Random numbers

List of pseudo-random number generators

• Linear congruential generator
• Inversive congruential generator
• Explicit inversive congruential generator
• Compound generators
• Prime modulus multiplicative linear congruential generator
• ACG
• AWC
• SCG
• SWB
• PSWB
• MRG
• C2MRG3
• C2TAUS
• MT19937
• ran2 (Numerical Recipes)
• RANDU
• RCARRY
• RANLUX

Applications

• Monte Carlo simulations
• Numbers with a Gaussian distribution
• Random vector on a sphere

People

• Pierre L'Ecuyer
• George Marsaglia