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Old 2004-11-22, 06:37   #5
cheesehead
 
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"Richard B. Woods"
Aug 2002
Wisconsin USA

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I recommend Art of Computer Programming, Volume 2: Seminumerical Algorithms by Donald E, Knuth -- Chapter 3 covers random and pseudorandom numbers.

This book and its companion volumes 1 and 3 are worth getting for one's library.

From http://www-cs-faculty.stanford.edu/~knuth/taocp.html:
"At the end of 1999, these books were named among the best twelve scientific monographs of the century by American Scientist, along with: Dirac on quantum mechanics, Einstein on relativity, Mandelbrot on fractals, Pauling on the chemical bond, Russell and Whitehead on foundations of mathematics, von Neumann and Morgenstern on game theory, Wiener on cybernetics, Woodward and Hoffmann on orbital symmetry, Feynman on quantum electrodynamics, Smith on the search for structure, and Einstein's collected papers."

Note: The series was originally titled "The Art of Computer Programming", so it's often referred-to by the acronym TAOCP.

Last fiddled with by cheesehead on 2004-11-22 at 06:40
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