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  2. 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.

  3. 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 ...

  4. Xorshift - Wikipedia

    en.wikipedia.org/wiki/Xorshift

    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]

  5. Blum Blum Shub - Wikipedia

    en.wikipedia.org/wiki/Blum_Blum_Shub

    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 ...

  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. Inverse transform sampling - Wikipedia

    en.wikipedia.org/wiki/Inverse_transform_sampling

    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.

  8. Middle-square method - Wikipedia

    en.wikipedia.org/wiki/Middle-square_method

    Directed graph of all 100 2-digit pseudorandom numbers obtained using the middle-square method with n = 2. In mathematics and computer science, the middle-square method is a method of generating pseudorandom numbers. In practice it is a highly flawed method for many practical purposes, since its period is usually very short and it has some ...

  9. Lehmer random number generator - Wikipedia

    en.wikipedia.org/wiki/Lehmer_random_number_generator

    The Lehmer random number generator[ 1 ] (named after D. H. Lehmer ), sometimes also referred to as the Park–Miller random number generator (after Stephen K. Park and Keith W. Miller), is a type of linear congruential generator (LCG) that operates in multiplicative group of integers modulo n. The general formula is.