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  2. List of random number generators - Wikipedia

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

    Widely used in many programs, e.g. it is used in Excel 2003 and later versions for the Excel function RAND and it was the default generator in the language Python up to version 2.2. Rule 30: 1983 S. Wolfram Based on cellular automata. Inversive congruential generator (ICG) 1986 J. Eichenauer and J. Lehn Blum Blum Shub: 1986

  3. 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 ...

  4. Random number generation - Wikipedia

    en.wikipedia.org/wiki/Random_number_generation

    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. This means that the particular outcome sequence will contain ...

  5. Sobol sequence - Wikipedia

    en.wikipedia.org/wiki/Sobol_sequence

    As for the generation of Sobol’ numbers, they are clearly aided by the use of Gray code () = ⌊ / ⌋ instead of n for constructing the n-th point draw. Suppose we have already generated all the Sobol’ sequence draws up to n − 1 and kept in memory the values x n −1, j for all the required dimensions.

  6. 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.

  7. 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 .

  8. 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 ...

  9. Hardware random number generator - Wikipedia

    en.wikipedia.org/wiki/Hardware_random_number...

    A USB-pluggable hardware true random number generator. In computing, a hardware random number generator (HRNG), true random number generator (TRNG), non-deterministic random bit generator (NRBG), or physical random number generator is a device that generates random numbers from a physical process capable of producing entropy (in other words, the device always has access to a physical entropy ...