 Pseudorandom number generator

A pseudorandom number generator is a deterministic state-update algorithm producing numbers intended to imitate an independent sequence from a prescribed probability distribution. For Monte Carlo integration, desirable features include good one-dimensional and multidimensional uniformity, a period far longer than the calculation, negligible detectable dependence, reproducible seeds, sufficient numerical precision and fast generation. Uniform marginal distributions alone do not provide independent draws.

A pseudorandom number generator (PRNG) is an algorithm that generates a sequence of numbers that approximates the properties of random numbers. Unlike true random number generators, which rely on physical processes or unpredictable phenomena to generate random numbers (such as radioactivity or thermal noise), PRNGs use deterministic algorithms to produce a sequence of numbers that may appear random.