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  2. Pseudorandom number generator - Wikipedia

    en.wikipedia.org/wiki/Pseudorandom_number_generator

    Distances between where certain values occur are distributed differently from those in a random sequence distribution. Defects exhibited by flawed PRNGs range from unnoticeable (and unknown) to very obvious. An example was the RANDU random number algorithm used for decades on mainframe computers. It was seriously flawed, but its inadequacy went ...

  3. Linear congruential generator - Wikipedia

    en.wikipedia.org/wiki/Linear_congruential_generator

    This is especially noticeable in scripts that use the mod operation to reduce range; modifying the random number mod 2 will lead to alternating 0 and 1 without truncation. Contrarily, some libraries use an implicit power-of-two modulus but never output or otherwise use the most significant bit, in order to limit the output to positive two's ...

  4. List of random number generators - Wikipedia

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

    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

  5. 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

  6. Random seed - Wikipedia

    en.wikipedia.org/wiki/Random_seed

    A random seed (or seed state, or just seed) is a number (or vector) used to initialize a pseudorandom number generator. A pseudorandom number generator's number sequence is completely determined by the seed: thus, if a pseudorandom number generator is later reinitialized with the same seed, it will produce the same sequence of numbers.

  7. Random number generation - Wikipedia

    en.wikipedia.org/wiki/Random_number_generation

    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.

  8. Expected value - Wikipedia

    en.wikipedia.org/wiki/Expected_value

    Any definition of expected value may be extended to define an expected value of a multidimensional random variable, i.e. a random vector X. It is defined component by component, as E[ X ] i = E[ X i ] .

  9. Random variable - Wikipedia

    en.wikipedia.org/wiki/Random_variable

    The random variable then takes values which are real numbers from the interval [0, 360), with all parts of the range being "equally likely". In this case, X = the angle spun. Any real number has probability zero of being selected, but a positive probability can be assigned to any range of values.