Random Number Generators: Basics and Algorithms

This lecture covers the fundamentals of random number generators, distinguishing between true random numbers from physical sources and pseudo random numbers generated by deterministic algorithms. It explains the criteria for evaluating pseudo random number sequences, such as uniformity and absence of correlations. The lecture delves into the modulo generator algorithm, detailing the congruential algorithm and its limitations. It also explores advanced techniques like the shuffle algorithm and the combination of different series to enhance randomness. The RAN2 algorithm, proposed by 'Numerical Recipes', is presented as a comprehensive approach combining various methods.