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Random Number Generation

Introduction

Random Generation Functions

Random Numbers

Arbitrary-Precision Reals and Complexes

Random Elements

Seeding and Localization

SeedRandom and BlockRandom in Parallel Computations

Methods

Congruential

ExtendedCA

Legacy

MersenneTwister

MKL

Rule30CA

ParallelMersenneTwister

ParallelGenerator

Defining Your Own Generator

Example: Multiplicative Congruential Generator

Example: Blum–Blum–Shub Generator

Statistical Distributions

Continuous Distributions

Discrete Distributions

Defining Distributional Generators

Example: Normal Distribution by Inversion

Example: Uniform Distribution on a Disk

Example: Gibbs Sampler

References