How is exactly that we talk about "true random" numbers when we are actually measuring something. I mean, isn't measuring almost the opposite of randomness.
Som articles says that, for example, throwing a dice is "true random". Of course it isn't Pseudo-random, but is it even random?? If you could have a machine that throw dices from de exactly same position and always in the same direction with the exact same force always: woudn't it always turn out the same number? (I thing it does).
Please, can someone help me understand "true random" numbers??
Randomness is essentially a measure of how much we don't know. The universe may or may not be truly deterministic, it doesn't matter - we don't know (and have no foreseeable way of knowing) what the exact time between 2 cosmic ray impacts will be. For pseudorandom numbers, we do, in principle, have a way of knowing, because we can recreate the initial conditions and get the same output again.
Quantum effects are the source of this "True Randomness". E.g. the Heisenberg Uncertanity Principle says that your dice thrower can't exactly define both impulse and location of its throwing arm. (Reading up on pop-sci quantum physics can be scary - the predictability and stability of our world seems to be no more than a great feat of statistics.)
[edit] Since it came up in the comments: There are other, less "obscure" processes "looking random", e.g. wear and air turbulence for a die roll. However, all these things could be argued to be beyond our knowledge but fundamentally deterministic (assuming an objective reality.) Quantum processes are truly random at least under the widely accepted Copenhagen interpretation. [/edit]
There are - as mentioned in other replies - appliances that turn quantum effects into observable random number generators. There are algorithms to "extract" the randomness of any stream of data. There are test algorithms to check if a stream of data "behaves" like a random stream.
OTOH you can argue rather successfully that "random" is a man-made concept, i.e. something that isn't integral part of the objective world, but our limit of understanding (though the uncertainty principle is considered to be not just an observer effect).
When someone asks for any random number generator, the counter question should be: for what application? In the context of this discussion: who do you need to fool? Pseudo vs. True are just generation mechanisms, not fundamental opposites.
In that sense, chaotic beahvior is often "random enough" for most purposes, and can be created with few degrees of freedom already.
I think that when some talks about "true random" numbers in IT this is always from measuring/observing something that is thought to be random in contrast to the pseudo-random algorithms that will always return the very same pattern (given the same starting point or after wrapping around after a certain length). For example, I've heard about devices that measure the electric noise produced by some components like transistors. This is indeed "more" random than a deterministic algorithm.
To increase the "randomness" I know that for example Linux tries to incorporate various external events into its random number generator, for example mouse movements, key presses (AFAIK even duration of key presses), timings from the HD, etc. pp. That is, they try to improve the deterministic algorithm by adding indeterministic sources to it.
For true randomness you'll need to observe physical events. Try this.
True random numbers are those impossible to predict even when you have all the information you can currently collect. For example, the decay of radioactive atoms, wind direction and velocity at different places in the world or even the noise generated by a webcam (this list is in decreasing degrees of impossibility to predict.) There is no guarantee that what's random now will be random a thousand years from now.
Pseudo random numbers are totally possible to predict with the right information, either exploting flaws or knowing the seeds.
To get as close as possible to true random numbers in a computer, you'd need some special hardware.
The crucial difference is that we currently don't know how to predict stuff considered random, but we do currently know how to predict pseudo random numbers.
See this question for all the information you could possibly want about this.
I suppose, theoretically, a precise machine could be built that could skew the results of a die throw. In practice, though, there is always some level of variation that can't be predicted. That's where the randomness comes from. Certainly when a person throws a die, there is so much variation in each throw that the result is "truly random".
Computers can generate "true random" numbers by making use of random phenomena like quantum mechanical effects, or electro-magnetic noise.
On computer (Quartz) you can't generate true random because 2+2 is always 4. Then your random can be only pseudo random better or not better depends on how good this is hashed.
True randomization is a problem when you are working with logic, logic isn't random (at least not if it's working correctly..) That's the reason to why some cryptographic programs ask you to move your mouse in a random pattern since it's hard to reverse engineer you ;)
Anyway, as #DarkDust said, and #mdrg mentioned, you have to rely on physical observations, an example would be to hook up a radition meter and observe when some radioactive materia falls apart. Or measure the wind speed outside. Or measure the noise in some transistor. With some mathematical transformation it's impossible (apart from brute force..) to reverse engineer that random number then.
Randomness is really important for a large set of problem solving techniques in AI, economics, physics etc. The need to impose a probability distribution over a set of possible outcomes drives the need for better and better random number generation.
That said, true randomness is probably a debatable concept. Deterministically speaking it shouldn't happen - a la your dice tossing example. I think this is kind of a sensitive argument for philosophers. In reality we can take 'random' measurement with a geiger counter and some radioactive material. In an ideal setting this gives us a pretty good result made by measurement.
From a human perspective the randomness of our number generators only needs to achieve a certain probability of being random given a priori knowledge of the desired complexity of the outcome the random numbers are going to be required for.
If you think about using Bayes principle given the degree of true randomness measured by some arbitrary notion about how good your random numbers are (In the form of a probability distribution) then you can say something about 'trueness' of man-made random number generation. In fact the 'trueness' will approach zero as the period of a truely random number generator is infinite. This only matters when you get that far but we can't - so 'truely random' is a pretty useless distinction for computer scientists who know how to design a nice pseudo-random (everything is pseudo-random relative to some scale) number generator.
Experiments have shown that coin tossing by a human is not random - it appears that there is roughly a 51% chance that the face upwards when the coin is tossed will show when it lands.
Any physical event that is based on very large numbers is likely to generate true random numbers - examples are white noise or the last few digits of the number of transactions in a day on a major stock market.
Measurement is not the opposite of randomness. Measuring randomness can only be done on very large numbers of the random event, and is statistical in nature. What measuring randomness does is look for patterns in the event at different levels - single events, runs of two events, runs of three events etc. A pseudo random generator will generate patterns, if only the full cycle of the generator, but the better generators show fewer patterns.
