As seen in the previous chapters, the use of the Monte Carlo method relies on the availability of uniform random numbers in order to perform random sampling. Although theoretical results for this method are based on the assumption that truly uniform random numbers are used, in practice, and as mentioned in Sect. 1.4, pseudorandom numbers are used. That is, we use sequences of numbers that look like they are random but that are in fact produced by a deterministic algorithm called a pseudorandom number generator (PRNG).
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© 2009 Springer-Verlag New York
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Lemieux, C. (2009). Pseudorandom Number Generators. In: Monte Carlo and Quasi-Monte Carlo Sampling. Springer Series in Statistics. Springer, New York, NY. https://doi.org/10.1007/978-0-387-78165-5_3
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DOI: https://doi.org/10.1007/978-0-387-78165-5_3
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