random number generators
Post on 02-Jul-2015
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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?
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