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Sobol’ sequences (also called LP τ sequences or ( t , s) sequences in base 2) are an example of quasi-random low-discrepancy sequences. They were first introduced by the Russian mathematician Ilya M. Sobol’ (Илья Меерович Соболь) in 1967. [1]
A maximum length sequence ( MLS) is a type of pseudorandom binary sequence . They are bit sequences generated using maximal linear-feedback shift registers and are so called because they are periodic and reproduce every binary sequence (except the zero vector) that can be represented by the shift registers (i.e., for length- m registers they ...
Dice are an example of a mechanical hardware random number generator. When a cubical die is rolled, a random number from 1 to 6 is obtained. Random 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.
In computing, a linear-feedback shift register ( LFSR) is a shift register whose input bit is a linear function of its previous state. The most commonly used linear function of single bits is exclusive-or (XOR). Thus, an LFSR is most often a shift register whose input bit is driven by the XOR of some bits of the overall shift register value.
Fisher–Yates shuffle. The Fisher–Yates shuffle is an algorithm for shuffling a finite sequence. The algorithm takes a list of all the elements of the sequence, and continually determines the next element in the shuffled sequence by randomly drawing an element from the list until no elements remain. [ 1] The algorithm produces an unbiased ...
A pseudorandom binary sequence (PRBS), pseudorandom binary code or pseudorandom bitstream is a binary sequence that, while generated with a deterministic algorithm, is difficult to predict [ 1] and exhibits statistical behavior similar to a truly random sequence. PRBS generators are used in telecommunication, such as in analog-to-information ...
A pseudorandom number generator ( PRNG ), also known as a deterministic random bit generator ( DRBG ), [1] 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 ...
Points from Sobol sequence are more evenly distributed. In numerical analysis, the quasi-Monte Carlo method is a method for numerical integration and solving some other problems using low-discrepancy sequences (also called quasi-random sequences or sub-random sequences) to achieve variance reduction. This is in contrast to the regular Monte ...