From Japan, we are producing modules and PC-boards for True random number generator with the self check function.
I think, you can study what is the true random from our "theory" web pagem since how to check the random number randomness is equal to understanding the true randomness.
Please visit our web site, www.letech-rng.jp, and you can see, we joined Monte-Carlo conference 2010, and presented this theory. And also, you can download our paper at the conference, if you like.
Any number produced by applying classical physics cannot be truly random, because the parameters can be known and outcomes can be influenced by outside interference. The throw of the dice for example is not random. However, since influencing or determining the result of the throw would be very complicated, most people would call this a "true" random result. For all intents and purposes, it can be considered random. But strictly speaking, it is not truly random. Even the weather is not random. It can (theoretically) be influenced and predicting it is immensely complicated. In theory, you can know all parameters that influence it. In practice, you can't, but that's not good enough for true randomness, where actual theoretical impossibility of prediction or influence is a must.
The only true source of randomness, where the result is not predictable even when all involved parameters are known and outside interference cannot influence the result in any predictable manner, is the observation of certain quantum events. It has been mathematically proven that quantum behavior is unpredictable. Radioactive decay, for example. Random number generators based on radioactive decay do actually exist. An easier source of true randomness is the observation of photons reflecting off of a semi-transparent mirror. Such RNGs also exist. A search for "quantum random number generators" should give some quite interesting reads.
I have created a random pad using microphone audio input of the room noise combined with a pseudorandom. This is the only possible way I could think of (adding some kind of an analog, unpredicted, signal) to create true randomness.
Related
Basically I'm looking for a detective function. I pass it a list of integers (probably between 20 and 100 integers) and it tell me "Yeah, 84% chance this came from a PRNG, I tested it against the main ones that most modern programming languages use", or "No, only 12% chance this came from a well-known PRNG".
If it helps (or hinders), the integers will always be between 1 and 999.
Does this exist?
Unless you are prepared to break new ground in number theory, you would only be able to detect obsolete, badly designed, or poorly seeded PRNGs. Good PRNGs are explicitly designed to prevent what you are trying to do. Random number generation is a critical part of digital cryptography, so a lot of effort goes into producing random numbers that meet all known tests.
There are batteries of tests to profile PRNGs. See for example this NIST page.
As the comments point out, the first two sentences are overstated and are only strictly true for PRNGs that may be used in cryptography. Weaker (i.e. more predictable) PRNGs might be chosen for other domains in order to improve time or space performance.
You can write a battery of tests for a list of candidate generators, but there are a lot of generators, and some have enormous state where adjacent values of a well-seeded generator will reveal nothing useful and you'll have to see wait for a long time before you can get the two data points which will have an informative relationship.
On the plus side; while the list of random number generators that you might encounter is vast, there are telltale signs that will help you identify some classes of simple generators quickly and then you can perform focussed analysis to derive the specific configuration.
Unfortunately even a simple generator like KISS shows that while the generator can be trivially broken when you know its configuration, it can hide its signature from anything that does not know its configuration, leaving you in a situation where you have to individually test for every possible configuration.
There are quality tests like dieharder and TestU01 which will consume many megabytes of data to identify any weakness in a generator; however, these can also identify weaknesses in real RNGs, so they could give a strong false positive.
To consume only a 100 integers you would really need to have a list of generators in mind. For example, to detect LCG used inappropriately, you simply test to see if the bottom three bits cycle through a repeating pattern of 8 values -- but this is by far the easiest case.
If you had a sequence 625 or more 32-bit integers, you could detect with high confidence whether it was from consecutive calls to Mersenne Twister. That is because it leaks state information in the output values.
For an example of how it is done, see this blog entry.
Similar results are in theory possible when you don't have ideal data such as full 32-bit integers, but you would need a longer sequence and the maths gets harder. You would also need to know - or perhaps guess by trying obvious options - how the numbers were being reduced from the larger range to the smaller one.
Similar results are possible from other PRNGs, but generally only the non-cryptographic ones.
In principle you could identify specific PRNG sequences with very high confidence, but even simple barriers such as missing numbers from the strict sequence can make it a lot harder. There will also be many PRNGs that you will not be able to reliably detect, and typically you will either have close to 100% confidence of a match (to a hackable PRNG) or 0% confidence of any match.
Whether or not a PRNG is a hackable (and therefore could be detected by the numbers it emits) is not a general indicator of PRNG quality. Obviously, "hackable" is opposite to a requirement for "secure", so don't consider Mersenne Twister for creating unguessable codes. However, do consider it as a source of randomness for e.g. neural networks, genetic algorithms, monte-carlo simulations and other places where you need a lot of statistically random-looking data.
A good RNG ought to pass several statistical tests of randomness. For example, uniform real values in the range 0 to 1 can be binned into a histogram with roughly equal counts in each bin, give or take some due to statistical fluctuations. These counts obey some distribution, I don't recall offhand if it's Poisson or binomial or what, but in any case these distributions have tails. Same idea applies to tests for correlations, subtle periodicities etc.
A high quality RNG will occasionally fail a statistical test. It is good advice to be suspicious of RNGs that look to perfect.
Well, I'm crazy and would like to generate (reproducibly) "too perfect" random numbers, ones suspiciously lacking in those random fluctuations in statistical measures. Histograms come out too flat, variances of moving-box averages come out too small, correlations suspiciously close to zero, etc. Looking for RNGs that pass all statistical tests too cleanly. What known RNGs are like this? Is there published research on this idea?
One unacceptable answer: some of the poorer linear congruential counter generators have too flat a distribution, but totally flunk most tests of randomness.
