1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
|
<html lang="en">
<head>
<title>Random Number References and Further Reading - GNU Scientific Library -- Reference Manual</title>
<meta http-equiv="Content-Type" content="text/html">
<meta name="description" content="GNU Scientific Library -- Reference Manual">
<meta name="generator" content="makeinfo 4.8">
<link title="Top" rel="start" href="index.html#Top">
<link rel="up" href="Random-Number-Generation.html" title="Random Number Generation">
<link rel="prev" href="Random-Number-Generator-Examples.html" title="Random Number Generator Examples">
<link rel="next" href="Random-Number-Acknowledgements.html" title="Random Number Acknowledgements">
<link href="http://www.gnu.org/software/texinfo/" rel="generator-home" title="Texinfo Homepage">
<!--
Copyright (C) 1996, 1997, 1998, 1999, 2000, 2001, 2002, 2003, 2004, 2005, 2006, 2007 The GSL Team.
Permission is granted to copy, distribute and/or modify this document
under the terms of the GNU Free Documentation License, Version 1.2 or
any later version published by the Free Software Foundation; with the
Invariant Sections being ``GNU General Public License'' and ``Free Software
Needs Free Documentation'', the Front-Cover text being ``A GNU Manual'',
and with the Back-Cover Text being (a) (see below). A copy of the
license is included in the section entitled ``GNU Free Documentation
License''.
(a) The Back-Cover Text is: ``You have freedom to copy and modify this
GNU Manual, like GNU software.''-->
<meta http-equiv="Content-Style-Type" content="text/css">
<style type="text/css"><!--
pre.display { font-family:inherit }
pre.format { font-family:inherit }
pre.smalldisplay { font-family:inherit; font-size:smaller }
pre.smallformat { font-family:inherit; font-size:smaller }
pre.smallexample { font-size:smaller }
pre.smalllisp { font-size:smaller }
span.sc { font-variant:small-caps }
span.roman { font-family:serif; font-weight:normal; }
span.sansserif { font-family:sans-serif; font-weight:normal; }
--></style>
</head>
<body>
<div class="node">
<p>
<a name="Random-Number-References-and-Further-Reading"></a>
Next: <a rel="next" accesskey="n" href="Random-Number-Acknowledgements.html">Random Number Acknowledgements</a>,
Previous: <a rel="previous" accesskey="p" href="Random-Number-Generator-Examples.html">Random Number Generator Examples</a>,
Up: <a rel="up" accesskey="u" href="Random-Number-Generation.html">Random Number Generation</a>
<hr>
</div>
<h3 class="section">17.14 References and Further Reading</h3>
<p>The subject of random number generation and testing is reviewed
extensively in Knuth's <cite>Seminumerical Algorithms</cite>.
<ul>
<li>Donald E. Knuth, <cite>The Art of Computer Programming: Seminumerical
Algorithms</cite> (Vol 2, 3rd Ed, 1997), Addison-Wesley, ISBN 0201896842.
</ul>
<p class="noindent">Further information is available in the review paper written by Pierre
L'Ecuyer,
<ul>
P. L'Ecuyer, “Random Number Generation”, Chapter 4 of the
Handbook on Simulation, Jerry Banks Ed., Wiley, 1998, 93–137.
<p><a href="http://www.iro.umontreal.ca/~lecuyer/papers.html">http://www.iro.umontreal.ca/~lecuyer/papers.html</a>
in the file <samp><span class="file">handsim.ps</span></samp>.
</ul>
<p class="noindent">The source code for the <span class="sc">diehard</span> random number generator tests is also
available online,
<ul>
<li><cite>DIEHARD source code</cite> G. Marsaglia,
<li><a href="http://stat.fsu.edu/pub/diehard/">http://stat.fsu.edu/pub/diehard/</a>
</ul>
<p class="noindent">A comprehensive set of random number generator tests is available from
<span class="sc">nist</span>,
<ul>
<li>NIST Special Publication 800-22, “A Statistical Test Suite for the
Validation of Random Number Generators and Pseudo Random Number
Generators for Cryptographic Applications”.
<li><a href="http://csrc.nist.gov/rng/">http://csrc.nist.gov/rng/</a>
</ul>
<hr>The GNU Scientific Library - a free numerical library licensed under the GNU GPL<br>Back to the <a href="/software/gsl/">GNU Scientific Library Homepage</a></body></html>
|
