A Family of Better Random Number Generators

Algorithmic random number generators are everywhere, used for all kinds of tasks, from simulation to computational creativity.

Yet most people haven't given much thought to the random number generators they use. Is the RNG you're using a good source of randomness? What does it even mean to be a good RNG?

In this talk, we will examine the desirable properties of a random number generator including performance, correctness, uniformity, and unpredictability, as well as sound mathematical grounding.

We will observe how the RNGs in widespread use lack desirable properties (most commonly failing statistical tests for randomness).

Then we will show how a simple twist on a venerable-but-flawed RNG technique can provide all the properties we desire, resulting in the PCG family of RNGs.

Speaker: Melissa O'Neill, Harvey Mudd College