UNURAN
Universal Non-Uniform RANdom number generators: a GPL library of C functions to generate nonuniform random numbers, by Josef Leydold and Wolfgang Hoermann of the University of Economics, Vienna
statistik.wu-wien.ac.at
Title: UNU.RAN - Universal Non-Uniform RANdom number generators
Description: Software for generating nonuniform random variates
Keywords: software random numbers random variables nonuniform random variates rng random number generator monte carlo method simulation