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Next: Linear Congruential Generators Up: Random Number Generators Project Previous: Kolmogorov Complexity

Random Number Generators

In this section we present several popular random number generators. Most RNGs used for simulation share one common characteristic called periodicity, which will be described in detail in Section 3.1. Longer periods are desirable since large-scale simulations can use millions of random numbers, it would be better off if no number is repeated within a small interval.