Citations
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A. Menezes, P. van Oorschot, and S. Vanstone, Handbook of Applied Cryptography, Chapter 5, CRC Press, 1996
Chapter Introduction G05 - Random Number Generators. The NAG Fortran Library Manual., Mark 21 Numerical Algorithms Group., 2005
N. M. Maclaren, The generation of multiple independent sequences of pseudorandom numbers, Appl. Statist., 1989, 38, 351-359
M. Matsumoto and T. Nishimura, Mersenne twister: A 623-dimensionally equidistributed uniform pseudorandom number generator, ACM Transactions on Modelling and Computer Simulations, 1998
P. L’Ecuyer, Good parameter sets for combined multiple recursive random number generators, Operations Research, 1999, 47, 159-164
P. L’Ecuyer and R. Simard, TestU01: A Software Library in ANSI C for Empirical Testing of Random Number Generators, Departement d’Informatique et de Recherche Operationnelle, Universite de Montreal, 2002. Software and user’s guide available at http://www.iro.umontreal.ca/~lecuyer
Mutsuo Saito and Makoto Matsumoto, SIMD-oriented Fast Mersenne Twister: a 128-bit Pseudorandom Number Generator, Monte Carlo and Quasi-Monte Carlo Methods 2006, Springer, 2008
Paul Bratley and Bennett L. Fox, Algorithm 659 Implementing Sobol’s Quasirandom Sequence Generator, Universite de Montreal, ACM Transactions on Mathematical Software, Vol. 14, No. 1, March 1988, Pages 88-100
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