Related to this is the generation of random number streams with a known calibrated amount of imperfection. A lump in the distribution is easy - just generate a nonuniform distribution approximating the idea (e.g see Generating non-uniform random numbers) but what about introducing calibrated amounts of higher order correlations while maintaining a correct, or too perfect, distribution?
Apparently the Mersenne Twister, a commonly used random number generator, fails the DieHarder tests by being "too random". In other words, certain tests consistently come too close to their expected value under true randomness.
You can't. If it is flat in one test this will mean failure in another one, since the flatness shows it is not random.
You could try something like:
numbers = [1, 2, 3, 4, 5, 6] * 100
random.shuffle(numbers)
to get a random sequence with a perfect uniform distribution.
I think what you're looking for may be a quasi-random sequence. A quasi-random sequence jitters around but in a self-avoiding way, not clumping as much as a random sequence. When you look at how many points fall in different bins, the distribution will work out "too well" compared to a random sequence.
Also, this article may be relevant: When people ask for a random sequence, they’re often disappointed with what they get.
If you wish to generate a set of random numbers while tied to a set a correlation, you may want to investigate the Cholesky decomposition. I suspect from there you would just need a simple transformation to generate your "too perfect" random numbers.
By definition, a PRNG (pseudorandom number generator) cannot generate truly random numbers. No matter what trick you use to generate your pseudorandom sequence, there exists a test that will expose the trick, by showing the actual nonrandomness.
The folks at the National Institutes of Standards and Technology Computer Security Division have an abiding interest in RNGs and being able to measure the degree of randomness. I found this while looking for the old DIEHARD suite of PRNG tests.
The folks at the National Security Agency have an abiding interest in RNGs also, but they aren't going to tell you much.
What is the best algorithm to take a long sequence of integers (say 100,000 of them) and return a measurement of how random the sequence is?
The function should return a single result, say 0 if the sequence is not all all random, up to, say 1 if perfectly random. It can give something in-between if the sequence is somewhat random, e.g. 0.95 might be a reasonably random sequence, whereas 0.50 might have some non-random parts and some random parts.
If I were to pass the first 100,000 digits of Pi to the function, it should give a number very close to 1. If I passed the sequence 1, 2, ... 100,000 to it, it should return 0.
This way I can easily take 30 sequences of numbers, identify how random each one is, and return information about their relative randomness.
Is there such an animal?
…..
Update 24-Sep-2019: Google may have just ushered in an era of quantum supremacy says:
"Google’s quantum computer was reportedly able to solve a calculation — proving the randomness of numbers produced by a random number generator — in 3 minutes and 20 seconds that would take the world’s fastest traditional supercomputer, Summit, around 10,000 years. This effectively means that the calculation cannot be performed by a traditional computer, making Google the first to demonstrate quantum supremacy."
So obviously there is an algorithm to "prove" randomness. Does anyone know what it is? Could this algorithm also provide a measure of randomness?
Your question answers itself. "If I were to pass the first 100,000 digits of Pi to the function, it should give a number very close to 1", except the digits of Pi are not random numbers so if your algorithm does not recognise a very specific sequence as being non-random then it's not very good.
The problem here is there are many types of non random-ness:-
eg. "121,351,991,7898651,12398469018461" or "33,27,99,3000,63,231" or even "14297141600464,14344872783104,819534228736,3490442496" are definitely not random.
I think what you need to do is identify the aspects of randomness that are important to you-
distribution, distribution of digits, lack of common factors, the expected number of primes, Fibonacci and other "special" numbers etc. etc.
PS. The Quick and Dirty (and very effective) test of randomness does the file end up roughly the same size after you gzip it.
It can be done this way:
CAcert Research Lab does a Random Number Generator Analysis.
Their results page evaluates each random sequence using 7 tests (Entropy, Birthday Spacing, Matrix Ranks, 6x8 Matrix Ranks, Minimum Distance, Random Spheres, and the Squeeze). Each test result is then color coded as one of "No Problems", "Potentially deterministic" and "Not Random".
So a function can be written that accepts a random sequence and does the 7 tests.
If any of the 7 tests are "Not Random" then the function returns a 0. If all of the 7 tests are "No Problems", then it returns a 1. Otherwise, it can return some number in-between based on how many tests come in as "Potentially Deterministic".
The only thing missing from this solution is the code for the 7 tests.
You could try to zip-compress the sequence. The better you succeed the less random the sequence is.
Thus, heuristic randomness = length of zip-code/length of original sequence
As others have pointed out, you can't directly calculate how random a sequence is but there are several statistical tests that you could use to increase your confidence that a sequence is or isn't random.
The DIEHARD suite is the de facto standard for this kind of testing but it neither returns a single value nor is it simple.
ENT - A Pseudorandom Number Sequence Test Program, is a simpler alternative that combines 5 different tests. The website explains how each of these tests works.
If you really need just a single value, you could pick one of the 5 ENT tests and use that. The Chi-Squared test would probably be the best to use, but that might not meet the definition of simple.
Bear in mind that a single test is not as good as running several different tests on the same sequence. Depending on which test you choose, it should be good enough to flag up obviously suspicious sequences as being non-random, but might not fail for sequences that superficially appear random but actually exhibit some pattern.
You can treat you 100.000 outputs as possible outcomes of a random variable and calculate associated entropy of it. It will give you a measure of uncertainty. (Following image is from wikipedia and you can find more information on Entropy there.) Simply:
You just need to calculate the frequencies of each number in the sequence. That will give you p(xi) (e.g. If 10 appears 27 times p(10) = 27/L where L is 100.000 for your case.) This should give you the measure of entropy.
Although it will not give you a number between 0 to 1. Still 0 will be minimal uncertainty. However the upper bound will not be 1. You need to normalize the output to achieve that.
What you seek doesn't exist, at least not how you're describing it now.
The basic issue is this:
If it's random then it will pass tests for randomness; but the converse doesn't hold -- there's no test that can verify randomness.
