Random Number Generation (RNG)

read “Numerical Recipes” on random numbers and chi-squared test

Today we discuss how to generate and test random numbers.

What is a random number?

• A single number is not random.Only an infinite sequence can be described as random.
• Random means the absence of order. (Negative property).
• Can an intelligent gambler make money by betting on the next numbers that will turn up?
• All subsequences are equally distributed. This is the property that MC uses to do

  integrals and that you will test for in homework.

Anyone who considers arithmetical methods of random digits is, of course, in a state of

sin.” John von Neumann (1951)

“Random numbers should not be chosen at random.” Knuth (1986)

Researchers should cite this work as follows:

• David M. Ceperley (2009), "Illinois PHYS 466, Lecture 9: Probability tools & Random number generators," http://nanohub.org/resources/6422.

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