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  2. List of random number generators - Wikipedia

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

    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 ...

  3. 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

  4. 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 ...

  5. 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.

  6. Inverse transform sampling - Wikipedia

    en.wikipedia.org/wiki/Inverse_transform_sampling

    Inverse transform sampling (also known as inversion sampling, the inverse probability integral transform, the inverse transformation method, or the Smirnov transform) is a basic method for pseudo-random number sampling, i.e., for generating sample numbers at random from any probability distribution given its cumulative distribution function .

  7. Mersenne Twister - Wikipedia

    en.wikipedia.org/wiki/Mersenne_Twister

    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.

  8. Randomness test - Wikipedia

    en.wikipedia.org/wiki/Randomness_test

    Randomness test. A randomness test (or test for randomness ), in data evaluation, is a test used to analyze the distribution of a set of data to see whether it can be described as random (patternless). In stochastic modeling, as in some computer simulations, the hoped-for randomness of potential input data can be verified, by a formal test for ...

  9. ACORN (random number generator) - Wikipedia

    en.wikipedia.org/.../ACORN_(random_number_generator)

    The ACORN or ″ A dditive Co ngruential R andom N umber″ generators are a robust family of pseudorandom number generators (PRNGs) for sequences of uniformly distributed pseudo-random numbers, introduced in 1989 and still valid in 2019, thirty years later. Introduced by R.S.Wikramaratna, [1] ACORN was originally designed for use in ...