Random Number Generation (RNG)
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.
sin.” John von Neumann (1951)