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Randomness
Randomness is the lack of pattern or predictability in events.[1] A random
sequence of events, symbols or steps has no order and does not follow an
intelligible pattern or combination. Individual random events are by definition
unpredictable, but in many cases the frequency of different outcomes over a
large number of events (or "trials") is predictable. For example, when throwing
two dice, the outcome of any particular roll is unpredictable, but a sum of 7 will
occur twice as often as 4. In this view, randomness is a measure of uncertainty
of an outcome, rather than haphazardness, and applies to concepts of chance,
probability, and information entropy.

The fields of mathematics, probability, and statistics use formal definitions of

randomness. In statistics, a random variable is an assignment of a numerical
A pseudorandomly generated
value to each possible outcome of an event space. This association facilitates
bitmap.
the identification and the calculation of probabilities of the events. Random
variables can appear in random sequences. A random process is a sequence of
random variables whose outcomes do not follow a deterministic pattern, but follow an evolution described by probability
distributions. These and other constructs are extremely useful in probability theory and the various applications of
randomness.

Randomness is most often used in statistics to signify well-defined statistical properties. Monte Carlo methods, which rely
on random input (such as from random number generators or pseudorandom number generators), are important
techniques in science, as, for instance, in computational science.[2] By analogy, quasi-Monte Carlo methods use
quasirandom number generators.

Random selection, when narrowly associated with a simple random sample, is a method of selecting items (often called
units) from a population where the probability of choosing a specific item is the proportion of those items in the
population. For example, with a bowl containing just 10 red marbles and 90 blue marbles, a random selection mechanism
would choose a red marble with probability 1/10. Note that a random selection mechanism that selected 10 marbles from
this bowl would not necessarily result in 1 red and 9 blue. In situations where a population consists of items that are
distinguishable, a random selection mechanism requires equal probabilities for any item to be chosen. That is, if the
selection process is such that each member of a population, of say research subjects, has the same probability of being
chosen then we can say the selection process is random.

Contents
History
In science
In the physical sciences
In biology
In mathematics
In statistics
In information science
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In finance
In politics
Randomness and religion
Applications
Generation
Measures and tests
Misconceptions and logical fallacies
A number is "due"
A number is "cursed" or "blessed"
Odds are never dynamic
See also
References
Further reading
External links

History
In ancient history, the concepts of chance and randomness were intertwined
with that of fate. Many ancient peoples threw dice to determine fate, and this
later evolved into games of chance. Most ancient cultures used various
methods of divination to attempt to circumvent randomness and fate.[3][4]

The Chinese of 3000 years ago were perhaps the earliest people to formalize
odds and chance. The Greek philosophers discussed randomness at length, but
only in non-quantitative forms. It was only in the 16th century that Italian
mathematicians began to formalize the odds associated with various games of
chance. The invention of the calculus had a positive impact on the formal study
Ancient fresco of dice players in
of randomness. In the 1888 edition of his book The Logic of Chance John Venn Pompei.
wrote a chapter on The conception of randomness that included his view of the
randomness of the digits of the number pi by using them to construct a
random walk in two dimensions.[5]

The early part of the 20th century saw a rapid growth in the formal analysis of randomness, as various approaches to the
mathematical foundations of probability were introduced. In the mid- to late-20th century, ideas of algorithmic
information theory introduced new dimensions to the field via the concept of algorithmic randomness.

Although randomness had often been viewed as an obstacle and a nuisance for many centuries, in the 20th century
computer scientists began to realize that the deliberate introduction of randomness into computations can be an effective
tool for designing better algorithms. In some cases such randomized algorithms outperform the best deterministic
methods.

In science
Many scientific fields are concerned with randomness:

Algorithmic probability Cryptography

Chaos theory Game theory
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Information theory Quantum mechanics

Pattern recognition Statistical mechanics
Probability theory Statistics

In the physical sciences

In the 19th century, scientists used the idea of random motions of molecules in the development of statistical mechanics to
explain phenomena in thermodynamics and the properties of gases.

According to several standard interpretations of quantum mechanics, microscopic phenomena are objectively random.[6]
That is, in an experiment that controls all causally relevant parameters, some aspects of the outcome still vary randomly.
For example, if a single unstable atom is placed in a controlled environment, it cannot be predicted how long it will take
for the atom to decay—only the probability of decay in a given time.[7] Thus, quantum mechanics does not specify the
outcome of individual experiments but only the probabilities. Hidden variable theories reject the view that nature contains
irreducible randomness: such theories posit that in the processes that appear random, properties with a certain statistical
distribution are at work behind the scenes, determining the outcome in each case.

