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 quixotic quest for the perfect random number generator has been an overriding factor for a group of simulation purists. Although we have developed a series of tests for the evaluation of random number generators, only a few of us engaged in modeling and simulation have actually taken the time to analyze the generators we use; most are willing to accept the random number generators available on the system -- just because it is there!