Of course the output of a deterministic algorithm cannot be random in the sense that it shares all mathematical properties with a sample of iid random variables, for this reason numbers generated this way are also sometimes called âpseudo random numbersâ. Most simulations use a deterministic algorithm to generate sequences of numbers as a substitute for true random numbers. Random numbers play a central role in computer simulations that incorporate some sort of random influence.
Deterministic pseudo random number generator algorithm series#
These algorithms are used in many different contexts, Azimuth will concentrate on simulations of processes in Earth sciences, simulations in the context of Time series analysis. The only exception is when ârandomâ numbers are obtained from some physical process which is believed to follow a different distribution.) (Variates from other distributions are almost always obtained by processing series of uniform psuedo-random variates see references.
These are sequences that share certain statistical properties with sequences of iid (independent identical distributed) samples of a uniformly distributed random variable. This page is about deterministic computer algorithms that can be used to generate (pseudo-) random numbers (sometimes call PRNGs).