Random Number Generation

                    Random Number Generation

         Anyone who considers arithmetical methods of producing
         random digits is, of course, in a state of sin.
                                  John Von Neumann (1951)

Forth Dimensions review article on random numbers ( tar.Z or tar.gz formats). Contains R250 and quasi in (F-PC) Forth.

A Reference list of papers.

Note on generating Gaussian/Normal Random Numbers (or other nonuniform distributions).

A Monte Carlo method Reference list.

Pseudo-Random number generation using R250 (Kirkpatrick and Stoll, 1981).

Ada implementation.

C implementation.

C++ implementation.

ANS Forth implementation.

Quasi-Random number generation (Press and Teukolsky, 1989).

Ada implementation.

C implementation.

C++ implementation.

ANS Forth implementation.

George Marsaliga's Mother of all Pseudo-Random-Number-Generators. (Warning: this is a slow PRNG, R250 is much faster).

C++ Classes

Everett (Skip) Carter        Phone:  408-656-3318 FAX: 408-656-2712
Naval Postgraduate School    INTERNET: skip@taygeta.oc.nps.navy.mil
Dept. of Oceanography, Code OC/CR  UUCP:     ...!uunet!taygeta!skip
Monterey, CA. 93943

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