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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 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.
Pseudocode is commonly used in textbooks and scientific publications related to computer science and numerical computation to describe algorithms in a way that is accessible to programmers regardless of their familiarity with specific programming languages.
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. The xorwow generator is the default generator in the CURAND library of the nVidia CUDA application programming interface for graphics processing units.
Wichmann–Hill is a pseudorandom number generator proposed in 1982 by Brian Wichmann and David Hill. [1] It consists of three linear congruential generators with different prime moduli, each of which is used to produce a uniformly distributed number between 0 and 1. These are summed, modulo 1, to produce the result. [2]
Pseudorandom number generator – Algorithm that generates an approximation of a random number sequence; Low-discrepancy sequence – Type of mathematical sequence; Random number generation – Producing a sequence that cannot be predicted better than by random chance; Pseudorandom noise – Pseudo-random signal with characteristics similar to ...
Blum Blum Shub takes the form + =, where M = pq is the product of two large primes p and q.At each step of the algorithm, some output is derived from x n+1; the output is commonly either the bit parity of x n+1 or one or more of the least significant bits of x n+1.
In theoretical computer science and cryptography, a pseudorandom generator (PRG) for a class of statistical tests is a deterministic procedure that maps a random seed to a longer pseudorandom string such that no statistical test in the class can distinguish between the output of the generator and the uniform distribution.