Lecture

Random Number Generators: Properties and Examples

In course

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Description

This lecture introduces the concept of random number generators (RNGs), focusing on uniform random number generators and pseudo-random number generators. It covers the definition, general structure, properties, and examples of RNGs, such as Linear Congruential Generators (LCG) and Multiple Recursive Generators (MRG). The lecture also discusses combined generators and the assessment of RNG quality through empirical tests. Additionally, it explores non-parametric goodness-of-fit tests like Q-Q plots and the Kolmogorov-Smirnov Test.

Instructor

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Official source

https://mediaspace.epfl.ch/media/0_gzny592v

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Ontological neighbourhood

Statistics

Statistical inference: Statistical hypothesis testing

Computer engineering

Computer security: Pseudorandomness

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