Put this VB6 code in a module and run it, you'll see that the random numbers aren't in fact random. The code will generate each time the same "random" numbers.
code:
Sub main()
Dim I As Long
Dim List As String
For I = 1 To 10
List = List & Rnd & vbCr
Next I
MsgBox List
End Sub
This is what they mean with "pseudo-random" numbers, and that you can predict which number will be taken as 5th in the list for example.
(for VB, and extremely many other languages, this is because each successive call to the Rnd function uses the previous "random" number as a seed for the next number in the sequence)
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To make this less "pseudo-random" (at least to the outside), you set a different seeding (or starting point if you will) for the list.
eg:
code:
Sub main()
Randomize Timer
Dim I As Long
Dim List As String
For I = 1 To 10
List = List & Rnd & vbCr
Next I
MsgBox List
End Sub
Now, the list will be different each time because you pick a different seeding each time. This is done by basing the seeding on the Timer value (which changes every millisecond).
This is, sort of(!), what they mean with the "source of entropy".
The randomizing of the seeding isn't done automatically because a fixed sequences of pseudo-random numbers does have its uses also.
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As for experiment try to replace the 'Timer' with a number of your choice and run the routine again a couple of times...