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Art of Computer Programming, Volume 2, The: Seminumerical Algorithms by Donald E. Knuth

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Chapter Three. Random Numbers

Any one who considers arithmetical methods of producing random digits is, of course, in a state of sin.

JOHN VON NEUMANN (1951)

Lest men suspect your tale untrue, Keep probability in view.

JOHN GAY (1727)

There wanted not some beams of light to guide men in the exercise of their Stocastick faculty.

JOHN OWEN (1662)

3.1. Introduction

Numbers that are “chosen at random” are useful in many different kinds of applications. For example:

a) Simulation. When a computer is being used to simulate natural phenomena, random numbers are required to make things realistic. Simulation covers many fields, from the study of nuclear physics (where particles are subject to random collisions) to operations research (where people ...

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