ABSTRACT
This chapter looks at a method that has revolutionised statistical computing and statistical physics. he principal algorithm has been around since 1953, but only when computers became fast enough to be able to perform the computations on real-world examples in hours instead of weeks did the methods become really well known. Monte Carlo, a tiny principality on the Mediterranean coast between France and Italy, is famous mostly for its casino and Grand Prix race. There has been a lot of effort put into different random number generators, since they are important not just for statistical computing, but also cryptography and security. The industry-standard algorithm for generating random samples is the Mersenne Twister, which is based on Mersenne prime numbers.
