APPENDIX D

Appendix D: Acknowledgements and References

Acknowledgments

The CLCG4 Random Number Generator upon which this implementation was based was created by Pierre L'ecuyer and Terry H. Andres.

A Random Number Generator Based on the Combination of Four LCGs.

(This can be downloaded from the "papers" page of Prof. L'Ecuyer's web page:

http://www.iro.umontreal.ca/~lecuyer/myftp/papers/clcg4.ps).

A PDF version of this document is attached.

Additional Associated References

1) P.Bratley, B. L. Fox, and L. E. Schrage. A Guide to Simulation Springer-Verlag, New York, second edition, 1987.

2) D. E. Knuth. The Art of Computer Programming, Volume 2: Seminumerical Algorithms. Addison-Wesley, Reading, Mass., second edition, 1981

3) AM. Law and W. D. Kelton. Simulation Modeling and Analysis. McGraw-Hill, New York, second edition, 1991.

4) P.L'Ecuyer. Effcient and portable combined random number generators.

Communications of the ACM, 31(6):742-749 and 774, 1988.

See also the correspondence in the same journal, 32, 8 (1989) 1019-1024

5) P.L'Ecuyer. Random numbers for simulation. Communications of the ACM, 33(10):85-97, 1990.