PN Sequences

A pseudorandom number generator (PRNG), also known as a deterministic random bit generator (DRBG), is an algorithm for generating a sequence of numbers whose properties approximate the properties of sequences of random numbers. The PRNG-generated sequence is not truly random, because it is completely determined by a relatively small set of initial values, called the PRNG's seed (which may include truly random values). Although sequences that are closer to truly random can be generated using hardware random number generators, pseudorandom number generators are important in practice for their speed in number generation and their reproducibility.

PRNGs are central in applications such as simulations (e.g. for the Monte Carlo method), electronic games (e.g. for procedural generation), and cryptography. Cryptographic applications require the output not to be predictable from earlier outputs, and more elaborate algorithms, which do not inherit the linearity of simpler PRNGs, are needed.

Good statistical properties are a central requirement for the output of a PRNG. In general, careful mathematical analysis is required to have any confidence that a PRNG generates numbers that are sufficiently close to random to suit the intended use. John von Neumann cautioned about the misinterpretation of a PRNG as a truly random generator, and joked that "Anyone who considers arithmetical methods of producing random digits is, of course, in a state of sin."

A PRNG can be started from an arbitrary initial state using a seed state. It will always produce the same sequence when initialized with that state. The period of a PRNG is defined thus: the maximum, over all starting states, of the length of the repetition-free prefix of the sequence. The period is bounded by the number of the states, usually measured in bits. However, since the length of the period potentially doubles with each bit of "state" added, it is easy to build PRNGs with periods long enough for many practical applications.

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