Chaos: making a new science
Random number generators: good ones are hard to find
Communications of the ACM
The art of computer programming, volume 2 (3rd ed.): seminumerical algorithms
The art of computer programming, volume 2 (3rd ed.): seminumerical algorithms
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The study of highly unstable nonlinear dynamical systems—chaotic systems—has emerged recently as an area of major interest and applicability across the mathematical, physical and social sciences. This interest has been triggered by advances in the past decade, particularly in the mathematical understanding of complex systems. An important insight that has become widely recognized in recent years is that deterministic systems can give rise to chaotic behavior. Surprisingly, many of these systems are extremely simple, yet they exhibit complex chaotic behavior.