RandomnessIn common usage, randomness is the apparent or actual lack of definite pattern or predictability in information. A random sequence of events, symbols or steps often has no order and does not follow an intelligible pattern or combination. Individual random events are, by definition, unpredictable, but if the probability distribution is known, the frequency of different outcomes over repeated events (or "trials") is predictable. For example, when throwing two dice, the outcome of any particular roll is unpredictable, but a sum of 7 will tend to occur twice as often as 4.
Random number generationRandom number generation is a process by which, often by means of a random number generator (RNG), a sequence of numbers or symbols that cannot be reasonably predicted better than by random chance is generated. This means that the particular outcome sequence will contain some patterns detectable in hindsight but unpredictable to foresight. True random number generators can be hardware random-number generators (HRNGs), wherein each generation is a function of the current value of a physical environment's attribute that is constantly changing in a manner that is practically impossible to model.
Cryptographically secure pseudorandom number generatorA cryptographically secure pseudorandom number generator (CSPRNG) or cryptographic pseudorandom number generator (CPRNG) is a pseudorandom number generator (PRNG) with properties that make it suitable for use in cryptography. It is also loosely known as a cryptographic random number generator (CRNG). Most cryptographic applications require random numbers, for example: key generation nonces salts in certain signature schemes, including ECDSA, RSASSA-PSS The "quality" of the randomness required for these applications varies.
Pseudorandom number generatorA pseudorandom number generator (PRNG), also known as a deterministic random bit generator (DRBG), is an algorithm for generating a sequence of numbers whose properties approximate the properties of sequences of random numbers. The PRNG-generated sequence is not truly random, because it is completely determined by an initial value, called the PRNG's seed (which may include truly random values).
Hardware random number generatorIn computing, a hardware random number generator (HRNG), true random number generator (TRNG) or non-deterministic random bit generator (NRBG) is a device that generates random numbers from a physical process capable of producing entropy (in other words, the device always has access to a physical entropy source), rather than by means of an algorithm. Such devices are often based on microscopic phenomena that generate low-level, statistically random "noise" signals, such as thermal noise, the photoelectric effect, involving a beam splitter, and other quantum phenomena.
Statistical randomnessA numeric sequence is said to be statistically random when it contains no recognizable patterns or regularities; sequences such as the results of an ideal dice roll or the digits of π exhibit statistical randomness. Statistical randomness does not necessarily imply "true" randomness, i.e., objective unpredictability. Pseudorandomness is sufficient for many uses, such as statistics, hence the name statistical randomness. Global randomness and local randomness are different.
RandomizationRandomization is the process of making something random. Randomization is not haphazard; instead, a random process is a sequence of random variables describing a process whose outcomes do not follow a deterministic pattern, but follow an evolution described by probability distributions. For example, a random sample of individuals from a population refers to a sample where every individual has a known probability of being sampled. This would be contrasted with nonprobability sampling where arbitrary individuals are selected.
Random seedA random seed (or seed state, or just seed) is a number (or vector) used to initialize a pseudorandom number generator. For a seed to be used in a pseudorandom number generator, it does not need to be random. Because of the nature of number generating algorithms, so long as the original seed is ignored, the rest of the values that the algorithm generates will follow probability distribution in a pseudorandom manner.
Linear congruential generatorA linear congruential generator (LCG) is an algorithm that yields a sequence of pseudo-randomized numbers calculated with a discontinuous piecewise linear equation. The method represents one of the oldest and best-known pseudorandom number generator algorithms. The theory behind them is relatively easy to understand, and they are easily implemented and fast, especially on computer hardware which can provide modular arithmetic by storage-bit truncation.
PseudorandomnessA pseudorandom sequence of numbers is one that appears to be statistically random, despite having been produced by a completely deterministic and repeatable process. Simply put, the problem is that many of the sources of randomness available to humans (such as rolling dice) rely on physical processes not readily available to computer programs. The generation of random numbers has many uses, such as for random sampling, Monte Carlo methods, board games, or gambling.
