A review of pseudorandom number generators

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Abstract

This is a brief review of the current situation concerning practical pseudorandom number generation for Monte Carlo calculations. The conclusion is that pseudorandom number generators with the required properties are now available, but the generators actually used are often not good enough. Portable Fortran code is given for three different pseudorandom number generators, all of which have much better properties than any of the traditional generators commonly supplied in most program libraries.

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