For example, one could have very strong correlations between elements far apart and one would generally have to test explicitly for this. Or one could have a flat distribution but generated in a very non-random way. Etc, etc.
In the end, you need to decide on what aspects of randomness are important to you, and test for these (as James Anderson describes in his answer). I'm sure if you think of any that aren't obvious how to test for, people here will help.
Btw, I usually approach this problem from the other side: I'm given some set of data that looks for all I can see to be completely random, but I need to determine whether there's a pattern somewhere. Very non-obvious, in general.
"How random is this sequence?" is a tough question because fundamentally you're interested in how the sequence was generated. As others have said it's entirely possible to generate sequences that appear random, but don't come from sources that we'd consider random (e.g. digits of pi).
Most randomness tests seek to answer a slightly different questions, which is: "Is this sequence anomalous with respect to a given model?". If you're model is rolling ten sided dice, then it's pretty easy to quantify how likely a sequence is generated from that model, and the digits of pi would not look anomalous. But if your model is "Can this sequence be easily generated from an algorithm?" it becomes much more difficult.
I want to emphasize here that the word "random" means not only identically distributed, but also independent of everything else (including independent of any other choice).
There are numerous "randomness tests" available, including tests that estimate p-values from running various statistical probes, as well as tests that estimate min-entropy, which is roughly a minimum "compressibility" level of a bit sequence and the most relevant entropy measure for "secure random number generators". There are also various "randomness extractors", such as the von Neumann and Peres extractors, that could give you an idea on how much "randomness" you can extract from a bit sequence. However, all these tests and methods can only be more reliable on the first part of this definition of randomness ("identically distributed") than on the second part ("independent").
In general, there is no algorithm that can tell, from a sequence of numbers alone, whether the process generated them in an independent and identically distributed way, without knowledge on what that process is. Thus, for example, although you can tell that a given sequence of bits has more zeros than ones, you can't tell whether those bits—
Were truly generated independently of any other choice, or
form part of an extremely long periodic sequence that is only "locally random", or
were simply reused from another process, or
were produced in some other way,
...without more information on the process. As one important example, the process of a person choosing a password is rarely "random" in this sense since passwords tend to contain familiar words or names, among other reasons.
Also I should discuss the article added to your question in 2019. That article dealt with the task of sampling from the distribution of bit strings generated by pseudorandom quantum circuits, and doing so with a low rate of error (a task specifically designed to be exponentially easier for quantum computers than for classical computers), rather than the task of "verifying" whether a particular sequence of bits (taken out of its context) was generated "at random" in the sense given in this answer. There is an explanation on what exactly this "task" is in a July 2020 paper.
In Computer Vision when analysing textures, the problem of trying to gauge the randomness of a texture comes up, in order to segment it. This is exactly the same as your question, because you are trying to determine the randomness of a sequence of bytes/integers/floats. The best discussion I could find of image entropy is http://www.physicsforums.com/showthread.php?t=274518 .
Basically, its the statistical measure of randomness for a sequence of values.
I would also try autocorrelation of the sequence with itself. In the autocorrelation result, if there is no peaks other than the first value that means there is no periodicity to your input.
I would use Claude Shannon’s Information Entropy algorithm. You can find the calculation on Youtube easily. I guess it really depends upon why you want this to be measured, and what type of reporting you want to do with the data points you collect.
#JohnFx "... mathematically impossible."
poster states: take a long sequence of integers ...
Thus, just as limits are used in The Calculus, we can take the value as being the value - the study of Chaotics shows us finite limits may 'turn on themselves' producing tensor fields that provide the illusion of absolute(s), and which can be run as long as there is time and energy. Due to the curvature of space-time, there is no perfection - hence the op's "... say 1 if perfectly random." is a misnomer.
{ noted: ample observations on that have been provided - spare me }
According to your position, given two byte[] of a few k, each randomized independently - op could not obtain "a measurement of how random the sequence is" The article at Wiki is informative, and makes definite strides dis-entagling the matter, but
In comparison to classical physics, quantum physics predicts that the properties of a quantum mechanical system depend on the measurement context, i.e. whether or not other system measurements are carried out.
A team of physicists from Innsbruck,
Austria, led by Christian Roos and
Rainer Blatt, have for the first time
proven in a comprehensive experiment
that it is not possible to explain
quantum phenomena in non-contextual
terms.
Source: Science Daily
Let us consider non-random lizard movements. The source of the stimulus that initiates complex movements in the shed tails of leopard geckos, under your original, corrected hyper-thesis, can never be known. We, the experienced computer scientists, suffer the innocent challenge posed by newbies knowing too well that there - in the context of an un-tainted and pristine mind - are them gems and germinators of feed-forward thinking.
If the thought-field of the original lizard produces a tensor-field ( deal with it folks, this is front-line research in sub-linear physics ) then we could have "the best algorithm to take a long sequence" of civilizations spanning from the Toba Event to present through a Chaotic Inversion". Consider the question whether such a thought-field produced by the lizard, taken independently, is a spooky or knowable.
"Direct observation of Hardy's paradox
by joint weak measurement with an
entangled photon pair," authored by
Kazuhiro Yokota, Takashi Yamamoto,
Masato Koashi and Nobuyuki Imoto from
the Graduate School of Engineering
Science at Osaka University and the
CREST Photonic Quantum Information
Project in Kawaguchi City
Source: Science Daily
( considering the spooky / knowable dichotomy )
I know from my own experiments that direct observation weakens the absoluteness of perceptible tensors, distinguishing between thought and perceptible tensors is impossible using only single focus techniques because the perceptible tensor is not the original thought. A fundamental consequence of quantaeus is that only weak states of perceptible tensors can be reliably distinguished from one another without causing a collapse into a unified perceptible tensor. Try it sometime - work on the mainifestation of some desired eventuality, using pure thought. Because an idea has no time or space, it is therefore in-finite. ( not-finite ) and therefore can attain "perfection" - i.e. absoluteness. Just for a hint, start with the weather as that is the easiest thing to influence ( as least as far as is currently known ) then move as soon as can be done to doing a join from the sleep-state to the waking-state with virtually no interruption of sequential chaining.
