The numerical simulation of stochastic processes requires the generation of a large number of random variables. These can be taken from real random variables, which are generated by tossing a die (for small scale simulations) or measuring the noisy voltage drop over a resistor. The advent of digital computers lead to the development of simple, fast, and reproducible deterministic algorithms to generate sequences of random variables. As it is a deterministic procedure in a (hopefully) deterministic machine the numbers are not truly random. However, a good algorithm will produce sequences which resemble random numbers in most properties, in which case they are called pseudo-random numbers.