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This Web site is a good place to learn about advanced methods of random number generation and testing. The team of computer scientists and mathematicians of the pLab project conducts research in the field of stochastic simulation, and some of their results are included online. In the detailed discussions provided on the site, there are three random number generators given particular attention: the linear congruential generator, inversive congruential generators, and explicit inversive congruential generators. Besides explaining the underlying principles of these generators, their advantages and disadvantages are outlined. A few papers about specific topics can be viewed as well.
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