Pseudorandom number generator (source code)

= Pseudorandom number generator
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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.