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Random numbers and periodicity

Posted 10 years ago

Hi,

I have somewhere read that random numbers are generated as pseudorandom numbers. In computer it is often given by the remainder after division etc. For starting is set SeedRandom. My question is how long sequence for periodicity is. Is it possible to find out or to change sequence length? I would like use Random for Monte Carlo method and I would like know if it is useful. Next problem is when the SeedRandom is set - automatically?

Thank you for your potential answer.

Mirek

POSTED BY: Mirek M
2 Replies
Posted 10 years ago

This is exactly what I wanted to know. Thank you.

POSTED BY: Mirek M

Take a look at the documentation http://reference.wolfram.com/language/tutorial/RandomNumberGeneration.html

Several methods are supported but the default uses cellular automata. It used to be rule 30, see Stephen Wolfram's "A New Kind of Science" which has passed all of the tests for randomness. The order of its period is large, on the order of all possible states. For example, if the initial condition had 100 bits, the possible states are 2^100. (Of course there is more to randomness than the order of the period.) I don't know what rule is used now, but it performs even better.

At the Wolfram Science Summer School, we've had a few students investigate the randomness in cellular automata randomness generators. Someone could be interested in randomness as a matter of science, that would be for the Wolfram Science Summer School, but maybe someone is interested in randomness as a matter of technology (e.g. cryptography, signals, etc.) and that would be for the new program focusing on technological innovation.

POSTED BY: Todd Rowland
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