In biology
The modern evolutionary synthesis ascribes the observed diversity of life to random genetic mutations followed by natural
selection. The latter retains some random mutations in the gene pool due to the systematically improved chance for
survival and reproduction that those mutated genes confer on individuals who possess them.

Several authors also claim that evolution and sometimes development require a specific form of randomness, namely the
introduction of qualitatively new behaviors. Instead of the choice of one possibility among several pre-given ones, this
randomness corresponds to the formation of new possibilities.[8][9]

The characteristics of an organism arise to some extent deterministically (e.g., under the influence of genes and the
environment) and to some extent randomly. For example, the density of freckles that appear on a person's skin is
controlled by genes and exposure to light; whereas the exact location of individual freckles seems random.[10]

As far as behavior is concerned, randomness is important if an animal is to behave in a way that is unpredictable to others.
For instance, insects in flight tend to move about with random changes in direction, making it difficult for pursuing
predators to predict their trajectories.

In mathematics
The mathematical theory of probability arose from attempts to formulate mathematical descriptions of chance events,
originally in the context of gambling, but later in connection with physics. Statistics is used to infer the underlying
probability distribution of a collection of empirical observations. For the purposes of simulation, it is necessary to have a
large supply of random numbers or means to generate them on demand.

Algorithmic information theory studies, among other topics, what constitutes a random sequence. The central idea is that
a string of bits is random if and only if it is shorter than any computer program that can produce that string (Kolmogorov
randomness)—this means that random strings are those that cannot be compressed. Pioneers of this field include Andrey
Kolmogorov and his student Per Martin-Löf, Ray Solomonoff, and Gregory Chaitin. For the notion of infinite sequence,
one normally uses Per Martin-Löf's definition. That is, an infinite sequence is random if and only it withstands all

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recursively enumerable null sets. The other notions of random sequences include (but not limited to): recursive
randomness and Schnorr randomness which are based on recursively computable martingales. It was shown by Yongge
Wang that these randomness notions are generally different.[11]

Randomness occurs in numbers such as log (2) and pi. The decimal digits of pi constitute an infinite sequence and "never
repeat in a cyclical fashion." Numbers like pi are also considered likely to be normal, which means their digits are random
in a certain statistical sense.

Pi certainly seems to behave this way. In the first six billion decimal places of pi, each of the digits from 0
through 9 shows up about six hundred million times. Yet such results, conceivably accidental, do not prove
normality even in base 10, much less normality in other number bases.[12]

In statistics
In statistics, randomness is commonly used to create simple random samples. This lets surveys of completely random
groups of people provide realistic data. Common methods of doing this include drawing names out of a hat or using a
random digit chart. A random digit chart is simply a large table of random digits.

In information science
In information science, irrelevant or meaningless data is considered noise. Noise consists of a large number of transient
disturbances with a statistically randomized time distribution.

In communication theory, randomness in a signal is called "noise" and is opposed to that component of its variation that is
causally attributable to the source, the signal.

In terms of the development of random networks, for communication randomness rests on the two simple assumptions of
Paul Erdős and Alfréd Rényi who said that there were a fixed number of nodes and this number remained fixed for the life
of the network, and that all nodes were equal and linked randomly to each other.[13]

In finance
The random walk hypothesis considers that asset prices in an organized market evolve at random, in the sense that the
expected value of their change is zero but the actual value may turn out to be positive or negative. More generally, asset
prices are influenced by a variety of unpredictable events in the general economic environment.

In politics
Random selection can be an official method to resolve tied elections in some jurisdictions.[14] Its use in politics is very old,
as office holders in Ancient Athens were chosen by lot, there being no voting.

Randomness and religion

Randomness can be seen as conflicting with the deterministic ideas of some religions, such as those where the universe is
created by an omniscient deity who is aware of all past and future events. If the universe is regarded to have a purpose,
then randomness can be seen as impossible. This is one of the rationales for religious opposition to evolution, which states
that non-random selection is applied to the results of random genetic variation.

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Hindu and Buddhist philosophies state that any event is the result of previous events, as reflected in the concept of karma,
and as such there is no such thing as a random event or a first event.

