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
90
91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
|
<!DOCTYPE html PUBLIC "-//W3C//DTD HTML 4.01 Transitional//EN" "http://www.w3.org/TR/html4/loose.dtd">
<html>
<!-- Copyright (C) 1996, 1997, 1998, 1999, 2000, 2001, 2002, 2003, 2004, 2005, 2006, 2007, 2008, 2009, 2010, 2011, 2012, 2013, 2014, 2015, 2016 The GSL Team.
Permission is granted to copy, distribute and/or modify this document
under the terms of the GNU Free Documentation License, Version 1.3 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 the freedom to copy and modify this
GNU Manual." -->
<!-- Created by GNU Texinfo 5.1, http://www.gnu.org/software/texinfo/ -->
<head>
<title>GNU Scientific Library – Reference Manual: Random Number References and Further Reading</title>
<meta name="description" content="GNU Scientific Library – Reference Manual: Random Number References and Further Reading">
<meta name="keywords" content="GNU Scientific Library – Reference Manual: Random Number References and Further Reading">
<meta name="resource-type" content="document">
<meta name="distribution" content="global">
<meta name="Generator" content="makeinfo">
<meta http-equiv="Content-Type" content="text/html; charset=utf-8">
<link href="index.html#Top" rel="start" title="Top">
<link href="Function-Index.html#Function-Index" rel="index" title="Function Index">
<link href="Random-Number-Generation.html#Random-Number-Generation" rel="up" title="Random Number Generation">
<link href="Random-Number-Acknowledgements.html#Random-Number-Acknowledgements" rel="next" title="Random Number Acknowledgements">
<link href="Random-Number-Generator-Examples.html#Random-Number-Generator-Examples" rel="previous" title="Random Number Generator Examples">
<style type="text/css">
<!--
a.summary-letter {text-decoration: none}
blockquote.smallquotation {font-size: smaller}
div.display {margin-left: 3.2em}
div.example {margin-left: 3.2em}
div.indentedblock {margin-left: 3.2em}
div.lisp {margin-left: 3.2em}
div.smalldisplay {margin-left: 3.2em}
div.smallexample {margin-left: 3.2em}
div.smallindentedblock {margin-left: 3.2em; font-size: smaller}
div.smalllisp {margin-left: 3.2em}
kbd {font-style:oblique}
pre.display {font-family: inherit}
pre.format {font-family: inherit}
pre.menu-comment {font-family: serif}
pre.menu-preformatted {font-family: serif}
pre.smalldisplay {font-family: inherit; font-size: smaller}
pre.smallexample {font-size: smaller}
pre.smallformat {font-family: inherit; font-size: smaller}
pre.smalllisp {font-size: smaller}
span.nocodebreak {white-space:nowrap}
span.nolinebreak {white-space:nowrap}
span.roman {font-family:serif; font-weight:normal}
span.sansserif {font-family:sans-serif; font-weight:normal}
ul.no-bullet {list-style: none}
-->
</style>
</head>
<body lang="en" bgcolor="#FFFFFF" text="#000000" link="#0000FF" vlink="#800080" alink="#FF0000">
<a name="Random-Number-References-and-Further-Reading"></a>
<div class="header">
<p>
Next: <a href="Random-Number-Acknowledgements.html#Random-Number-Acknowledgements" accesskey="n" rel="next">Random Number Acknowledgements</a>, Previous: <a href="Random-Number-Generator-Examples.html#Random-Number-Generator-Examples" accesskey="p" rel="previous">Random Number Generator Examples</a>, Up: <a href="Random-Number-Generation.html#Random-Number-Generation" accesskey="u" rel="up">Random Number Generation</a> [<a href="Function-Index.html#Function-Index" title="Index" rel="index">Index</a>]</p>
</div>
<hr>
<a name="References-and-Further-Reading-12"></a>
<h3 class="section">18.14 References and Further Reading</h3>
<p>The subject of random number generation and testing is reviewed
extensively in Knuth’s <cite>Seminumerical Algorithms</cite>.
</p>
<ul class="no-bullet">
<li><!-- /@w --> Donald E. Knuth, <cite>The Art of Computer Programming: Seminumerical
Algorithms</cite> (Vol 2, 3rd Ed, 1997), Addison-Wesley, ISBN 0201896842.
</li></ul>
<p>Further information is available in the review paper written by Pierre
L’Ecuyer,
</p>
<ul class="no-bullet">
<li><!-- /@w --> 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>handsim.ps</samp>.
</p></li></ul>
<p>The source code for the <small>DIEHARD</small> random number generator tests is also
available online,
</p>
<ul class="no-bullet">
<li><!-- /@w --> <cite>DIEHARD source code</cite> G. Marsaglia,
</li><li><!-- /@w --> <a href="http://stat.fsu.edu/pub/diehard/">http://stat.fsu.edu/pub/diehard/</a>
</li></ul>
<p>A comprehensive set of random number generator tests is available from
<small>NIST</small>,
</p>
<ul class="no-bullet">
<li><!-- /@w --> 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><li><!-- /@w --> <a href="http://csrc.nist.gov/rng/">http://csrc.nist.gov/rng/</a>
</li></ul>
</body>
</html>
|
