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Pseudo Random Number Generators

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Basic Concepts in Computational Physics

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Abstract

In a first step the definition of randomness and the mathematical definition of random numbers and sequences are addressed. We move on to describe the properties of an ideal random number generator and concentrate then on pseudo random number generators which are the basic tool in the application of stochastic methods in Computational Physics. Statistical tests to check on the quality of random numbers are discussed in the last part of this chapter.

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Notes

  1. 1.

    From now on we define quite generally the interval out of which random numbers \(x_n\) are drawn by \(x_n\in [0,1]\) keeping in mind that this interval depends on the actual method applied. This method determines whether zero or one is contained in the interval.

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Authors and Affiliations

  1. Faculty of Physics, University of Duisburg-Essen, Lotharstrasse 1-21, 47048, Duisburg, Germany

    Benjamin A. Stickler

  2. Institute of Theoretical and Computational Physics, Graz University of Technology, Graz, Austria

    Ewald Schachinger

Authors
  1. Benjamin A. Stickler
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  2. Ewald Schachinger
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Correspondence to Benjamin A. Stickler .

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Stickler, B.A., Schachinger, E. (2014). Pseudo Random Number Generators. In: Basic Concepts in Computational Physics. Springer, Cham. https://doi.org/10.1007/978-3-319-02435-6_12

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