Contents of the lecture

(Pseudo)random numbers

• Uniform distributions - periodicity, uniformity, correlation; Linear congruent method
• Intrinsic generators of pseudorandom numbers
• (qualitative and quantitative) tests of uniformity and correlation

Random numbers with non uniform distributions

• inverse transformation method
• acceptance-rejection
• specific algorithms (e.g. gaussian distribution: Box-Muller algorithm; the central limit theorem)

  See slides, and also:

- Chapter 6 "Deterministic Randomness" and Chapter 7 from "Computational Physics" by Landau-Paez

- The chapter " Random Numbers" from the book  Numerical Recipes