Random number generation computer applications

It is only the first class of applications to which this chapter is devoted, because these computations require the highest quality of random numbers. The ability to do a multidimensional integral relies on properties of uniformity of n-tuples of random numbers and/or the equivalent property that random numbers be uncorrelated. The quality aspect in the other uses is normally less important simply because the models are usually not all that precisely specified. The largest uncertainties are typically due more to approximations arising in the formulation of the model than those caused by lack of randomness in the random number generator. 

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