References and Further Reading

For an encyclopaedic coverage of the subject readers are advised to consult the book Non-Uniform Random Variate Generation by Luc Devroye. It covers every imaginable distribution and provides hundreds of algorithms.

• Luc Devroye, Non-Uniform Random Variate Generation, Springer-Verlag, ISBN 0-387-96305-7.

The subject of random variate generation is also reviewed by Knuth, who describes algorithms for all the major distributions.

• Donald E. Knuth, The Art of Computer Programming: Seminumerical Algorithms (Vol 2, 3rd Ed, 1997), Addison-Wesley, ISBN 0201896842.

The Particle Data Group provides a short review of techniques for generating distributions of random numbers in the "Monte Carlo" section of its Annual Review of Particle Physics.

• Review of Particle Properties R.M. Barnett et al., Physical Review D54, 1 (1996) @url{http://pdg.lbl.gov/}.

The Review of Particle Physics is available online in postscript and pdf format.