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WWW Virtual Library: Random numbers and Monte Carlo Methods - http://random.mat.sbg.ac.at/links/
Links to related conferences, papers, software, webpages, people. |
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Pseudo-random Numbers - http://random.mat.sbg.ac.at/literature/
A guide to the literature. |
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Netlib: Random Number Generators - http://www.netlib.org/random/
Source code for various random number generators in C and Fortran, including the well-known RANLIB library supporting many continuous and discrete probability distributions. |
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Random Number Generator Algorithms - http://www.gnu.org/software/gsl/manual/html_node/Random-Number-Generation.html
Documentation of algorithms in the GNU Scientific Library Reference Manual. |
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http://statistik.wu-wien.ac.at/unuran/ - http://statistik.wu-wien.ac.at/unuran/
Universal Non-Uniform RANdom number generators: a GPL library of C functions to generate nonuniform random numbers, by Josef Leydold and Wolfgang Hoermann of the University of Economics, Vienna. |