To order Numerical Recipes books,diskettes, or CDROMs visit website or call It may seem perverse to use a computer, that most precise and deterministic of all machines conceived by the human mind, to produce “random” numbers. More than perverse, it may seem to be a conceptual impossibility. Any program, after all, will produce output that is entirely predictable, hence not truly “random.” | Chapter 7. Random Numbers Introduction It may seem perverse to use a computer that most precise and deterministic of all machines conceived by the human mind to produce random numbers. More than perverse it may seem to be a conceptual impossibility. Any program after all will produce output that is entirely predictable hence not truly random. Nevertheless practical computer random number generators are in common use. We will leave it to philosophers of the computer age to resolve the paradox in a deep way see . Knuth 1 for discussion and references . One sometimes hears computer-generated sequences termed pseudo-random while the word random is reserved for the output of an intrinsically random physical process like the elapsed time between clicks of a Geiger counter placed next to a sample of some radioactive element. We will not try to make such fine distinctions. A working though imprecise definition of randomness in the context of computer-generated sequences is to say that the deterministic program that produces a random sequence should be different from and in all measurable respects statistically uncorrelated with the computer program that uses its output. In other words any two different random number generators ought to produce statistically the same results when coupled to your particular applications program. If they don t then at least one of them is not from your point of view a good generator. The above definition may seem circular comparing as it does one generator to another. However there exists a body of random number generators which mutually do satisfy the definition over a very very broad class of applications programs. And it is also found empirically that statistically identical results are obtained from random numbers produced by physical processes. So because such generators are known to exist we can leave to the philosophers the problem of defining them. A pragmatic point of view then is that randomness is in the eye of the .
