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LynuxDev.net: Python, Random Numbers, and Monte Carlo Simulation

Jul 01, 2000, 14:14 (0 Talkback[s])


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"As Python becomes more widely accepted and the Python community broadens, it becomes more difficult for one side of the community to see what the other is doing. In response to one comment we received about Python only being useful as a web programming language, we decided it was time to write about the Python random number module, and use it for a couple of simple Monte Carlo simulations."

"When you import the random module, Python uses a Wichmann-Hill pseudo-random number generator. All computer random number generators are generally pseudo-random number generators, because software programs can only generate nearly random sequences. Since this is an article on Python, not on random number generation, we won't go further into the topic, except to say that the Wichmann-Hill algorithm is thought to be pretty good."

"So what, then, can you do with a random number generator? One of the more useful applications of random numbers in scientific computing is something called Monte Carlo simulation. The name refers to the gambling city, and denotes that the technique is based upon random processes, such as dice rolls."

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