Random number generation

Practical pseudo-RNG implementation. See also pseudorandomness for theories Monte Carlo for some applications, and for some background theory algorithmic statistics.

Uniform PRNGs

Generating uniformly distributed numbers on some interval, such as [0,1].

I constantly have to do this in languages that do not conveniently support…

  • local

  • seedable

  • convenient

… PRNGs.

Javascript doesn’t support seeding. Supercollider does but insists on a per-thread RNG. MaxMSP is a miscellany of folly as usual.

Non-uniform RNG algorithms

Say you have a uniform RNG but you need… Poisson? Gaussian? RNGs. Now what?

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