IACS Seminar Brian Hayes 2015-02-06
From Natasha Baker on February 23rd, 2015
Modern computing has an insatiable appetite for randomness. Cryptography and other kinds of adversarial computation demand “true” random numbers, which have three key properties: They are unpredictable, uncorrelated, and unbiased. Most other applications rely on pseudorandom numbers, which give up unpredictability but are still uncorrelated and unbiased. A third kind of randomness is even weaker. Quasirandom numbers are neither unpredictable nor uncorrelated; they claim only to be unbiased. They don’t even “look” random. Nevertheless, in some circumstances quasirandom numbers seem to be superior to pseudorandom ones. For example, they allow faster convergence or better error bounds in certain Monte Carlo simulations. Although quasirandom numbers have been known since the 1950s, some of their useful properties have been recognized only in the past few years, and they are not yet fully understood.