Good random number generators are ( not so ) easy to find

@inproceedings{Hellekalek1998GoodRN,
  title={Good random number generators are ( not so ) easy to find},
  author={Peter Hellekalek},
  year={1998}
}
Every random number generator has its advantages and deficiencies. There are no `̀ safe'' generators. The practitioner's problem is how to decide which random number generator will suit his needs best. In this paper, we will discuss criteria for good random number generators: theoretical support, empirical evidence and practical aspects. We will study several recent algorithms that perform better than most generators in actual use. We will compare the different methods and supply numerical… CONTINUE READING
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