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Joar Bagge: Introduction to random number generation

Time: Fri 2020-01-24 13.00 - 14.00

Location: KTH, 3418

Lecturer: Joar Bagge

Most programming languages have a function that returns a "random"
number between 0 and 1, a so-called pseudorandom number generator.
But how do these functions work? I will give an overview of different
algorithms used in the past and present, including a cautionary example.
The focus will be on linear congruential generators, which are very
simple, and the Mersenne Twister, which is the default random
number generator in Python, Matlab, Julia, R and many other languages.
No previous knowledge of these algorithms is assumed

Belongs to: Department of Mathematics
Last changed: Jan 17, 2020