Random Number Generator, Beta testers wanted

Cuchulainn · November 25th, 2004, 9:26 am

> The only requirement is a soundcard, doesn't even need to be connected to anything.> Lots of electormagnetic hiss,pops, crackles, clicks appear if you turn the volume up real loud. Can we talk a liitle on this at the Counting house?

DominicConnor · November 25th, 2004, 11:23 am

Random numbers at the Random Walkers ?

Cuchulainn · November 25th, 2004, 1:07 pm

> Random numbers at the Random Walkers good one. DCFC's midnight random runners

arnao · November 25th, 2004, 2:01 pm

Quote The only requirement is a soundcard, doesn't even need to be connected to anything.Lots of electormagnetic hiss,pops, crackles, clicks appear if you turn the volume up real loud. lol, I didn't realize it was a hoax...

Cuchulainn · November 25th, 2004, 2:35 pm

> Lots of electormagnetic hissAlso in the Counting House?

Russell · November 25th, 2004, 4:08 pm

QuoteHowever, I'm a bit more optimistic about generating the normally distributed values people in Quant finance use, since I can swap the moderately slow exp based implementations for some adds and a divide.Another method for generating normals (which has good statistical properties, and is relatively low overhead) is the Ziggurat method. It's a type of rejection method, which can be applied to a host of final distributions.For paper on subject see:http://www.jstatsoft.org/v05/i08/ziggurat.pdf

DominicConnor · November 25th, 2004, 4:33 pm

lol, I didn't realize it was a hoax.Err no.Here's an experiment you can do at home...Go to the Windows sound recorder.Record a minute of "silence".Save as file 1Record another minute of silence.Save as file twoCompare the 2 files. (Fc from the command line will do)They're not the same.you've just recorded the sound of one hand clapping.If you use a tool like Ent to measure the entropy of the two files you find that it is different as well.Of course the entropy is nowhere need good enough to make a RNG directly, but a bit of bit fiddling can do that.

Cuchulainn · November 29th, 2004, 1:39 pm

I am interested in U(0,1) random variable generation.Any easy C code for this; in Linux I used drand48() in the past.thx for any help