Mersenne Twister A Pseudo-Random Number Generator

Pseudo random number generators have been widely used in numbers of applications, particularly simulation and cryptography. Among them is a Mersenne Twister. Introduced in 1998 by Makoto Matsumoto and Takuji Nishimura, it has been a highly preferred generator since it provides long period, high order of dimensional equidistribution, speed and reliability. In this paper, we will focus mainly on describing the theories and algorithm of the Mersenne Twister. We also briefly introduce its variants and discuss its limitations and improvements.