Tuesday, 27 February 2018

monte carlo method

Notwithstanding the adage that only God can generate truly random numbers—that is outcomes not contingent on some inscrutable or traceable series of prior actions—or the pronouncement that God does not play dice, in 1955 (and reprinted to the playful derision of critics in 2001) the RAND Corporation published its big book of random numbers, one of the last in the genre, under the title A Million Random Digits with 100,000 Normal Deviates. Made obsolete by the ability of computers to generate serviceably pseudo-random numbers (much like logarithmic tables), such endeavours, made with a roulette wheel and a computer, were important and foundational brokers in cryptography and security ciphers.