Wednesday, February 1, 2012

Types of random numbers

While reading these slides I came upon the following classification of random numbers:
  • "Real" random numbers: use a physical source of randomness
  • Pseudo-random numbers: deterministic sequence that passes tests of
    randomness
  • Quasi-random numbers: well distributed (low discrepancy) points
I hadn't heard about quasi-random numbers before. Wikipedia links
to low-discrepancy sequence and has diagrams that point out the difference.

"Real" random numbers are often used in cryptographic applications, and
pseudo-random numbers are used all over the place in simulations and
games.
random.org has a good overview for the other two types:

CharacteristicPseudo-randomReal-random
EfficiencyExcellentPoor
DeterminismDeterministicNon-deterministic
PeriodicityPeriodicAperiodic

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