Random Number Generators--Principles and Practices


Book Description

Random Number Generators, Principles and Practices has been written for programmers, hardware engineers, and sophisticated hobbyists interested in understanding random numbers generators and gaining the tools necessary to work with random number generators with confidence and knowledge. Using an approach that employs clear diagrams and running code examples rather than excessive mathematics, random number related topics such as entropy estimation, entropy extraction, entropy sources, PRNGs, randomness testing, distribution generation, and many others are exposed and demystified. If you have ever Wondered how to test if data is really random Needed to measure the randomness of data in real time as it is generated Wondered how to get randomness into your programs Wondered whether or not a random number generator is trustworthy Wanted to be able to choose between random number generator solutions Needed to turn uniform random data into a different distribution Needed to ensure the random numbers from your computer will work for your cryptographic application Wanted to combine more than one random number generator to increase reliability or security Wanted to get random numbers in a floating point format Needed to verify that a random number generator meets the requirements of a published standard like SP800-90 or AIS 31 Needed to choose between an LCG, PCG or XorShift algorithm Then this might be the book for you.




Random Number Generation and Monte Carlo Methods


Book Description

Monte Carlo simulation has become one of the most important tools in all fields of science. This book surveys the basic techniques and principles of the subject, as well as general techniques useful in more complicated models and in novel settings. The emphasis throughout is on practical methods that work well in current computing environments.




Random Numbers and Computers


Book Description

This book covers pseudorandom number generation algorithms, evaluation techniques, and offers practical advice and code examples. Random Numbers and Computers is an essential introduction or refresher on pseudorandom numbers in computer science. The first comprehensive book on the topic, readers are provided with a practical introduction to the techniques of pseudorandom number generation, including how the algorithms work and how to test the output to decide if it is suitable for a particular purpose. Practical applications are demonstrated with hands-on presentation and descriptions that readers can apply directly to their own work. Examples are in C and Python and given with an emphasis on understanding the algorithms to the point of practical application. The examples are meant to be implemented, experimented with and improved/adapted by the reader.




How Software Works


Book Description

We use software every day to perform all kinds of magical, powerful tasks. It's the force behind stunning CGI graphics, safe online shopping, and speedy Google searches. Software drives the modern world, but its inner workings remain a mystery to many. How Software Works explains how computers perform common-yet-amazing tasks that we take for granted every day. Inside you'll learn: –How data is encrypted –How passwords are used and protected –How computer graphics are created –How video is compressed for streaming and storage –How data is searched (and found) in huge databases –How programs can work together on the same problem without conflict –How data travels over the Internet How Software Works breaks down these processes with patient explanations and intuitive diagrams so that anyone can understand—no technical background is required, and you won't be reading through any code. In plain English, you'll examine the intricate logic behind the technologies you constantly use but never understood. If you've ever wondered what really goes on behind your computer screen, How Software Works will give you fascinating look into the software all around you.




A Million Random Digits with 100,000 Normal Deviates


Book Description

Not long after research began at RAND in 1946, the need arose for random numbers that could be used to solve problems of various kinds of experimental probability procedures. These applications, called Monte Carlo methods, required a large supply of random digits and normal deviates of high quality, and the tables presented here were produced to meet those requirements.This book was a product of RAND's pioneering work in computing, as well a testament to the patience and persistence of researchers in the early days of RAND. The tables of random numbers in this book have become a standard reference in engineering and econometrics textbooks and have been widely used in gaming and simulations that employ Monte Carlo trials. Still the largest published source of random digits and normal deviates, the work is routinely used by statisticians, physicists, polltakers, market analysts, lottery administrators, and quality control engineers. A 2001 article in the New York Times on the value of randomness featured the original edition of the book, published in 1955 by the Free Press. The rights have since reverted to RAND, and in this digital age, we thought it appropriate to reissue a new edition of the book in its original format, with a new foreword by Michael D. Rich, RAND's Executive Vice President




Random Number Generation and Quasi-Monte Carlo Methods


Book Description

Tremendous progress has taken place in the related areas of uniform pseudorandom number generation and quasi-Monte Carlo methods in the last five years. This volume contains recent important work in these two areas, and stresses the interplay between them. Some developments contained here have never before appeared in book form. Includes the discussion of the integrated treatment of pseudorandom numbers and quasi-Monte Carlo methods; the systematic development of the theory of lattice rules and the theory of nets and (t,s)-sequences; the construction of new and better low-discrepancy point sets and sequences; Nonlinear congruential methods; the initiation of a systematic study of methods for pseudorandom vector generation; and shift-register pseudorandom numbers. Based on a series of 10 lectures presented by the author at a CBMS-NSF Regional Conference at the University of Alaska at Fairbanks in 1990 to a selected group of researchers, this volume includes background material to make the information more accessible to nonspecialists.




Quantum Random Number Generation


Book Description

This book provides an overview of state-of-the-art implementations of quantum random number generators (QRNGs), and especially examines their relation to classical statistical randomness models and numerical techniques for computing random numbers. The reader – who ideally has a background in classical statistics, computer science, or cryptography – is introduced to the world of quantum bits step by step, and explicit relations between QRNGs and their classical counterparts are identified along the way. Random number generation is a major pillar of cryptography. Capitalizing on the randomness inherent in quantum phenomena is a rapidly evolving branch of quantum cryptography with countless applications for the future. The value of quantum randomness for cryptographic purposes is empirically demonstrated in statistical evaluations of QRNGs’ performance compared to classical techniques for true and pseudorandom number generation. The book then provides an overview of technical implementations of QRNGs, before a concluding discussion of major achievements and remaining obstacles in the field rounds out the coverage, while also opening the door for future research directions.




Open Problems in Mathematics and Computational Science


Book Description

This book presents interesting, important unsolved problems in the mathematical and computational sciences. The contributing authors are leading researchers in their fields and they explain outstanding challenges in their domains, first by offering basic definitions, explaining the context, and summarizing related algorithms, theorems, and proofs, and then by suggesting creative solutions. The authors feel a strong motivation to excite deep research and discussion in the mathematical and computational sciences community, and the book will be of value to postgraduate students and researchers in the areas of theoretical computer science, discrete mathematics, engineering, and cryptology.




Uniform Random Numbers


Book Description

In earlier forewords to the books in this series on Discrete Event Dynamic Systems (DEDS), we have dwelt on the pervasive nature of DEDS in our human-made world. From manufacturing plants to computer/communication networks, from traffic systems to command-and-control, modern civilization cannot function without the smooth operation of such systems. Yet mathemat ical tools for the analysis and synthesis of DEDS are nascent when compared to the well developed machinery of the continuous variable dynamic systems char acterized by differential equations. The performance evaluation tool of choice for DEDS is discrete event simulation both on account of its generality and its explicit incorporation of randomness. As it is well known to students of simulation, the heart of the random event simulation is the uniform random number generator. Not so well known to the practitioners are the philosophical and mathematical bases of generating "random" number sequence from deterministic algorithms. This editor can still recall his own painful introduction to the issues during the early 80's when he attempted to do the first perturbation analysis (PA) experiments on a per sonal computer which, unbeknownst to him, had a random number generator with a period of only 32,768 numbers. It is no exaggeration to say that the development of PA was derailed for some time due to this ignorance of the fundamentals of random number generation.