There is an almost unavoidable blip there when the body wakes up but it is just like when the doorbell rings, speaking of which brings an interesting area of statistical research to funding availability: How many thoughts can one maintain synchronously? I find that duality is the practical working limit, at triune it either breaks on the next thought or doesn't last very long.
Perhaps the work of Yokota et al could reveal the source of spurious net traffic...maybe it's ghosts.
As per Knuth, make sure you test the low-order bits for randomness, since many algorithms exhibit terrible randomness in the lowest bits.
Although this question is old, it does not seem "solved", so here is my 2 cents, showing that it is still an important problem that can be discussed in simple terms.
Consider password security.
The question was about "long" number sequences, "say 100.000", but does not state what is the criterium for "long". For passwords, 8 characters might be considered long. If those 8 chars were "random", it might be considered a good password, but if it can be easily guessed, a useless password.
Common password rules are to mix upper case, numbers and special characters. But the commonly used "Password1" is still a bad password. (okay, 9-char example, sorry) So how many of the methods of the other answers you apply, you should also check if the password occurs in several dictionaries, including sets of leaked passwords.
But even then, just imagine the rise of a new Hollywood star. This may lead to a new famous name that will be given to newborns, and may become popular as a password, that is not yet in the dictionaries.
If I am correctly informed, it is pretty much impossible to automatically verify that a password selected by a human is random and not derived with an easy to guess algorithm. And also that a good password system should work with computer-generated random passwords.
The conclusion is that there is no method to verify if an 8-char password is random, let alone a good and simple method. And if you cannot verify 8 characters, why would it be easier to verify 100.000 numbers?
The password example is just one example of how important this question of randomness is; think also about encryption. Randomness is the holy grail of security.
Measuring randomness? In order to do so, you should fully understand its meaning. The problem is, if you search the internet you will reach the conclusion that there is a nonconformity concept of randomness. For some people it's one thing, for others it's something else. You'll even find some definitions given through a philosophical perspective. One of the most frequent misleading concepts is to test if "it's random or not random". Randomness is not a "yes" or a "no", it could be anything in between. Although it is possible to measure and quantify "randomness", its concept should remain relative regarding its classification and categorization. So, to say that something is random or not random in an absolute way would be wrong because it's relative and even subjective for that matter. Accordingly, it is also subjective and relative to say that something follows a pattern or doesn't because, what's a pattern? In order to measure randomness, you have to start off by understanding it's mathematical theoretical premise. The premise behind randomness is easy to understand and accept. If all possible outcomes/elements in your sample space have the EXACT same probability of happening than randomness is achieved to it's fullest extent. It's that simple. What is more difficult to understand is linking this concept/premise to a certain sequence/set or a distribution of outcomes of events in order to determine a degree of randomness. You could divide your sample into sets or subsets and they could prove to be relatively random. The problem is that even if they prove to be random by themselves, it could be proven that the sample is not that random if analyzed as a whole. So, in order to analyze the degree of randomness, you should consider the sample as a whole and not subdivided. Conducting several tests to prove randomness will necessarily lead to subjectiveness and redundancy. There are no 7 tests or 5 tests, there is only one. And that test follows the already mentioned premise and thus determines the degree of randomness based on the outcome distribution type or in other words, the outcome frequency distribution type of a given sample. The specific sequence of a sample is not relevant. A specific sequence would only be relevant if you decide to divide your sample into subsets, which you shouldn't, as I already explained. If you consider the variable p(possible outcomes/elements in sample space) and n(number of trials/events/experiments) you will have a number of total possible sequences of (p^n) or (p to the power of n). If we consider the already mentioned premise to be true, any of these possible sequences have the exact same probability of occurring. Because of this, any specific sequence would be inconclusive in order to calculate the "randomness" of a sample. What is essential is to calculate the probability of the outcome distribution type of a sample of happening. In order to do so, we would have to calculate all the sequences that are associated with the outcome distribution type of a sample. So if you consider s=(number of all possible sequences that lead to a outcome distribution type), then s/(p^n) would give you a value between 0 and 1 which should be interpreted as being a measurement of randomness for a specific sample. Being that 1 is 100% random and 0 is 0% random. It should be said that you will never get a 1 or a 0 because even if a sample represents the MOST likely random outcome distribution type it could never be proven as being 100%. And if a sample represents the LEAST likely random outcome distribution type it could never be proven as being 0%. This happens because since there are several possible outcome distribution types, no single one of them can represent being 100% or 0% random. In order to determine the value of variable (s), you should use the same logic used in multinominal distribution probabilities. This method applies to any number of possible outcomes/elements in sample space and to any number of experiments/trials/events. Notice that, the bigger your sample is, the more are the possible outcome frequency distribution types, and the less is the degree of randomness that can be proven by each one of them.
Calculating [s/(n^t)]*100 will give you the probability of the outcome frequency dirtibution type of a set occuring if the source is truly random. The higher the probability the more random your set is. To actually obtain a value of randomness you would have to divide [s/(n^t)] by the highest value [s/(n^t)] of all possible outcome frequency distibution types and multiply by 100.
My kids asked me this question and I couldn't really give a concise, understandable explanation.
So I'm hoping someone on SO can.
How about, "Because computers just follow instructions, and random numbers are the opposite of following instructions. If you make a random number by following instructions, then it's not very random! Imagine trying to give someone instructions on how to choose a random number."
