Mersenne twister: a 623-dimensionally equidistributed uniform pseudo-random number generator
ACM Transactions on Modeling and Computer Simulation (TOMACS) - Special issue on uniform random number generation
Fast and reliable random number generators for scientific computing
PARA'04 Proceedings of the 7th international conference on Applied Parallel Computing: state of the Art in Scientific Computing
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We present a universal optimization for generating a uniformly distributed integer in an interval, based on the underlying uniform distribution. This optimization provides up to 25% run-time improvement, and what is sometimes more important, up to 25% reduction in usage of (pseudo-)random bits. The optimization entails no run-time penalty for all but the most primitive pseudo-random number generators, and can be easily employed by existing software and hardware. For hardware implementations we present additional improvements.