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Random Numbers


Pseudorandom numbers are generated by deterministic algorithms. They are "random" in the sense that, on average, they pass statistical tests regarding their distribution and correlation. They differ from true random numbers in that they are generated by an algorithm, rather than a truly random process. Random number generators (RNGs), like those in MATLAB are algorithms for generating pseudorandom numbers with a specified distribution. A given number may be repeated many times during the sequence, but the entire sequence is not repeated.

A pseudorandom sequence is described by several properties. A random stream is the sequence of values that are returned by a generator. The period of a sequence is its length, that is, the number of values it generates before the entire sequence is repeated. The state is the information the generator keeps internally in order to create successive values in the stream. The seed of a sequence is a single value to define its starting point.

  


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