| [ < ] | [ > ] | [ << ] | [ Up ] | [ >> ] | [Top] | [Contents] | [Index] | [ ? ] |
17.14 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.
http://www.iro.umontreal.ca/~lecuyer/papers.html in the file ‘handsim.ps’.
The source code for the DIEHARD random number generator tests is also available online,
- DIEHARD source code G. Marsaglia,
- http://stat.fsu.edu/pub/diehard/
A comprehensive set of random number generator tests is available from NIST,
- NIST Special Publication 800-22, “A Statistical Test Suite for the Validation of Random Number Generators and Pseudo Random Number Generators for Cryptographic Applications”.
- http://csrc.nist.gov/rng/