Random numbers

"Randomness and random numbers have traditionally been used for a variety of purposes, for example games such as dice games. With the advent of computers, people recognized the need for a means of introducing randomness into a computer program. Surprising as it may seem, however, it is difficult to get a computer to do something by chance. A computer running a program follows its instructions blindly and is therefore completely predictable.

Computer engineers chose to introduce randomness into computers in the form of pseudo-random number generators. As the name suggests, pseudo-random numbers are not truly random. Rather, they are computed from a mathematical formula or simply taken from a precalculated list. A lot of research has gone into pseudo-random number theory and modern algorithms for generating them are so good that the numbers look exactly like they were really random."
More about random numbers:
http://www.random.org/


Random number generators

I used for the simulation uniform random number generator ran1 and subroutine gasdev that transformates random numbers sequence to Gaussian deviates. Those subroutines were published in "Numerical Recipes: the art of scientific programming".

More about random number generators:
On-line random number generator: http://www.randomizer.org/
Numerical recipes homepage: http://www.nr.com/
Rerefences about random number generation: http://random.mat.sbg.ac.at/literature/#Intro

 

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