In some religious contexts, procedures that are commonly perceived as randomizers are used for divination. Cleromancy
uses the casting of bones or dice to reveal what is seen as the will of the gods.

Applications
In most of its mathematical, political, social and religious uses, randomness is used for its innate "fairness" and lack of
bias.

Politics: Athenian democracy was based on the concept of isonomia (equality of political rights) and used complex
allotment machines to ensure that the positions on the ruling committees that ran Athens were fairly allocated. Allotment
is now restricted to selecting jurors in Anglo-Saxon legal systems and in situations where "fairness" is approximated by
randomization, such as selecting jurors and military draft lotteries.

Games: Random numbers were first investigated in the context of gambling, and many randomizing devices, such as
dice, shuffling playing cards, and roulette wheels, were first developed for use in gambling. The ability to produce random
numbers fairly is vital to electronic gambling, and, as such, the methods used to create them are usually regulated by
government Gaming Control Boards. Random drawings are also used to determine lottery winners. Throughout history,
randomness has been used for games of chance and to select out individuals for an unwanted task in a fair way (see
drawing straws).

Sports: Some sports, including American football, use coin tosses to randomly select starting conditions for games or
seed tied teams for postseason play. The National Basketball Association uses a weighted lottery to order teams in its
draft.

Mathematics: Random numbers are also employed where their use is mathematically important, such as sampling for
opinion polls and for statistical sampling in quality control systems. Computational solutions for some types of problems
use random numbers extensively, such as in the Monte Carlo method and in genetic algorithms.

Medicine: Random allocation of a clinical intervention is used to reduce bias in controlled trials (e.g., randomized
controlled trials).

Religion: Although not intended to be random, various forms of divination such as cleromancy see what appears to be a
random event as a means for a divine being to communicate their will. (See also Free will and Determinism).

Generation
It is generally accepted that there exist three mechanisms responsible for (apparently) random behavior in systems:

1. Randomness coming from the environment (for example, Brownian motion, but also hardware random number
generators)
2. Randomness coming from the initial conditions. This aspect is studied by chaos theory and is observed in systems
whose behavior is very sensitive to small variations in initial conditions (such as pachinko machines and dice).
3. Randomness intrinsically generated by the system. This is also called pseudorandomness and is the kind used in
pseudo-random number generators. There are many algorithms (based on arithmetics or cellular automaton) to
generate pseudorandom numbers. The behavior of the system can be determined by knowing the seed state and the
algorithm used. These methods are often quicker than getting "true" randomness from the environment.
The many applications of randomness have led to many different methods for generating random data. These methods
may vary as to how unpredictable or statistically random they are, and how quickly they can generate random numbers.

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Before the advent of computational random number generators, generating large

amounts of sufficiently random numbers (important in statistics) required a lot of
work. Results would sometimes be collected and distributed as random number
tables.

Measures and tests

There are many practical measures of randomness for a binary sequence. These
The ball in a roulette can be
include measures based on frequency, discrete transforms, and complexity, or a used as a source of apparent
mixture of these. These include tests by Kak, Phillips, Yuen, Hopkins, Beth and randomness, because its
Dai, Mund, and Marsaglia and Zaman.[15] behavior is very sensitive to the
initial conditions.
Quantum Non-Locality has been used to certify the presence of genuine
randomness in a given string of numbers.[16]

Misconceptions and logical fallacies

Popular perceptions of randomness are frequently mistaken, based on fallacious reasoning or intuitions.

A number is "due"
This argument is, "In a random selection of numbers, since all numbers eventually appear, those that have not come up
yet are 'due', and thus more likely to come up soon." This logic is only correct if applied to a system where numbers that
come up are removed from the system, such as when playing cards are drawn and not returned to the deck. In this case,
once a jack is removed from the deck, the next draw is less likely to be a jack and more likely to be some other card.
However, if the jack is returned to the deck, and the deck is thoroughly reshuffled, a jack is as likely to be drawn as any
other card. The same applies in any other process where objects are selected independently, and none are removed after
each event, such as the roll of a die, a coin toss, or most lottery number selection schemes. Truly random processes such as
these do not have memory, making it impossible for past outcomes to affect future outcomes.

