The University of Queensland

PhD Journal Club Talk

“The basics of pseudo-random number generators”
by Vivien Challis

11am, Tuesday 21^st October, 2008

Priestley Building, room 706

Abstract:

On a new topic for the PhD journal club, I'd like to introduce pseudo-random number generators from a non-expert perspective.  I'll describe the simple generation algorithm used in many random number generators, give examples of both good and bad pseudo-random number generators, and give some practical advice for people using random numbers in statistical simulations.

This discussion will lead up to next week, where I plan to describe the algorithm behind today's pseudo-random number generator of choice: the Mersenne Twister.

The setting for these talks is quite informal as we are all non-experts. We aim to spark a good discussion on an interesting topic, so all are invited to attend. If you would like to contribute or have any queries please email Katrina: keh@maths.uq.edu.au.