C++ Random Number Library 

This is a C++ library for generating sequences of random numbers from a wide variety of distributions. It is particularly appropriate for the situation where one requires sequences of identically distributed random numbers since the set up time for each type of distribution is relatively long but it is efficient when generating each new random number. The library includes classes for generating random numbers from a number of distributions and is easily extended to be able to generate random numbers from almost any of the standard distributions. Submitted: Jan 09, 2000

Random Numbers in Matlab, C and Java 

None of these languages provide facilities for choosing truly random numbers. They just provide pseudorandom numbers. But, we'll pretend that they are random for now, and address the details later. Submitted: Mar 09, 2005

Pseudo Random Number Generators 

This page contains C++ code libraries for some very good random number generators. The basic random number generators make floating point or integer random numbers with uniform distributions. The nonuniform random number generators make random variates with the following distributions: normal, bernoulli, poisson, binomial, hypergeometric, noncentral hypergeometric, extended hypergeometric, multinomial, multivariate hypergeometric, multivariate noncentral hypergeometric, multivariate extended hypergeometric, and shuffling. Submitted: Nov 12, 2002

Mersenne Twister: A random number generator 

Mersenne Twister(MT) is a pseudorandom number generator developped by Makoto Matsumoto and Takuji Nishimura (alphabetical order) during 19961997. MT has the following merits: It is designed with consideration on the flaws of various existing generators. The algorithm is coded into a C source downloadable below. Far longer period and far higher order of equidistribution than any other implemented generators (it is proved that the period is 2^199371, and 623dimensional equidistribution property is assured). Fast generation (although it depends on the system, it is reported that MT is sometimes faster than the standard ANSIC library in a system with pipeline and cache memory). Efficient use of the memory (the implemented Ccode mt19937.c consumes only 624 words of working area). Submitted: Jun 20, 1999

Random number generators 

This server is maintained by a team of mathematicians and computer scientists led by Peter Hellekalek at the University of Salzburg's Mathematics Department. We present results and links on this fundamental topic in stochastic simulation, some of them due to our own research in this field. Enjoy the data and allow for necessary incompleteness and subjectivity (an unmoderated but richer collection of networkresouces on random number generators is located on this server as part of the WWW Virtual Library). Submitted: Aug 31, 1998

Newran 

This C++ library is intended for generating streams of random numbers from a variety of distributions. The aim is to provide reasonably efficient methods for generating random numbers from the standard distributions, and also to provide an easy way for users to build generators for other continuous and discrete distributions. Submitted: Dec 20, 1999

oneoverf (1/f) noise 

1/f noise ("oneoverf noise", occasionally called "flicker noise" or "pink noise") is a type of noise whose power spectra P(f) as a function of the frequency f behaves like: P(f) = 1/f^a, where the exponent a is very close to 1 (that's where the name "1/f noise" comes from). The page lists and classifies links to publications regarding 1/f noise. Submitted: Jul 07, 1999

random 

Random numbers library at NETLIB. Submitted: Aug 31, 1998

RNG Implementations 

Implementations of linear and inversive generators are available in ANSIC. RNGs are deterministic algorithms that produce numbers with certain distribution properties. Roughly speaking, these numbers should behave similar to realizations of independent, identically distributed random variables. Every RNG has its deficiencies. No RNG is appropriate for all tasks. In order to verify our simulation results, we should be able to choose from a whole arsenal of widely different RNGs. Submitted: Jul 04, 1999

Linear combination of chisquared random variables 

X1,...,Xn are independent (noncentral) chisquared random variables and Z is a normal random variable independent of X1,...,Xn. This program calculates the probability Pr(a1* X1 + ... + an *Xn + a0*Z < x). The source code includes a main function. Submitted: Nov 14, 1999

RanLip  universal nonuniform multivariate random variate generator 

RanLip is a method of generation of random variates with arbitrary Lipschitzcontinuous densities, which works in the univariate and multivariate cases, in up to 56 variables. Implemented in C++. Submitted: Nov 21, 2006

