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PRBS generators are used in telecommunication, such as in analog-to-information conversion, [2] but also in encryption, simulation, correlation technique and time-of-flight spectroscopy. The most common example is the maximum length sequence generated by a (maximal) linear feedback shift register (LFSR).
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 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.
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Random number generators are important in many kinds of technical applications, including physics, engineering or mathematical computer studies (e.g., Monte Carlo simulations), cryptography and gambling (on game servers). This list includes many common types, regardless of quality or applicability to a given use case.
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