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Pseudorandom Number Generator
A pseudorandom number generator (PRNG), also known as a deterministic random bit generator (DRBG), is an algorithm for generating a sequence of numbers whose properties approximate the properties of sequences of random numbers. The PRNG-generated sequence is not truly random, because it is completely determined by an initial value, called the PRNG's ''seed'' (which may include truly random values). Although sequences that are closer to truly random can be generated using hardware random number generators, ''pseudorandom number generators'' are important in practice for their speed in number generation and their reproducibility. PRNGs are central in applications such as simulations (e.g. for the Monte Carlo method), electronic games (e.g. for procedural generation), and cryptography. Cryptographic applications require the output not to be predictable from earlier outputs, and more elaborate algorithms, which do not inherit the linearity of simpler PRNGs, are needed. Good statis ...
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Pseudorandom Generator
In theoretical computer science and cryptography, a pseudorandom generator (PRG) for a class of statistical tests is a deterministic procedure that maps a random seed to a longer pseudorandom string such that no statistical test in the class can distinguish between the output of the generator and the uniform distribution. The random seed itself is typically a short binary string drawn from the uniform distribution. Many different classes of statistical tests have been considered in the literature, among them the class of all Boolean circuits of a given size. It is not known whether good pseudorandom generators for this class exist, but it is known that their existence is in a certain sense equivalent to (unproven) circuit lower bounds in computational complexity theory. Hence the construction of pseudorandom generators for the class of Boolean circuits of a given size rests on currently unproven hardness assumptions. Definition Let \mathcal A = \ be a class of functions. The ...
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Monte Carlo Method
Monte Carlo methods, or Monte Carlo experiments, are a broad class of computational algorithms that rely on repeated random sampling to obtain numerical results. The underlying concept is to use randomness to solve problems that might be deterministic in principle. They are often used in physical and mathematical problems and are most useful when it is difficult or impossible to use other approaches. Monte Carlo methods are mainly used in three problem classes: optimization, numerical integration, and generating draws from a probability distribution. In physics-related problems, Monte Carlo methods are useful for simulating systems with many coupled degrees of freedom, such as fluids, disordered materials, strongly coupled solids, and cellular structures (see cellular Potts model, interacting particle systems, McKean–Vlasov processes, kinetic models of gases). Other examples include modeling phenomena with significant uncertainty in inputs such as the calculation o ...
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Journal Of Statistical Software
The ''Journal of Statistical Software'' is a peer-reviewed open-access scientific journal that publishes papers related to statistical software. The ''Journal of Statistical Software'' was founded in 1996 by Jan de Leeuw of the Department of Statistics at the University of California, Los Angeles. Its current editors-in-chief are Achim Zeileis, Bettina Grün, Edzer Pebesma, and Torsten Hothorn. It is published by the Foundation for Open Access Statistics. The journal charges no author fees or subscription fees. The journal publishes peer-reviewed articles about statistical software, together with the source code. It also publishes reviews of statistical software and books (by invitation only). Articles are licensed under the Creative Commons Attribution License, while the source codes distributed with articles are licensed under the GNU General Public License. Articles are often about free statistical software and coverage includes packages for the R programming language. Abs ...
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Xorshift
Xorshift random number generators, also called shift-register generators, are a class of pseudorandom number generators that were invented by George Marsaglia. They are a subset of linear-feedback shift registers (LFSRs) which allow a particularly efficient implementation in software without the excessive use of sparse polynomials. They generate the next number in their sequence by repeatedly taking the exclusive or of a number with a bit-shifted version of itself. This makes execution extremely efficient on modern computer architectures, but it does not benefit efficiency in a hardware implementation. Like all LFSRs, the parameters have to be chosen very carefully in order to achieve a long period. For execution in software, xorshift generators are among the fastest non- cryptographically-secure random number generators, requiring very small code and state. However, they do not pass every statistical test without further refinement. This weakness is amended by combining them w ...
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George Marsaglia
George Marsaglia (March 12, 1924 – February 15, 2011) was an American mathematician and computer scientist. He is best known for creating the diehard tests, a suite of software for measuring statistical randomness. Research on random numbers George Marsaglia established the lattice structure of linear congruential generators in the paper "Random numbers fall mainly in the planes", later termed the Marsaglia's theorem. This phenomenon means that ''n''-tuples with coordinates obtained from consecutive use of the generator will lie on a small number of equally spaced hyperplanes in ''n''-dimensional space. He also developed the diehard tests, a series of tests to determine whether or not a sequence of numbers have the statistical properties that could be expected from a random sequence. In 1995 he published a CD-ROM of random numbers, which included the diehard tests. His diehard paper came with the quotation "Nothing is random, only uncertain" attributed to ''Gail Gasra ...
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Equidistributed
In mathematics, a sequence (''s''1, ''s''2, ''s''3, ...) of real numbers is said to be equidistributed, or uniformly distributed, if the proportion of terms falling in a subinterval is proportional to the length of that subinterval. Such sequences are studied in Diophantine approximation theory and have applications to Monte Carlo integration. Definition A sequence (''s''1, ''s''2, ''s''3, ...) of real numbers is said to be ''equidistributed'' on a non-degenerate interval 'a'', ''b''if for every subinterval 'c'', ''d''of 'a'', ''b''we have :\lim_= . (Here, the notation , ∩ 'c'', ''d'' denotes the number of elements, out of the first ''n'' elements of the sequence, that are between ''c'' and ''d''.) For example, if a sequence is equidistributed in , 2 since the interval .5, 0.9occupies 1/5 of the length of the interval , 2 as ''n'' becomes large, the proportion of the first ''n'' members of the sequence which fall between 0.5 and 0.9 must approach 1/5. Lo ...
