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Re: random generators time-critical?


On Thu, 29 Oct 1998, Klaus Schilling wrote:

> 
> Jim Blandy suggests that time critical stuff should be written in C.  Up
> to now, I thought that random number generators and distributors would
> be time-critical and thus better written in C and then wrapped (e.g.
> those from GSL) but I don't know if that is correct. There are pseudo
> random generators and distributions written in Scheme, e.g. by A.
> Jaffer. Anyone know it better?
> 
>     Klaus Schilling
> 

OOO! OO! do the Wichmann-Hill Random Number Generator!

Wichmann, B. A. & Hill, I. D. (1982)
Algorithm AS 183:
An efficient and portable pseudo-random number generator
Applied Statistics 31 (1982) 188-190 

see also:
	Correction to Algorithm AS 183
	Applied Statistics 33 (1984) 123

	McLeod, A. I. (1985)
	A remark on Algorithm AS 183
	Applied Statistics 34 (1985),198-200