Random Number Generators
32
Andrew B. Collier From Trinity to Table Games
-
Upload
andrew-collier -
Category
Software
-
view
229 -
download
4
description
An overview of the history of Random Numbers and Random Number Generators (RNGs), followed by a brief description of two specific generators (Linear Congruential and Mersenne Twister). Finally some speculations about how these generators might be improved by incorporating random seeds from physical processes.
Transcript of Random Number Generators
Andrew B. Collier
From Trinity to Table Games
A Random Walk through History
Francis Galton, “Dice for Statistical Experiments,” Nature, 42(1070), pp. 13–14, 1890.
3567
12723489
7234
The RAND Corporation, A Million Random Digits with 100,000 Normal Deviates. 1955.
What's Random?
4
http://xkcd.com/221/
RandomUn pr ed ic ta ble
Irregular
Haphazard
“A completely satisfactory definition of random sequence is yet to be discovered.”
Mathematics Dictionary, James & James
1 2 3 4 5 6 7 8 9 10
Independence Uniformity
0 0 1 1 0 1 1 1 1 0 0 0 1 0 1 0 1 1 0 1 1 0 1 0
0 0 1 1 0 1 1 1 1 0 0 0 1 0 1 0 1 1 0 1 1 0 1 0
1 0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1 051 750 030
1 1 1 1 1 0 0 0 0 0 1 1 1 1 1 0 0 0 0 0 1 1 1 14 205 585
1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 138 187 208
Random Number Generators
WhatDoYouWant?
Independence and Uniformity
Truly Random Numbers
Linear Congruential Generator
a = 2, c = 1, m = 7
RANDU
219937-1 Mersenne Twister
Quo Vadis?
