References and Further Reading

The subject of random number generation and testing is reviewed extensively in Knuth's Seminumerical Algorithms.

• Donald E. Knuth, The Art of Computer Programming: Seminumerical Algorithms (Vol 2, 3rd Ed, 1997), Addison-Wesley, ISBN 0201896842.

Further information is available in the review paper written by Pierre L'Ecuyer,

P. L'Ecuyer, "Random Number Generation", Chapter 4 of the Handbook on Simulation, Jerry Banks Ed., Wiley, 1998, 93--137. @url{http://www.iro.umontreal.ca/~lecuyer/papers.html} in the file `handsim.ps'.

On the World Wide Web, see the pLab home page (@url{http://random.mat.sbg.ac.at/}) for a lot of information on the state-of-the-art in random number generation, and for numerous links to various "random" WWW sites.

The source code for the DIEHARD random number generator tests is also available online.

• DIEHARD source code G. Marsaglia,
• @url{http://stat.fsu.edu/pub/diehard/}