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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
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.
However, generally they are considerably slower (typically by a factor 2–10) than fast, non-cryptographic random number generators. These include: Stream ciphers. Popular choices are Salsa20 or ChaCha (often with the number of rounds reduced to 8 for speed), ISAAC, HC-128 and RC4. Block ciphers in counter mode.
One iteration of the middle-square method, showing a 6-digit seed, which is then squared, and the resulting value has its middle 6 digits as the output value (and also as the next seed for the sequence). Directed graph of all 100 2-digit pseudorandom numbers obtained using the middle-square method with n = 2.
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 ...
In some cases, data reveals an obvious non-random pattern, as with so-called "runs in the data" (such as expecting random 0–9 but finding "4 3 2 1 0 4 3 2 1..." and rarely going above 4). If a selected set of data fails the tests, then parameters can be changed or other randomized data can be used which does pass the tests for randomness.
Lavarand, also known as the Wall of Entropy, is a hardware random number generator designed by Silicon Graphics that worked by taking pictures of the patterns made by the floating material in lava lamps, extracting random data from the pictures alledgedly using the result to seed a 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 ...