An exhaustive analysis of multiplicative congruential random number generators with modulus 231-1
SIAM Journal on Scientific and Statistical Computing
The art of computer programming, volume 2 (3rd ed.): seminumerical algorithms
The art of computer programming, volume 2 (3rd ed.): seminumerical algorithms
Fourier Analysis of Uniform Random Number Generators
Journal of the ACM (JACM)
Improving a Poor Random Number Generator
ACM Transactions on Mathematical Software (TOMS)
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The IMSL Library is a unified collection of over 500 FORTRAN subroutines for applications in statistics, operations research, and other areas of applied mathematics. Routines are available for generating random numbers from eighteen univariate distributions, from three multivariate distributions, and from two time series models. In addition, several routines are provided for parameter estimation and for goodness-of-fit tests. This tutorial discusses the use of the IMSL Library in simulation and statistical analysis.