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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 ...
The first attempt to provide researchers with a ready supply of random digits was in 1927, when the Cambridge University Press published a table of 41,600 digits developed by L.H.C. Tippett. In 1947, the RAND Corporation generated numbers by the electronic simulation of a roulette wheel; [ 5 ] the results were eventually published in 1955 as A ...
A pseudo-noise code (PN code) or pseudo-random-noise code (PRN code) is one that has a spectrum similar to a random sequence of bits but is deterministically generated. The most commonly used sequences in direct-sequence spread spectrum systems are maximal length sequences, Gold codes, Kasami codes, and Barker codes.
If a full derandomization is desired, a completely deterministic simulation proceeds by replacing the random input to the randomized algorithm with the pseudorandom string produced by the pseudorandom generator. The simulation does this for all possible seeds and averages the output of the various runs of the randomized algorithm in a suitable way.
A pseudorandom binary sequence (PRBS), pseudorandom binary code or pseudorandom bitstream is a binary sequence that, while generated with a deterministic algorithm, is difficult to predict [1] and exhibits statistical behavior similar to a truly random sequence.
Non-uniform random variate generation or pseudo-random number sampling is the numerical practice of generating pseudo-random numbers (PRN) that follow a given probability distribution. Methods are typically based on the availability of a uniformly distributed PRN generator .
In the asymptotic setting, a family of deterministic polynomial time computable functions : {,} {,} for some polynomial p, is a pseudorandom number generator (PRNG, or PRG in some references), if it stretches the length of its input (() > for any k), and if its output is computationally indistinguishable from true randomness, i.e. for any probabilistic polynomial time algorithm A, which ...
A linear congruential generator with base b = 2 32 is implemented as + = (+) , where c is a constant. If a ≡ 1 (mod 4) and c is odd, the resulting base-2 32 congruential sequence will have period 2 32.