C.4. 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

C.4.1. Generators

C.4.2. Distributions

C.4.3. Useful Web Sites


[Ferrenberg et al 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 et al 1993]

Pierre L'Ecuyer, F. Blouin, and R. Couture, "A Search for Good Multiple Recursive Random Generators.": ACM TOMACS, vol. 3, pp. 87-98, 1993.

[L'Ecuyer 1996(a)]

Pierre L'Ecuyer, "Combined Multiple Recursive Generators.": Operations Research, no. 5, vol. 44, pp. 816-822, 1997.

[L'Ecuyer 1996(b)]

Pierre L'Ecuyer, "Maximally Equidistributed Combined Tausworthe Generators": Mathematics and Computation, no. 65, vol. 213, pp. 203-213, 1996.

[L'Ecuyer 1999(a)]

Pierre L'Ecuyer, "Good Parameter Sets for Combined Multiple Recursive Random Number Generators": Operations Research, no. 1, vol. 47, pp. 159-164, 1999.

[L'Ecuyer 1999(b)]

Pierre L'Ecuyer, "Tables of Maximally-Equidistributed Combined LFSR Generators": Mathematics and Computation, no. 225, vol. 68, pp. 261-269, 1999.

[L'Ecuyer & Andres 1997]

Pierre L'Ecuyer and Terry H. Andres, "A Random Number Generator Based on the Combination of Four LCGs.": Mathematics and Computers in Simulation, vol. 44, pp. 99-107, 1997.

[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 1994(a)]

George Marsaglia, "The Mother of All Random Generators": Posted by Bob Wheeler to sci.stat.consult and sci.math.num-analysis on behalf of George Marsaglia on October 28, 1994. The code is available at ftp.taygeta.com .

[Marsaglia 1994(b)]

George Marsaglia, "Multiply-With-Carry Generators": File "mwc1.ps" on Marsaglia's Diehard CD-ROM, available online at ftp.csis.hku.hk.

[Marsaglia & Zaman 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 1992]

M. Matsumoto and Y. Kurita, "Twisted GFSR generators": ACM TOMACS, vol. 2, 1992, pp. 179-194.

[Matsumoto & Kurita 1994]

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.

[Matsumoto & Nishimura 1998]

M. Matsumoto and T. Nishimura, "Mersenne Twister: A 623-dimensionally Equidistributed Uniform Pseudorandomnumber Generator": ACM TOMACS, no. 1, vol. 8, pp. 3-30, 17 December 1998.

[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.

[Park & 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.

[Tausworthe 1965]

R.C. Tausworthe, "Random Numbers Generated by Linear Recurrence modulo 2": Math. Comput., vol. 19, pp. 201-209, 1965.

[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.

[Russell 1992]

Edward C. Russell, "Building Simulation Models With SIMSCRIPT II.5", CACI Products Company, La Jolla, 1992, The company's web site is: http://www.caciasl.com.

[Watkins 1994]

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