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  2. 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 ]

  3. List of probability distributions - Wikipedia

    en.wikipedia.org/wiki/List_of_probability...

    This does not look random, but it satisfies the definition of random variable. This is useful because it puts deterministic variables and random variables in the same formalism. The discrete uniform distribution, where all elements of a finite set are equally likely. This is the theoretical distribution model for a balanced coin, an unbiased ...

  4. List of random number generators - Wikipedia

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

    Random number generators that use external entropy [ edit ] 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.).

  5. Monte Carlo method - Wikipedia

    en.wikipedia.org/wiki/Monte_Carlo_method

    For example, consider a quadrant (circular sector) inscribed in a unit square. Given that the ratio of their areas is ⁠ π / 4 ⁠, the value of π can be approximated using the Monte Carlo method: [1] Draw a square, then inscribe a quadrant within it. Uniformly scatter a given number of points over the square.

  6. Linear congruential generator - Wikipedia

    en.wikipedia.org/wiki/Linear_congruential_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 ...

  7. Random number generation - Wikipedia

    en.wikipedia.org/wiki/Random_number_generation

    Dice are an example of a 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.

  8. Pseudorandom number generator - Wikipedia

    en.wikipedia.org/wiki/Pseudorandom_number_generator

    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 ...

  9. Reservoir sampling - Wikipedia

    en.wikipedia.org/wiki/Reservoir_sampling

    If we associate with each item of the input a uniformly generated random number, the k items with the largest (or, equivalently, smallest) associated values form a simple random sample. [3] A simple reservoir-sampling thus maintains the k items with the currently largest associated values in a priority queue .