A number is "cursed" or "blessed"

In a random sequence of numbers, a number may be said to be cursed because it has come up less often in the past, and so
it is thought that it will occur less often in the future. A number may be assumed to be blessed because it has occurred
more often than others in the past, and so it is thought likely to come up more often in the future. This logic is valid only if
the randomisation is biased, for example with a loaded die. If the die is fair, then previous rolls give no indication of future
events.

In nature, events rarely occur with perfectly equal frequency, so observing outcomes to determine which events are more
probable makes sense. It is fallacious to apply this logic to systems designed to make all outcomes equally likely, such as
shuffled cards, dice, and roulette wheels.

Odds are never dynamic

In the beginning of a scenario, one might calculate the probability of a certain event. The fact is, as soon as one gains more
information about that situation, they may need to re-calculate the probability.

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Say we are told that a woman has two children. If we ask whether either of them is a girl, and are
told yes, what is the probability that the other child is also a girl? Considering this new child
independently, one might expect the probability that the other child is female is ½ (50%). But by
building a probability space (illustrating all possible outcomes), we see that the probability is
When the host
actually only ⅓ (33%). This is because the possibility space illustrates 4 ways of having these two reveals one
children: boy-boy, girl-boy, boy-girl, and girl-girl. But we were given more information. Once we door that
are told that one of the children is a female, we use this new information to eliminate the boy-boy contains a goat,
scenario. Thus the probability space reveals that there are still 3 ways to have two children where this is new
information.
one is a female: boy-girl, girl-boy, girl-girl. Only ⅓ of these scenarios would have the other child
also be a girl.[17] Using a probability space, we are less likely to miss one of the possible scenarios,
or to neglect the importance of new information. For further information, see Boy or girl paradox.

This technique provides insights in other situations such as the Monty Hall problem, a game show scenario in which a car
is hidden behind one of three doors, and two goats are hidden as booby prizes behind the others. Once the contestant has
chosen a door, the host opens one of the remaining doors to reveal a goat, eliminating that door as an option. With only
two doors left (one with the car, the other with another goat), the player must decide to either keep their decision, or
switch and select the other door. Intuitively, one might think the player is choosing between two doors with equal
probability, and that the opportunity to choose another door makes no difference. But probability spaces reveal that the
contestant has received new information, and can increase their chances of winning by changing to the other door.[17]

See also
Algorithmic probability Nonlinear system
Aleatory Pattern recognition
Chaitin's constant Predictability
Chance (disambiguation) Probability interpretations
Chaos theory Probability theory
Cryptography Pseudorandomness
Frequency probability Quantum mechanics
Game theory Statistical mechanics
Information theory Statistics
Indeterminism Ulam spiral

References
1. The Oxford English Dictionary defines "random" as "Having no definite aim or purpose; not sent or guided in a
particular direction; made, done, occurring, etc., without method or conscious choice; haphazard."
2. Third Workshop on Monte Carlo Methods (http://www.people.fas.harvard.edu/~junliu/Workshops/workshop2007/), Jun
Liu, Professor of Statistics, Harvard University
3. Handbook to life in ancient Rome by Lesley Adkins 1998 ISBN 0-19-512332-8 page 279
4. Religions of the ancient world by Sarah Iles Johnston 2004 ISBN 0-674-01517-7 page 370
5. Annotated readings in the history of statistics by Herbert Aron David, 2001 ISBN 0-387-98844-0 page 115. Note that
the 1866 edition of Venn's book (on Google books) does not include this chapter.
6. Nature.com (http://www.nature.com/nature/journal/v446/n7138/abs/nature05677.html) in Bell's aspect experiment:
Nature
7. "Each nucleus decays spontaneously, at random, in accordance with the blind workings of chance." Q for Quantum,
John Gribbin