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Association For Computing Machinery
The Association for Computing Machinery (ACM) is a US-based international learned society for computing. It was founded in 1947 and is the world's largest scientific and educational computing society. The ACM is a non-profit professional membership group, claiming nearly 110,000 student and professional members . Its headquarters are in New York City. The ACM is an umbrella organization for academic and scholarly interests in computer science ( informatics). Its motto is "Advancing Computing as a Science & Profession". History In 1947, a notice was sent to various people: On January 10, 1947, at the Symposium on Large-Scale Digital Calculating Machinery at the Harvard computation Laboratory, Professor Samuel H. Caldwell of Massachusetts Institute of Technology spoke of the need for an association of those interested in computing machinery, and of the need for communication between them. ..After making some inquiries during May and June, we believe there is ample interest to ...
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Linear-feedback Shift Register
In computing, a linear-feedback shift register (LFSR) is a shift register whose input bit is a linear function of its previous state. The most commonly used linear function of single bits is exclusive-or (XOR). Thus, an LFSR is most often a shift register whose input bit is driven by the XOR of some bits of the overall shift register value. The initial value of the LFSR is called the seed, and because the operation of the register is deterministic, the stream of values produced by the register is completely determined by its current (or previous) state. Likewise, because the register has a finite number of possible states, it must eventually enter a repeating cycle. However, an LFSR with a well-chosen feedback function can produce a sequence of bits that appears random and has a very long cycle. Applications of LFSRs include generating pseudo-random numbers, pseudo-noise sequences, fast digital counters, and whitening sequences. Both hardware and software implementation ...
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List Of Pseudorandom Number Generators
Random number generators are important in many kinds of technical applications, including physics, engineering or mathematical computer studies (e.g., Monte Carlo simulations), cryptography and gambling (on game servers). This list includes many common types, regardless of quality. Pseudorandom number generators (PRNGs) Whenever using a pseudorandom number generator, keep in mind John von Neumann's dictum "Anyone who considers arithmetical methods of producing random digits is, of course, in a state of sin." The following algorithms are pseudorandom number generators. Cryptographic algorithms Cipher algorithms and cryptographic hashes can be used as very high-quality pseudorandom number generators. However, generally they are considerably slower (typically by a factor 2-10) than fast, non-cryptographic random number generators. These include: * Stream ciphers. Popular choices are Salsa20 or ChaCha (often with the number of rounds reduced to 8 for speed), ISAAC, HC-12 ...
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Mersenne Twister
The Mersenne Twister is a general-purpose pseudorandom number generator (PRNG) developed in 1997 by and . Its name derives from the fact that its period length is chosen to be a Mersenne prime. The Mersenne Twister was designed specifically to rectify most of the flaws found in older PRNGs. The most commonly used version of the Mersenne Twister algorithm is based on the Mersenne prime 2^-1. The standard implementation of that, MT19937, uses a 32-bit word length. There is another implementation (with five variants) that uses a 64-bit word length, MT19937-64; it generates a different sequence. Application Software The Mersenne Twister is used as default PRNG by the following software: * Programming languages: Dyalog APL, IDL, R, Ruby, Free Pascal, PHP, Python (also available in NumPy, however the default was changed to PCG64 instead as of version 1.17),, CMU Common Lisp, Embeddable Common Lisp, Steel Bank Common Lisp, Julia (up to Julia 1.6 LTS, still available i ...
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Java Version History
The Java language has undergone several changes since JDK 1.0 as well as numerous additions of classes and packages to the standard library. Since J2SE 1.4, the evolution of the Java language has been governed by the Java Community Process (JCP), which uses ''Java Specification Requests'' (JSRs) to propose and specify additions and changes to the Java platform. The language is specified by the ''Java Language Specification'' (JLS); changes to the JLS are managed undeJSR 901 In September 2017, Mark Reinhold, chief Architect of the Java Platform, proposed to change the release train to "one feature release every six months" rather than the then-current two-year schedule. This proposal took effect for all following versions, and is still the current release schedule. In addition to the language changes, other changes have been made to the Java Class Library over the years, which has grown from a few hundred classes in JDK 1.0 to over three thousand in J2SE  ...
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OpenJDK
OpenJDK (Open Java Development Kit) is a free and open-source implementation of the Java Platform, Standard Edition (Java SE). It is the result of an effort Sun Microsystems began in 2006. The implementation is licensed under the GPL-2.0-only with a linking exception. Were it not for the GPL linking exception, components that linked to the Java class library would be subject to the terms of the GPL license. OpenJDK is the official reference implementation of Java SE since version 7. Components The OpenJDK project produces a number of components: most importantly the virtual machine ( HotSpot), the Java Class Library and the Java compiler (javac). The web-browser plugin and Web Start, which form part of Oracle Java, are not included in OpenJDK. Sun previously indicated that they would try to open-source these components, but neither Sun nor Oracle have done so. The only currently available free plugin and Web Start implementations are those provided by IcedTea. OpenJDK 9+ s ...
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