NMM: Week 3 - Random Systems

This section explores (pseudo-)random number generators (implementing Linear Feedback Shift Registers, based on properties of primitive polynomials), cumulants (alternative quantification to moments of a distribution), diffusion and random walk models.

At bottom I explore an alternative implementation of the LFSR implemented in C which explicitly XORs taps following right-shift. This is based on a great assembly code references from Maxim Semi, available here

Output of a simple random walk model is plotted below:

NMM 2014