Practical pseudo-RNG implementation. See also pseudorandomness for theories Monte Carlo for some applications, and for some background theory algorithmic statistics.
Generating uniformly distributed numbers on some interval, such as [0,1].
I constantly have to do this in languages that do not conveniently support…
Non-uniform RNG algorithms
Say you have a uniform RNG but you need… Poisson? Gaussian? RNGs. Now what?
- Luc Devroye’s wonderful and unexpectedly deep Non-Uniform Random Variate Generation