02-03-2010, 11:22 PM
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Random Number Generators
Random Number Generators
Based upon specific mathematical algorithms
Which are repeatable and sequential
Random
Truly Random
Exhibiting true randomness
Pseudonym
Appearance of randomness but having a specific repeatable pattern
Quasi-random
Having a set of non-random numbers in a randomized order
Problems
Difficult to isolate
Often need to replace current generator
Require
Knowledge of current generator
Sometimes in-depth understanding of random number generators themselves
Large scale tests cause most problems
Needing sometimes millions or billions of random numbers
Desirable Properties
When performing Monte Carlo Simulations
Attributes of each particle should be independent of those attributes of any other particle
Fill the entire attribute space in a manner which is consistent with the physics
Random Number Cycle
Basis
Sequence of pseudonym integers
Some exceptions
Integers (Fixed)
Manipulated arithmetically to yield floating point (real)
Can be presented in either Integer or Real numbers
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