

Good books or articles on randomness? - drewse

Recently I've become very interested in randomness. This includes pseudorandom number generators, random number tests, as well as statistics and probability. I would really like to learn a lot more about these kinds of things since I know very little about them at the moment.<p>I'd like to know if there are some books, articles, websites, or blogs that people recommend I read. These should not be too technical (I'm in high school), but I don't want something that is too broad or general as well. An ideal book/article would be one that introduces a beginner to randomness and includes mathematics and statistics (or at least has some numbers in it).<p>In addition to the book/article suggestions, I would love to hear everyone's opinions on randomness here on Hacker News. I personally believe in determinism, cause-and-effect, and materialism (which I feel all are quite close connected). Since I haven't found any good books yet on these topics, I've learned most of what I know from websites and Wikipedia. Recently I started pondering how I could write a program the test the "quality" or "randomness" of a random set of numbers. I was confronted with the enormous difficulty of this task, and I ended up spending more time debating with myself whether this was even possible. I've heard of chi squared tests and I know there are other tests out there, but I don't know much about them. Isn't it hard to really know what you're looking for when you're testing random numbers? I mean, what is the ideal set of random numbers? Is there one?<p>This brings me to a conclusion, coming from my ignorant perspective on this area of research. I hardly know anything about what I'm talking about (so I hope know one takes offense from what I've said or am about to say), but it seems as if there could be a close connection between psychology and random number generators. A random number generator is only as random as it is portrayed by our brains. Right? The objective is too make a set of random numbers that are not predictable by <i>us</i>. It looks as if people have taken many approaches on testing random numbers, but I'd like to see some research that people have done on how we, humans, can act as the testers (which I'm sure has been done before many times). Maybe an experiment to see which random number sets humans can least accurately guess the next number in the sequence?<p>To conclude this lengthy post, I'll summarize by saying that I find the fields around randomness very fascinating and I'd like to hear you recommendations on relating books or articles that would be good for a beginner to read.<p>Thanks for your time!
======
helwr
Well, there are some related topics on Quora:
<http://www.quora.com/Randomness?q=random> and [http://www.quora.com/What-are-
some-good-books-on-random-proc...](http://www.quora.com/What-are-some-good-
books-on-random-processes)

You can actually ask your question there as well in case this question gets
unnoticed on HN; Quora people are very smart and pretty responsive

see <http://en.wikipedia.org/wiki/Stochastic_process>,
<http://en.wikipedia.org/wiki/Random_walk> and do a search for Random
Processes or Stochastic Processes on Amazon bookstore

Read about Entropy: <http://en.wikipedia.org/wiki/Entropy> A good book on
Information theory can help you put it in context:
[http://www.amazon.com/s/ref=nb_sb_ss_c_1_18?url=search-
alias...](http://www.amazon.com/s/ref=nb_sb_ss_c_1_18?url=search-
alias%3Dstripbooks&field-
keywords=information+theory&sprefix=information+theory)

Check out GMP <http://gmplib.org/>

If you're philosophically inclined read some existentialists, they deal a lot
with irrationality and chaos: <http://en.wikipedia.org/wiki/Existentialism>

If you're financially inclined read Random Walk Down Wall Street:
<http://www.amazon.com/Random-Walk-Down-Wall-Street/dp/039331> and the Black
Swan: [http://www.amazon.com/Black-Swan-Impact-Highly-
Improbable/dp...](http://www.amazon.com/Black-Swan-Impact-Highly-
Improbable/dp/1400063515) you may want to check out his other book as well, it
is rather non-technical: [http://www.amazon.com/Fooled-Randomness-Hidden-
Chance-Market...](http://www.amazon.com/Fooled-Randomness-Hidden-Chance-
Markets/dp/1400067936/r)

To learn more on how Wall Street deals with the stock market randomness read
some books on Time Series analysis and forecasting, e.g the classic
[http://www.amazon.com/Time-Analysis-Forecasting-
Probability-...](http://www.amazon.com/Time-Analysis-Forecasting-Probability-
Statistics/dp/0470272848)

If you are a data scientist in heart read this great Q&A thread:
<http://www.quora.com/How-do-I-become-a-data-scientist>

I wish I could help you with a link to a clear non-technical introductory
article but this is all I've got. As random as it gets:)

Probably some good introductory book on science will fit the bill, science
after all deals primarily with randomness. You may want to check out
[http://www.amazon.com/G%C3%B6del-Escher-Bach-Eternal-
Golden/...](http://www.amazon.com/G%C3%B6del-Escher-Bach-Eternal-
Golden/dp/0465026567)

~~~
drewse
Also, since it looks like you're like you've been on HN for a while, do you
know how I can add this to the questions section? Some posts start with "Ask
HN:"

[I'll delete this comment once the issue's been resolved]

~~~
helwr
Just put "Ask HN:" in the title

~~~
drewse
Thanks, but I guess I can't change that now.

