Math 2.0

Numerical analysis Monte Carlo and quasi-Monte Carlo methods Concept

Pseudorandom number generator

Summary

A pseudorandom number generator is a deterministic algorithm that produces a sequence of numbers meant to look like independent uniform random numbers. It has a finite internal state, updated by a fixed map at each step. An output function reads a number from the state. Because the state space is finite, the sequence is eventually periodic, and the same seed always reproduces the same sequence. Such generators supply the randomness of almost all Monte Carlo computations and simulations.

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Further reading

  1. Web https://en.wikipedia.org/wiki/Pseudorandom_number_generator
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