Random number generators

Abstract

One requirement common to all Monte Carlo computer simulations is an abundant and automatic supply of random numbers. For most purposes it generally suffices to draw this supply from the uniform distribution in the unit interval. The mathematical tricks used to convert these samplings to samplings from other distributions are well-known. Also well-known are the reasons for preferring an arithmetic process on a digital computer to stored tables,or to analogue methods, as a source of random numbers.