Literature References on Random Numbers

Antonov, I.A. and V.M. Saleev, 1979; USSR Comput. Math., Math. Phys., V. 19, p. 252

Black, S.C. and A.D. Kennedy, 1989; Gaussian random number generators on a CYBER-205, V. 3 No. 3, pp. 59 - 67

Box, G.E.P, M.E. Muller 1958; A note on the generation of random normal deviates, Annals Math. Stat, V. 29, pp. 610-611

Carter, E.F, 1994; The Generation and Application of Random Numbers , Forth Dimensions Vol XVI Nos 1 & 2, Forth Interest Group, Carmel California

Collins, J.J., M. Fanciulli, R.G. Hohlfeld, D.C. Finch, G.v.H. Sandri, and E.S. Shtatland, 1992; A random number generator based on the logit transform of the logistic variable, Computers in Physics, V. 6 No. 6, pp. 630 - 632.

Cooper, N.G. , ed., 1989; From Cardinals to Chaos, Reflections on the Life and Legacy of Stanislaw Ulam, Cambridge Univ. Press, New York, 316 pages

James, F, 1990; A Review of Pseudorandom number Generators, Computer Physics Communications, 60:329-344, North-Holland

James, F., 1994;RANLUX: A FORTRAN implementation of the high-quality pseudorandom number generator of Luscher, Computer Physics Communications, V. 79, pp. 111-114

Keppler, K., 1993; Random Variables made Simply, Computer Language, June, pp. 67 - 79

Kirkpatrick, S., and E. Stoll, 1981; A Very Fast Shift-Register Sequence Random Number Generator, Journal of Computational Physics, V. 40. pp. 517-526

Knuth, D.E., 1981; The Art of Computer Programming, Volume 2 Seminumerical Algorithms, Addison-Wesley, Reading Mass., 688 pages, ISBN 0-201-03822-6

Kocis, L., W.J. Whiten, Computational investigations of low-discrepancy sequences, ACM Trans. Math. Software 23:2 (June 1997), 266-294.

Luban, M. and L.P. Stauton, 1988; An efficient method for generating a uniform distribution of points within a hypersphere, Computers in Physics, V. 2 No. 6, pp. 55 - 60

Luscher, M., 1994;A portable high-quality random number generator for lattice field theory simulations,Computer Physics Communications, V. 79, pp. 100-110

MacDougall,M.H., 1987; Simulating Computer Systems, M.I.T. Press, Cambridge, Ma., 292 pages, ISBN 0-262-13229-X

Maier, W.L., 1991; A Fast Pseudo Random Number Generator, Dr. Dobb's Journal, May, pp. 152 - 157

Marsaglia, G. and A. Zaman, 1994; Some portable very-long-period random number generators Computers in Physics, V. 8, No. 1, pp. 117-121

Niederreiter, Harald, 1992, Random Number Generation and Quasi-Monte Carlo Methods SIAM

Ochs, T., 1991; Deterministic random numbers ?, Computer Language, Jan. pp. 104 - 107

Park, S.K. and K.W. Miller, 1988; Random Number Generators: Good Ones are Hard to Find, Comm. of the ACM, V. 31. No. 10, pp 1192-1201

Press, W.H., B.P. Flannery, S.A. Teukolsky, W.T. Vetterling, 1986; Numerical Recipes, The Art of Scientific Computing, Cambridge University Press, Cambridge, 818 pages, ISBN 0-512-30811-9

Press, W.H. and S. A. Teukolsky, 1989; Quasi- (that is, Sub-) Random Numbers, Computers in Physics, V. 3 No. 6, pp. 76 - 79

Press, W.H. and S.A. Teukolsky, 1992; Portable Random Number Generators, Computers in Physics, V. 6, No. 5, pp. 522-524

Rubinstein, R.Y., 1981; Simulation and the Monte Carlo method, John Wiley & Sons, ISBN 0-471-08917-6

Tezuka, S. and P. L'Ecuyer, 1991; Efficient and Portable Combined Tausworthe Random Number Generators, ACM TOMACS, April 1991, Volume 1, Number 2, pp. 99--112



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