Monte Carlo methodMonte Carlo methods, or Monte Carlo experiments, are a broad class of computational algorithms that rely on repeated random sampling to obtain numerical results. The underlying concept is to use randomness to solve problems that might be deterministic in principle. They are often used in physical and mathematical problems and are most useful when it is difficult or impossible to use other approaches. Monte Carlo methods are mainly used in three problem classes: optimization, numerical integration, and generating draws from a probability distribution.
CryptographyCryptography, or cryptology (from κρυπτός "hidden, secret"; and γράφειν graphein, "to write", or -λογία -logia, "study", respectively), is the practice and study of techniques for secure communication in the presence of adversarial behavior. More generally, cryptography is about constructing and analyzing protocols that prevent third parties or the public from reading private messages. Modern cryptography exists at the intersection of the disciplines of mathematics, computer science, information security, electrical engineering, digital signal processing, physics, and others.
Mersenne TwisterThe Mersenne Twister is a general-purpose pseudorandom number generator (PRNG) developed in 1997 by ja and Takuji Nishimura. Its name derives from the fact that its period length is chosen to be a Mersenne prime. The Mersenne Twister was designed specifically to rectify most of the flaws found in older PRNGs. The most commonly used version of the Mersenne Twister algorithm is based on the Mersenne prime . The standard implementation of that, MT19937, uses a 32-bit word length.
Low-discrepancy sequenceIn mathematics, a low-discrepancy sequence is a sequence with the property that for all values of N, its subsequence x1, ..., xN has a low discrepancy. Roughly speaking, the discrepancy of a sequence is low if the proportion of points in the sequence falling into an arbitrary set B is close to proportional to the measure of B, as would happen on average (but not for particular samples) in the case of an equidistributed sequence. Specific definitions of discrepancy differ regarding the choice of B (hyperspheres, hypercubes, etc.
Deterministic algorithmIn computer science, a deterministic algorithm is an algorithm that, given a particular input, will always produce the same output, with the underlying machine always passing through the same sequence of states. Deterministic algorithms are by far the most studied and familiar kind of algorithm, as well as one of the most practical, since they can be run on real machines efficiently. Formally, a deterministic algorithm computes a mathematical function; a function has a unique value for any input in its domain, and the algorithm is a process that produces this particular value as output.
Randomness extractorA randomness extractor, often simply called an "extractor", is a function, which being applied to output from a weak entropy source, together with a short, uniformly random seed, generates a highly random output that appears independent from the source and uniformly distributed. Examples of weakly random sources include radioactive decay or thermal noise; the only restriction on possible sources is that there is no way they can be fully controlled, calculated or predicted, and that a lower bound on their entropy rate can be established.
Randomness testA randomness test (or test for randomness), in data evaluation, is a test used to analyze the distribution of a set of data to see whether it can be described as random (patternless). In stochastic modeling, as in some computer simulations, the hoped-for randomness of potential input data can be verified, by a formal test for randomness, to show that the data are valid for use in simulation runs. In some cases, data reveals an obvious non-random pattern, as with so-called "runs in the data" (such as expecting random 0–9 but finding "4 3 2 1 0 4 3 2 1.
Key generationKey generation is the process of generating keys in cryptography. A key is used to encrypt and decrypt whatever data is being encrypted/decrypted. A device or program used to generate keys is called a key generator or keygen. Modern cryptographic systems include symmetric-key algorithms (such as DES and AES) and public-key algorithms (such as RSA). Symmetric-key algorithms use a single shared key; keeping data secret requires keeping this key secret. Public-key algorithms use a public key and a private key.
Game of chanceA game of chance is in contrast with a game of skill. It is a game whose outcome is strongly influenced by some randomizing device. Common devices used include dice, spinning tops, playing cards, roulette wheels, numbered balls, or in the case of digital games random number generators. A game of chance may be played as gambling if players wage money or anything of monetary value. Alternatively, a game of skill is one in which the outcome is determined mainly by mental or physical skill, rather than chance.
Randomized algorithmA randomized algorithm is an algorithm that employs a degree of randomness as part of its logic or procedure. The algorithm typically uses uniformly random bits as an auxiliary input to guide its behavior, in the hope of achieving good performance in the "average case" over all possible choices of random determined by the random bits; thus either the running time, or the output (or both) are random variables.
