[Illinois] PHYS466 2013 Lecture 13: Random Number Generators
[Illinois] PHYS 466 Lecture 13: Random Number Generators
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1. Random Number Generation (RNG)
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2. Random numbers on a computer
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3. Intel's new RNG: Ivy Bridge
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4. Desired Properties of RNG on a…
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5. Pseudo Random Sequence
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6. Period or Cycle Length (L)
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7. Common PRNG Generators
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8. Uniformity
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9. Example of LCG: linear congrue…
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10. Example of LCG: In+1 = a In + …
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11. For LCG(5,1,16,0): In+1 = 5 In…
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12. Sequential RNG Problems
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13. LCG Numbers fall in planes.
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14. SPRNG: originally a NCSA proje…
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15. What is a chisquare test?
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16. Chi-squared test of randomness
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17. See "Numerical Recipes" on res…
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