Here's a kid friendly explanation:
Get a Dice (the number of sides doesn't matter)
Write these down on a piece of paper:
Move right
Move up
Move up
Turn the dice over
Move down
Move right
Show them the dice and paper. Explain that the dice represents the computer and the
paper represent the math or algorithm that tells the computer what number it will return.
Now, roll the dice. Tell them that you are "seeding" or asking the computer to start at a random dice position.
Follow each step in the paper (move right) by moving the dice.
Let's say that you threw a 6 sided die and it was seeded at 5. By moving right, you get a 4.
Explain that the computer must start with a starting value. This could be given by any number of sources such as the date or mouse movement. Show them that how they throw the dice determines the starting value.
Explain that the piece of paper is how the computer get the next number. Tell them that the instructions on the paper can be changed as easily as the algorithm for the random generator can be changed by the programmer.
Have fun showing them the various possibilities that is only limited by their imaginations.
Now for the answer to your question:
Tell them that when a good mathematician knows the starting value and what step the computer is currently at, the mathematician can tell what is the next value of the random number.
Ask the child were to hide the paper and throw the dice.
Then ask the child to follow the steps on the paper, you then write down how he gets the next random number.
Afterwards, show them your paper. Now that you have a copy of their random number generator, its easy for anyone else to "guess" the next random to come out.
No matter how creative the child is with their algorithm, you should still be able to deduce their algorithm. Tell your child that in the computer world, nothing is hidden and just by observation, even if its just the numbers that was observed, the random number algorithm can be discovered.
...as a side effect, if the child was able to come up with a good algorithm that confused you, in which you can't deduce the next sequence, then you have a bright child. :D
Here's my attempt at explaining randomness at an approximately eighth-grade level. Hope your kids find it useful!
Surprising as it may seem, a computer is not very smart. Computers must follow their instructions blindly, and are therefore completely predictable. A computer that doesn't follow its instructions in this manner is, in fact, broken! We want computers to do exactly what we tell them.
That's precisely what makes it hard to do things randomly. Computers must be told a sequence of instructions on how to generate random numbers. But that's not really random, because if you gave anybody else the instructions and the same starting point, they could come up with the same answers. So computers can't be truly random just by following instructions.
Ask them to devise a step-by-step method to generate a random number.
And don't accept "pick a number from 1 to 10" as an answer ;)
Trying out a problem should illustrate the difficulty of having to generate random numbers from a set of instructions, just like what computers actually have to do.
Because computers are deterministic machines.
Generating random numbers on a computer is like playing "Eenie meenie miney moe" when choosing who's It first in a game of tag. On the surface it does look random, but when you get into the details, it's completely deterministic. It's hard to make eenie meenie miney moe into a scheme that a person really can't predict the outcome of.
Also there's some difficulties with getting the distribution nice and even.
Because given any input, an algorithm produces the exact same output every single time. And you can't just provide a "random" input, because you're trying to generate the random number in the first place.
"Kids, unless they're broken, computers never lie, and they always do what you tell them to do. Even when we are disappointed by the results, it always turns out that they were doing what they were told to do with complete fidelity. They can only do two things: add one and one, and move a number from one place to another. If you want them to produce random numbers, you need to explain to them how to do that in terms of adding one and one and moving. Once you have explained that, the results will not be random."
Because the only true source of randomness exists at the quantum level. With suitable hardware assists, computers can access this level. for example, they can sample the decay of a radioactve isotope or the noise from a thermionic valve. But your basic PC doesn't come with this cool stuff.
A simple explanation for the children:
The definition of randomness is a philosophical and mathematical question, beyond the scope of this answer, but by definition there is no such thing as a "random" number. In a metaphysical sense, a number is only random in sequential form; however, there is a probability that a sequence follows certain statistical distributions depending on the sample size. A random number generator (in our case a pseudo-random number generator, or PRNG) is simply a device to produce a quasi-random sequence of numbers that we can only estimate (based on the given probability inherent within the sequence) to be random.
You should explain to the children that programs can only mimic these devices using complex mathematical formulas (which guarantee a lack of "randomness" by definition because they are a result of some function, or procedural algorithm). Typically, rigorous statistical analysis is necessary in order to differentiate the use of a quantum hardware PRNG (use this as an opportunity to explain to your kids the Heisenberg Principle!) and that of a strong software PRNG.
Had to be done really
Source: http://xkcd.com/221/
Because there is no such thing as a random number.
Random is a human concept that we use when we cannot comprehend data and do not understand it. If we are to believe that science will ultimately lead to an understanding of how everything works then surely everything is deterministic.
Take away the human and there is no random there is only "this". It happens because it happens, not because it is random.
Because a program is a system and everything in a system is made to run with consistency and regularity. Randomness has no place in a system.
It is hard because given the same sets of inputs and conditions, a program will produce the same result everytime. This by definition is not random.
Algorithms to generate random numbers are inevitably deterministic. They take a small random seed, and use it to obtain a long string of pseudo-random digits.
It's very difficult to do this without introducing subtle patterns into the data. A string of digits can look perfectly random but have repeated patterns which make the distribution innappropriate for applications where randomness is required.
Computers can only execute algorithmic computations, and a truly random number isn't an algorithmic thing. You can get algorithms that produce numbers that behave like random numbers; such algorithms are called 'Pseudo-Random number generators'.
At various times in the past, people have made random number generators from analog-digital converters connected to sources of electronic noise, but this tends to be fairly specialised kit.
Primarily because computers don't have any functions that behave in discrete, non-random ways. A computer is predictable, which allows us to program reliable software. If it wasn't predictable it would be easier to generate a random number (since our software could rely on this unpredictable method).
While it's possible to generate pseudo-random numbers, and numbers that are distributed randomly, you cannot generate truly random numbers without separate hardware. There is hardware that generates truly random numbers based on "quantum" interactions (at least according to the manufacturers). Online poker sites sometimes use these adapters for their generators.
