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SP800-90 series on Random Number Generation, NIST; Random Number Generation in the GNU Scientific Library Reference Manual; Random Number Generation Routines in the NAG Numerical Library; Chris Lomont's overview of PRNGs, including a good implementation of the WELL512 algorithm; Source code to read data from a TrueRNG V2 hardware TRNG
The spectral test is a statistical test for the quality of a class of pseudorandom number generators (PRNGs), the linear congruential generators (LCGs). [1] LCGs have a property that when plotted in 2 or more dimensions, lines or hyperplanes will form, on which all possible outputs can be found. [ 2 ]
Random numbers are frequently used in algorithms such as Knuth's 1964-developed algorithm [1] for shuffling lists. (popularly known as the Knuth shuffle or the Fisher–Yates shuffle, based on work they did in 1938). In 1999, a new feature was added to the Pentium III: a hardware-based random number generator.
For Monte Carlo simulations, an LCG must use a modulus greater and preferably much greater than the cube of the number of random samples which are required. This means, for example, that a (good) 32-bit LCG can be used to obtain about a thousand random numbers; a 64-bit LCG is good for about 2 21 random samples (a little over two million), etc ...
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 is generated that cannot be reasonably predicted better than by random chance.
Knuth started the design of MMIX in 1999, and released the stable version of the design in 2011. [2] The processor is numbered as "2009" with Knuth explaining that this is the arithmetic mean from the numbers of other computer architectures; as well as being "MMIX" in Roman numerals .
It can be shown that if is a pseudo-random number generator for the uniform distribution on (,) and if is the CDF of some given probability distribution , then is a pseudo-random number generator for , where : (,) is the percentile of , i.e. ():= {: ()}. Intuitively, an arbitrary distribution can be simulated from a simulation of the standard ...
An MWC generator is a special form of Lehmer random number generator = which allows efficient implementation of a prime modulus much larger than the machine word size. Normal Lehmer generator implementations choose a modulus close to the machine word size.