A General Approach for Generating Natural Random Variables

Simulation, Monte Carlo method, and other forms of stochastic computation consume random numbers in vast quantity and at high speed. Pseudorandom numbers or numbers generated from natural random phenomena—shot noise, thermal noise, radio-active decay, etc.,—can be used. The advantages and disadvantages of the two methods are discussed; natural random numbers are concluded to be superior in both speed and generality. A generalized natural random number generator is proposed, circuit suggestions are given, the maximum average sampling rate is derived, and recommendations for insuring incoherent operation are made.