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Selected Bibliography

[1] Devroye, L. Non-Uniform Random Variate Generation, Springer-Verlag, 1986. Available online at http://cg.scs.carleton.ca/~luc/rnbookindex.html.

[2] L'Ecuyer, P. and R. Simard. "TestU01: A C Library for Empirical Testing of Random Number Generators," ACM Transactions on Mathematical Software, 33(4): Article 22. 2007.

[3] L'Ecuyer, P., R. Simard, E. J. Chen, and W. D. Kelton. "An Objected-Oriented Random-Number Package with Many Long Streams and Substreams." Operations Research, 50(6):1073–1075. 2002.

[4] Marsaglia, G. "Random numbers for C: The END?" Usenet posting to sci.stat.math. 1999. Available online at http://groups.google.com/group/sci.crypt/browse_thread/
thread/ca8682a4658a124d/.

[5] Marsaglia G., and W. W. Tsang. "The ziggurat method for generating random variables." Journal of Statistical Software, 5:1–7. 2000. Available online at http://www.jstatsoft.org/v05/i08.

[6] Marsaglia, G., and A. Zaman. "A new class of random number generators." Annals of Applied Probability 1(3):462–480. 1991.

[7] Marsaglia, G., and W. W. Tsang. "A fast, easily implemented method for sampling from decreasing or symmetric unimodal density functions." SIAM J.Sci.Stat.Comput. 5(2):349–359. 1984.

[8] Mascagni, M., and A. Srinivasan. "Parameterizing Parallel Multiplicative Lagged-Fibonacci Generators." Parallel Computing, 30: 899–916. 2004.

[9] Matsumoto, M., and T. Nishimura."Mersenne Twister: A 623-Dimensionally Equidistributed Uniform Pseudorandom Number Generator." ACM Transactions on Modeling and Computer Simulation, 8(1):3–30. 1998.

[10] Moler, C.B. Numerical Computing with MATLAB. SIAM, 2004. Available online at http://www.mathworks.com/moler

[11] Park, S.K., and K.W. Miller. "Random Number Generators: Good Ones Are Hard to Find." Communications of the ACM, 31(10):1192–1201. 1998.

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