Apparently there are even online services to provide random numbers - random.org for example.
As surprising as it may seem, it is difficult to get a computer to do something by chance. A computer follows its instructions blindly and is therefore completely predictable. (A computer that doesn't follow its instructions in this manner is broken.) There are two main approaches to generating random numbers using a computer: Pseudo-Random Number Generators (PRNGs) and True Random Number Generators (TRNGs).
Actually, on most modern computers it's not hard to produce numbers that are "random enough" for most purposes. As others have noted, the critical thing is having a source of randomness. You can't just write a program that will produce randomness algorithmically, but you can observe randomness in the various activities of most computers of reasonable complexity, i.e., the ones we typically think of when writing programs. One such source is timing data of interrupts from various system devices.
At one time many computers had no way to get at this data and could only offer pseudorandomness, that is, a random, but repeatable distribution of numbers based on a particular seed. For many purposes this is sufficient -- choosing a different seed each time results in good enough randomness. For other purposes, such as encryption, this isn't strong enough and you need some randomness to start with that isn't repeatable or predictable. Today, most computers (with the exception of embedded devices, perhaps) are sophisticated enough to have a source of randomness that can generate encryption-strength random numbers. For instance, Linux has /dev/random and the .NET framework supports the cryptographically strong RandomNumberGenerator class which has a number of implementations.
Its probably helpful to distinguish between a number that is hard to predict (which a computer can create) from something that is not deterministic (which is a bit tougher for computers, and theoretically, any physical being).
It's easy to come up with an algorithm that generates unexpected numbers, that appear random in some sense. But to design an algorithm that generates true random numbers, well, that's hard.
Imagine designing an algorithm to simulate a dice roll. You can easily formulate some procedure to generate different numbers on each iteration. But can you guarantee that, in the long run (I mean, up to the infinity), the amount of times that 6 came out will be the same as any other number? When designing a good random number generator, that's the kind of commitment that you have to assume. You have to provide strong guarantees (i.e. mathematical proofs) about the randomness, if the application (e.g. lottery) requires it.
It is relevant to note that humans perform very poorly at generating random numbers. Computers are worse because they just follow a strict set commands. Humans can only generate good (pseudo) random numbers when following an algorithm, a set of commands. Computers are the same.
Although it should be noted that computers can gather entropy from the "environment" connected to it, like keyboard and mouse actions, what aids in generating random numbers (either directly or by seeding a PRNG).
To make the computer generate a random number, the computer has to have a source of randomness to start with.
It has to be feeded a seed that can't be expected or calculated by just looking at the seed, if the seed comes from a clock then it can be predicted or calculated by knowing the time, if the seed comes from like filming a lavalamp and get numbers from the picture stream then it's harder to just look at the seed to know what next number will be.
The computer does not have an built in lava lamp to generate that randomness, thats whats make it hard, we have to substitute real randomness with some input that exists in the computer, maybe by logging passing tcpip-packets or other things, but its not many ways to get that randomness sources in.
Computers just don't have suitable hardware. Ordinary computer's hardware is meant to be deterministic. With suitable hardware like mentioned here random numbers are not a problem at all.
Awhile back I came across the "Dice-O-Matic"
http://GamesByEmail.com/News/DiceOMatic
Kind of interesting real world application of the problem.
Its not hard, here's a couple for free: 12, 1400, 397.6
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Sorry for this not being a "real" question, but Sometime back i remember seeing a post here about randomizing a randomizer randomly to generate truly random numbers, not just pseudo random. I dont see it if i search for it.
Does anybody know about that article?
I have to disagree with a lot of the answers to this question.
It is possible to collect random data on a computer. SSL, SSH and VPNs would not be secure if you couldn't.
The way software random number generator work is there is a pool of random data that is gathered from many different places, such as clock drift, interrupt timings, etc.
The trick to these schemes is in correctly estimating the entropy (the posh name for the randomness). It doesn't matter whether the source is bias, as long as you estimate the entropy correctly.
To illustrate this, the chance of me hitting the letter e in this comment is much higher than that of z , so if I were to use key interrupts as a source of entropy it would be bias - but there is still some randomness to be had in that input. You can't predict exactly which sequence of letters will come next in this paragraph. You can extract entropy from this uncertainty and use it part of a random byte.
Good quality real-random generators like Yarrow have quite sophisticated entropy estimation built in to them and will only emit as many bytes as it can reliably say it has in its "randomness pool."
I believe that was on thedailywtf.com - ie. not something that you want to do.
It is not possible to get a truly random number from pseudorandom numbers, no matter how many times you call randomize().
You can get "true" random numbers from special hardware. You could also collect entropy from mouse movements and things like that.
At the end of the post, I will answer your question of why you might want to use multiple random number generators for "more randomness".
There are philosophical debates about what randomness means. Here, I will mean "indistinguishable in every respect from a uniform(0,1) iid distribution over the samples drawn" I am totally ignoring philosophical questions of what random is.
Knuth volume 2 has an analysis where he attempts to create a random number generator as you suggest, and then analyzes why it fails, and what true random processes are. Volume 2 examines RNGs in detail.
The others recommend you using random physical processes to generate random numbers. However, as we can see in the Espo/vt interaction, these processes can have subtle periodic elements and other non-random elements, in part due to outside factors with deterministic behavior. In general, it is best never to assume randomness, but always to test for it, and you usually can correct for such artifacts if you are aware of them.
It is possible to create an "infinite" stream of bits that appears completely random, deterministically. Unfortunately, such approaches grow in memory with the number of bits asked for (as they would have to, to avoid repeating cycles), so their scope is limited.
In practice, you are almost always better off using a pseudo-random number generator with known properties. The key numbers to look for is the phase-space dimension (which is roughly offset between samples you can still count on being uniformally distributed) and the bit-width (the number of bits in each sample which are uniformally random with respect to each other), and the cycle size (the number of samples you can take before the distribution starts repeating).
