Chapter 7 Random Numbers

Sample page from NUMERICAL RECIPES IN FORTRAN 77: THE ART OF SCIENTIFIC COMPUTING (ISBN 0-521-43064-X) Copyright (C) 1986-1992 by Cambridge University Press.
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Copyright (C) 1986-1992 by Cambridge University Press.Programs Copyright (C) 1986-1992 by Numerical Recipes Software. randomnumbersproducedbyphysicalprocesses.So,becausesuchgeneratorsare knowntoexist,wecanleavetothephilosopherstheproblemofdeningthem. Apragmaticpointofview,then,isthatrandomnessisintheeyeofthebeholder (orprogrammer).Whatisrandomenoughforoneapplicationmaynotberandom enoughforanother.Still,oneisnotentirelyadriftinaseaofincommensurable applicationsprograms:Thereisacertainlistofstatisticaltests,somesensibleand somemerelyenshrinedbyhistory,whichonthewholewilldoaverygoodjob 7.1UniformDeviates Copyright (C) 1986-1992 by Cambridge University Press.Programs Copyright (C) 1986-1992 by Numerical Recipes Software. sweretodisappear fromlibraryshelves,therewouldbeagaponeachshelfaboutasbigasyour st.System-supplied sarealmostalways linearcongruentialgenerators ,which