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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 ...
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.
That is, given the first k bits of a random sequence, there is no polynomial-time algorithm that can predict the (k+1)th bit with probability of success non-negligibly better than 50%. [1] Andrew Yao proved in 1982 that a generator passing the next-bit test will pass all other polynomial-time statistical tests for randomness. [2]
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.
Fortuna is a cryptographically secure pseudorandom number generator (CS-PRNG) devised by Bruce Schneier and Niels Ferguson and published in 2003. It is named after Fortuna, the Roman goddess of chance. FreeBSD uses Fortuna for /dev/random and /dev/urandom is symbolically linked to it since FreeBSD 11. [1] Apple OSes have switched to Fortuna ...
Default generator in R and the Python language starting from version 2.3. Xorshift: 2003 G. Marsaglia [26] It is a very fast sub-type of LFSR generators. Marsaglia also suggested as an improvement the xorwow generator, in which the output of a xorshift generator is added with a Weyl sequence.
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 cryptographically secure pseudo-random number generator (CSPRNG) is a pseudo-random number generator (PRNG) with properties that make it suitable for use in cryptography. See cryptographically secure pseudorandom number generator.