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  2. List of random number generators - Wikipedia

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

    Aperiodic pseudorandom number generators based on infinite words technique. SplitMix 2014 G. L. Steele, D. Lea and C. H. Flood [33] Based upon the final mixing function of MurmurHash3. Included in Java Development Kit 8 and above. Permuted Congruential Generator (PCG) 2014 M. E. O'Neill [34] A modification of LCG. Random Cycle Bit Generator ...

  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. 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.

  5. Diceware - Wikipedia

    en.wikipedia.org/wiki/Diceware

    Diceware is a method for creating passphrases, passwords, and other cryptographic variables using ordinary dice as a hardware random number generator. For each word in the passphrase, five rolls of a six-sided die are required. The numbers from 1 to 6 that come up in the rolls are assembled as a five-digit number, e.g. 43146. That number is ...

  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.

  7. 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 ...

  8. 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 ...

  9. Random number - Wikipedia

    en.wikipedia.org/wiki/Random_number

    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.

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