If I have a set of numbers, how can I prove that they are random?

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If someone gives me a list of numbers and says they are entirely and completely random, how I can I verify this?

EDIT: Let's suppose that a well-known string theorist told me he can produce a list of numbers that is truly, genuinely random. If I can't prove that they're really random, then who am I supposed to believe: him, or the mathematicians?

(Don't hurt me; I'm just trying to learn.)