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- Knuth is a reasonable pedagogical description although it is a
little out of date.
Chiu (C3P-526) describes newer algorithms which are
important in some cases.
- Press, et al. (Numerical Recipes) implements algorithms at about
the level of Knuth.
- The National High Performance Software Exchange has a review of
parallel random number generators.
Geoffrey Fox, Northeast Parallel Architectures Center at Syracuse University, gcf@npac.syr.edu