B.5. Resources for random number generation

This section lists some of the source reference material used in programming the random generators and distributions. The following is a list of source articles or books from which the generator and distribution objects were implemented

B.5.1. Generators

B.5.2. Distributions

B.5.3. Useful Web Sites

Bibliography

[Ferrenberg, 1992] Alan M. Ferrenberg, D. P. Landau, and Y. Joanna Wong, "Monte Carlo Simulations: Hidden Errors from "Good" Random Number Generators": Physical Review Letters, no. 23, vol. 69, December, 1992.

[Knuth, 1981] Donald Knuth, The Art of Computer Programming, 2nd ed., vol. II, Seminumerical Algorithms, Addison-Wesley, Reading, 1981.

[L'Ecuyer, A] Pierre L'Ecuyer, "A Search for Good Multiple Recursive Random Generators." Unpublished: see personal website.

[L'Ecuyer, B] Pierre L'Ecuyer, "Combined Multiple Recursive Random Number Generators." Unpublished: see personal website.

[L'Ecuyer & Andres, 1996] Pierre L'Ecuyer and Terry H. Andres, "A Random Number Generator Based on the Combination of Four LCGs.": Mathematics and Computers in Simulation To appear: see personal website, no. 1, vol. 17, 17 December 1996.

[L'Ecuyer & Cote, 1991] Pierre L'Ecuyer and Serge Cote, "Implementing a Random Number Package with Splitting Facilities": ACM TOMACS, no. 1, vol. 17, pp. 98-111, March, 1991.

[Marsaglia, 1991] George Marsaglia and Arif Zaman, "A New Class of Random Number Generators.": Annals of Applied Probability, no. 3, vol. 3, pp. 462-480.

[Matsumoto & Kurita, 1996] Makoto Matsumoto and Yoshiharu Kurita, "Twisted GFSR Generators II.": ACM TOMACS (Amended by K. Matsumoto, 8 July 1996)., no. 3, vol. 4, pp. 254-266.

[Miller, 1988] Stephen K. Park and Keith W. Miller, "Random Number Generators: Good Ones Are Hard to Find.": CACM, no. 10, vol. 31, pp. 1192-1201, October 1988.

[Nature, 1994] "News and Views": Nature, vol. 372, December, 1994.

[Numerical Recipes] W. H. Press, S. A Teukolsky, W. T. Vetterling, and B. P. Flannery, Numerical Recipes in C, 2nd ed., Cambridge University Press, 1992.

[Tezuka & L'Ecuyer, 1991] Shu Tezuka and Pierre L'Ecuyer, "Efficient and Portable Combined Tausworthe Random Number Generators.": ACM TOMACS, no. 2, vol. 1, pp. 99-112.

[Watkins, 1994] Kevin Watkins, Discrete Event Simulation in C, McGraw-Hill, 1994.