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  2. List of random number generators - Wikipedia

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

    Widely used in many programs, e.g. it is used in Excel 2003 and later versions for the Excel function RAND [8] and it was the default generator in the language Python up to version 2.2. [9] Rule 30: 1983 S. Wolfram [10] Based on cellular automata. Inversive congruential generator (ICG) 1986 J. Eichenauer and J. Lehn [11] Blum Blum Shub: 1986

  3. Mersenne Twister - Wikipedia

    en.wikipedia.org/wiki/Mersenne_Twister

    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.

  4. 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.

  5. Randomness test - Wikipedia

    en.wikipedia.org/wiki/Randomness_test

    In some cases, data reveals an obvious non-random pattern, as with so-called "runs in the data" (such as expecting random 0–9 but finding "4 3 2 1 0 4 3 2 1..." and rarely going above 4). If a selected set of data fails the tests, then parameters can be changed or other randomized data can be used which does pass the tests for randomness.

  6. Pseudorandom number generator - Wikipedia

    en.wikipedia.org/wiki/Pseudorandom_number_generator

    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 ...

  7. Inverse transform sampling - Wikipedia

    en.wikipedia.org/wiki/Inverse_transform_sampling

    Inverse transform sampling (also known as inversion sampling, the inverse probability integral transform, the inverse transformation method, or the Smirnov transform) is a basic method for pseudo-random number sampling, i.e., for generating sample numbers at random from any probability distribution given its cumulative distribution function.

  8. Linear congruential generator - Wikipedia

    en.wikipedia.org/wiki/Linear_congruential_generator

    The generator is not sensitive to the choice of c, as long as it is relatively prime to the modulus (e.g. if m is a power of 2, then c must be odd), so the value c=1 is commonly chosen. The sequence produced by other choices of c can be written as a simple function of the sequence when c=1.

  9. Middle-square method - Wikipedia

    en.wikipedia.org/wiki/Middle-square_method

    To generate a sequence of n-digit pseudorandom numbers, an n-digit starting value is created and squared, producing a 2n-digit number. If the result has fewer than 2n digits, leading zeroes are added to compensate. The middle n digits of the result would be the next number in the sequence and returned as the result. This process is then ...