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?
- Luc Devroye’s wonderful and unexpectedly deep Non-Uniform Random Variate Generation
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