (e.g. a long "period" before the sequence repeats) the (pseudo-random) number generator produces values that pass tests for randomness; there are enough samples to ensure accurate results; the proper sampling technique is used; the algorithm used is valid for what is being modeled

  6. Pseudorandom number generator - Wikipedia

    en.wikipedia.org/wiki/Pseudorandom_number_generator

    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 ...

  7. RDRAND - Wikipedia

    en.wikipedia.org/wiki/RdRand

    RDRAND (for "read random") is an instruction for returning random numbers from an Intel on-chip hardware random number generator which has been seeded by an on-chip entropy source. [ 1] It is also known as Intel Secure Key Technology, [ 2] codenamed Bull Mountain. [ 3] Intel introduced the feature around 2012, and AMD added support for the ...

  8. Discrete-event simulation - Wikipedia

    en.wikipedia.org/wiki/Discrete-event_simulation

    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.

  9. Random number generation - Wikipedia

    en.wikipedia.org/wiki/Random_number_generation

    Dice are an example of a mechanical hardware random number generator. When a cubical die is rolled, a random number from 1 to 6 is obtained. Random number generation is a process by which, often by means of a random number generator (RNG), a sequence of numbers or symbols that cannot be reasonably predicted better than by random chance is generated.