However, since random numbers from a given generator are deterministically in a known sequence, your procedure might be exposed by someone searching through the generator and finding an aligning sequence. Therefore, you can likely avoid your distribution being immediately recognized as coming from a particular random number generator if you maintain two generators. From the first, you sample i, and then map this uniformally over one to n, where n is at most the phase dimension. Then, in the second you sample i times, and return the ith result. This will reduce your cycle size to (orginal cycle size/n) in the worst case, but for that cycle will still generate uniform random numbers, and do so in a way that makes the search for alignment exponential in n. It will also reduce the independent phase length. Don't use this method unless you understand what reduced cycle and independent phase lengths mean to your application.
An algorithm for truly random numbers cannot exist as the definition of random numbers is:
Having unpredictable outcomes and, in
the ideal case, all outcomes equally
probable; resulting from such
selection; lacking statistical
correlation.
There are better or worse pseudorandom number generators (PRNGs), i.e. completely predictable sequences of numbers that are difficult to predict without knowing a piece of information, called the seed.
Now, PRNGs for which it is extremely hard to infer the seed are cryptographically secure. You might want to look them up in Google if that is what you seek.
Another way (whether this is truly random or not is a philosophical question) is to use random sources of data. For example, unpredictable physical quantities, such as noise, or measuring radioactive decay.
These are still subject to attacks because they can be independently measured, have biases, and so on. So it's really tricky. This is done with custom hardware, which is usually quite expensive. I have no idea how good /dev/random is, but I would bet it is not good enough for cryptography (most cryptography programs come with their own RNG and Linux also looks for a hardware RNG at start-up).
According to Wikipedia /dev/random, in Unix-like operating systems, is a special file that serves as a true random number generator.
The /dev/random driver gathers environmental noise from various non-deterministic sources including, but not limited to, inter-keyboard timings and inter-interrupt timings that occur within the operating system environment. The noise data is sampled and combined with a CRC-like mixing function into a continuously updating ``entropy-pool''. Random bit strings are obtained by taking a MD5 hash of the contents of this pool. The one-way hash function distills the true random bits from pool data and hides the state of the pool from adversaries.
The /dev/random routine maintains an estimate of true randomness in the pool and decreases it every time random strings are requested for use. When the estimate goes down to zero, the routine locks and waits for the occurrence of non-deterministic events to refresh the pool.
The /dev/random kernel module also provides another interface, /dev/urandom, that does not wait for the entropy-pool to re-charge and returns as many bytes as requested. As a result /dev/urandom is considerably faster at generation compared to /dev/random which is used only when very high quality randomness is desired.
John von Neumann once said something to the effect of "anyone attempting to generate random numbers via algorithmic means is, of course, living in sin."
Not even /dev/random is random, in a mathematician's or a physicist's sense of the word. Not even radioisotope decay measurement is random. (The decay rate is. The measurement isn't. Geiger counters have a small reset time after each detected event, during which time they are unable to detect new events. This leads to subtle biases. There are ways to substantially mitigate this, but not completely eliminate it.)
Stop looking for true randomness. A good pseudorandom number generator is really what you're looking for.
If you believe in a deterministic universe, true randomness doesn't exist. :-) For example, someone has suggested that radioactive decay is truly random, but IMHO, just because scientists haven't yet worked out the pattern, doesn't mean that there isn't a pattern there to be worked out. Usually, when you want "random" numbers, what you need are numbers for encryption that no one else will be able to guess.
The closest you can get to random is to measure something natural that no enemy would also be able to measure. Usually you throw away the most significant bits, from your measurement, leaving numbers with are more likely to be evenly spread. Hard core random number users get special hardware that measures radioactive events, but you can get some randomness from the human using the computer from things like keypress intervals and mouse movements, and if the computer doesn't have direct users, from CPU temperature sensors, and from network traffic. You could also use things like web cams and microphones connected to sound cards, but I don't know if anyone does.
To summarize some of what has been said, our working definition of what a secure source of randomness is is similar to our definition of cryptographically secure: it appears random if smart folks have looked at it and weren't able to show that it isn't completely unpredictable.
There is no system for generating random numbers which couldn't conceivably be predicted, just as there is no cryptographic cipher that couldn't conceivably be cracked. The trusted solutions used for important work are merely those which have proven to be difficult to defeat so far. If anyone tells you otherwise, they're selling you something.
Cleverness is rarely rewarded in cryptography. Go with tried and true solutions.
A computer usually has many readily available physical sources of random noise:
Microphone (hopefully in a noisy place)
Compressed video from a webcam (pointed to something variable, like a lava lamp or a street)
Keyboard & mouse timing
Network packet content and timing (the whole world contributes)
And sometimes
Clock drift based hardware
Geiger counters and other detectors of rare events
All sorts of sensors attached to A/D converters
What's difficult is estimating the entropy of these sources, which is in most cases low despite the high data rates and very variable; but entropy can be estimated with conservative assumptions, or at least not wasted, to feed systems like Yarrow or Fortuna.
It's not possible to obtain 'true' random numbers, a computer is a logical construct that can't possibly create 'truly' random anything, only pseudo-random. There are better and worse pseudo-random algorithms out there, however.
In order to obtain a 'truly' random number you need a physical random source, some gambling machines actually have these built in - often it's a radioactive source, the radioactive decay (which as far as I know is truly random) is used to generate the numbers.
One of the best method to generate a random number is through Clock Drift. This primarily works with two oscillators.
An analogy of how this works is imagine a race car on a simple oval circuit with a while line at the start of the lap and also a while line on one of the tyres. When the car completes a lap, a number will be generated based on the difference between the position of the white line on the road and on the tyre.
Very easy to generate and impossible to predict.