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Pseudo-Random Numbers

Monte Carlo simulations are inherently probabilistic, and thus make frequent use of programs to generate random numbers, as do many other applications. On a computer these numbers are not random at all -- they are strictly deterministic and reproduceable, but they look like a stream of random numbers. For this reason such programs are more correctly called pseudo-random number generators.

A standard pseudo-random number generator aims to produce a sequence of real random numbers that are uncorrelated and uniformly distributed in the interval [0,1). Such a generator can also be used to produce random integers and sequences with a probability distribution that is not uniform.



Paul Coddington, Northeast Parallel Architectures Center at Syracuse University, paulc@npac.syr.edu