random number generators
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
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Andrew B. Collier
From Trinity to Table Games
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A Random Walk through History
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Francis Galton, “Dice for Statistical Experiments,” Nature, 42(1070), pp. 13–14, 1890.
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3567
12723489
7234
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The RAND Corporation, A Million Random Digits with 100,000 Normal Deviates. 1955.
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What's Random?
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4
http://xkcd.com/221/
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RandomUn pr ed ic ta ble
Irregular
Haphazard
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“A completely satisfactory definition of random sequence is yet to be discovered.”
Mathematics Dictionary, James & James
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1 2 3 4 5 6 7 8 9 10
Independence Uniformity
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0 0 1 1 0 1 1 1 1 0 0 0 1 0 1 0 1 1 0 1 1 0 1 0
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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
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Random Number Generators
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WhatDoYouWant?
Independence and Uniformity
Truly Random Numbers
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Linear Congruential Generator
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a = 2, c = 1, m = 7
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RANDU
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219937-1 Mersenne Twister
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Quo Vadis?
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