Random Numbers and Monte Carlo Methods

Many computer application, ranging from simulations to video games and 3D-graphics, take advantage of computer-generated numeric sequences that have properties very similar to truly random variables. Sequences generated by computer algorithms through mathematical operations are not really random, having no intrinsic unpredictability, and are necessarily deterministic and reproducible. Indeed, the possibility to reproduce exactly the same sequence of computer-generated numbers with a computer algorithm is often a good feature for many application.