Lecture 12: Monte Carlo Integration (58)

In most of the programming languages, random or rand function are returning pseudo random numbers with periods or hidden structures. See https://www.random.org/analysis/ for a visual compare between true random number generator and pseudo-random number generator. C++ uses linear congruential generators (LCG) to generate random numbers, which is also pseudo-random. However, it can pass several randomness tests, so it looks sufficiently random in most of the cases.

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