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8. Longo, Giuseppe; Montévil, Maël; Kauffman, Stuart (2012-01-01). "No Entailing Laws, but Enablement in the
Evolution of the Biosphere" (https://www.academia.edu/11720588/No_entailing_laws_but_enablement_in_the_evoluti
on_of_the_biosphere). Proceedings of the 14th Annual Conference Companion on Genetic and Evolutionary
Computation. GECCO '12. New York, NY, USA: ACM: 1379–1392. doi:10.1145/2330784.2330946 (https://doi.org/10.1
145%2F2330784.2330946). ISBN 9781450311786.
9. Longo, Giuseppe; Montévil, Maël (2013-10-01). "Extended criticality, phase spaces and enablement in biology" (http
s://www.academia.edu/11720575/Extended_criticality_phase_spaces_and_enablement_in_biology). Chaos, Solitons
& Fractals. Emergent Critical Brain Dynamics. 55: 64–79. doi:10.1016/j.chaos.2013.03.008 (https://doi.org/10.1016%2
Fj.chaos.2013.03.008).
10. Breathnach, A. S. (1982). "A long-term hypopigmentary effect of thorium-X on freckled skin". British Journal of
Dermatology. 106 (1): 19–25. doi:10.1111/j.1365-2133.1982.tb00897.x (https://doi.org/10.1111%2Fj.1365-2133.1982.t
b00897.x). PMID 7059501 (https://www.ncbi.nlm.nih.gov/pubmed/7059501). "The distribution of freckles seems
entirely random, and not associated with any other obviously punctuate anatomical or physiological feature of skin."
11. Yongge Wang: Randomness and Complexity. PhD Thesis, 1996.
http://webpages.uncc.edu/yonwang/papers/thesis.pdf
12. "Are the digits of pi random? researcher may hold the key" (http://www.lbl.gov/Science-Articles/Archive/pi-random.htm
l). Lbl.gov. 2001-07-23. Retrieved 2012-07-27.
13. Laszso Barabasi, (2003), Linked, Rich Gets Richer, P81
14. Municipal Elections Act (Ontario, Canada) 1996, c. 32, Sched., s. 62 (3) : "If the recount indicates that two or more
candidates who cannot both or all be declared elected to an office have received the same number of votes, the clerk
shall choose the successful candidate or candidates by lot."
15. Terry Ritter, Randomness tests: a literature survey. ciphersbyritter.com (http://www.ciphersbyritter.com/RES/RANDTE
ST.HTM)
16. Pironio et.al, S. "Random Numbers Certified by Bell's Theorem" (https://dx.doi.org/10.1038/nature09008). Nature.
17. Johnson, George (8 June 2008). "Playing the Odds" (https://www.nytimes.com/2008/06/08/books/review/Johnson-G-t.
html?_r=1). The New York Times.

Further reading
Randomness by Deborah J. Bennett. Harvard University Press, 1998. ISBN 0-674-10745-4.
Random Measures, 4th ed. by Olav Kallenberg. Academic Press, New York, London; Akademie-Verlag, Berlin, 1986.
MR0854102 (https://mathscinet.ams.org/mathscinet-getitem?mr=0854102).
The Art of Computer Programming. Vol. 2: Seminumerical Algorithms, 3rd ed. by Donald E. Knuth. Reading, MA:
Addison-Wesley, 1997. ISBN 0-201-89684-2.
Fooled by Randomness, 2nd ed. by Nassim Nicholas Taleb. Thomson Texere, 2004. ISBN 1-58799-190-X.
Exploring Randomness by Gregory Chaitin. Springer-Verlag London, 2001. ISBN 1-85233-417-7.
Random by Kenneth Chan includes a "Random Scale" for grading the level of randomness.
The Drunkard’s Walk: How Randomness Rules our Lives by Leonard Mlodinow. Pantheon Books, New York, 2008.
ISBN 978-0-375-42404-5.

External links
QuantumLab (http://www.quantumlab.de) Quantum random number generator with single photons as interactive
experiment.
Random.org (http://www.random.org) generates random numbers using atmospheric noises (see also Random.org).
HotBits (http://www.fourmilab.ch/hotbits/) generates random numbers from radioactive decay.
QRBG (http://random.irb.hr) Quantum Random Bit Generator
QRNG (http://qrng.physik.hu-berlin.de/) Fast Quantum Random Bit Generator
Chaitin: Randomness and Mathematical Proof (http://www.cs.auckland.ac.nz/CDMTCS/chaitin/sciamer.html)
A Pseudorandom Number Sequence Test Program (Public Domain) (http://www.fourmilab.ch/random/)
Dictionary of the History of Ideas: (http://etext.lib.virginia.edu/cgi-local/DHI/dhi.cgi?id=dv1-46) Chance
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RAHM Nation Institute (http://www.rahmnation.org)

Computing a Glimpse of Randomness (http://www.cs.auckland.ac.nz/~cristian/Calude361_370.pdf)
Chance versus Randomness (http://plato.stanford.edu/entries/chance-randomness/), from the Stanford Encyclopedia
of Philosophy

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