Add prng refs

kgryte · kgryte · commit 8d0ab34a4c01 · 2016-10-15T13:46:41.000-07:00
diff --git a/docs/references/bib.bib b/docs/references/bib.bib
@@ -459,3 +459,91 @@ @article{marsaglia:1964
 	volume = {6},
 	year = {1964},
 }
+
+@article{park:1988,
+	abstract = {Practical and theoretical issues are presented concerning the design, implementation, and use of a good, minimal standard random number generator that will port to virtually all systems.},
+	acmid = {63042},
+	address = {New York, NY, USA},
+	author = {S. K. Park and K. W. Miller},
+	doi = {10.1145/63039.63042},
+	issn = {0001-0782},
+	issue_date = {Oct. 1988},
+	journal = {Communications of the ACM},
+	keywords = {random, prng, rng, pseudorandom, number, generator},
+	month = {oct},
+	number = {10},
+	numpages = {10},
+	pages = {1192--1201},
+	publisher = {ACM},
+	title = {{Random Number Generators: Good Ones Are Hard to Find}},
+	url = {http://doi.acm.org/10.1145/63039.63042},
+	volume = {31},
+	year = {1988},
+}
+
+@book{press:1992,
+	author = {William H. Press and Brian P. Flannery and Saul A. Teukolsky and William T. Vetterling},
+	isbn = {0521431085},
+	keywords = {computing, software, programming},
+	publisher = {Cambridge University Press},
+	title = {{Numerical Recipes in C: The Art of Scientific Computing, Second Edition}},
+	year = {1992},
+}
+
+@article{bays:1976,
+	abstract = {},
+	acmid = {355670},
+	address = {New York, NY, USA},
+	author = {Carter Bays and S. D. Durham},
+	doi = {10.1145/355666.355670},
+	issue_date = {March 1976},
+	journal = {ACM Trans. Math. Softw.},
+	keywords = {lcg, random, rnd, minstd, rand, rng, prng, pseudorandom, number, generator, linear congruential generator},
+	month = {mar},
+	number = {1},
+	numpages = {6},
+	issn = {0098-3500},
+	pages = {59--64},
+	publisher = {ACM},
+	title = {{Improving a Poor Random Number Generator}},
+	url = {http://doi.acm.org/10.1145/355666.355670},
+	volume = {2},
+	year = {1976},
+}
+
+@book{herzog:2002,
+	author = {T.N. Herzog and G. Lord},
+	isbn = {9781566984331},
+	keywords = {finance, monte carlo, prng, rng, random, minstd, minstd-shuffle},
+	lccn = {2002015049},
+	pages = {19--},
+	publisher = {ACTEX Publications},
+	title = {{Applications of Monte Carlo Methods to Finance and Insurance}},
+	url = {https://books.google.com/books?id=vC7I\_gdX-A0C},
+	year = {2002},
+}
+
+@book{knuth:1997,
+	address = {Boston, MA, USA},
+	author = {Donald E. Knuth},
+	isbn = {0-201-89684-2},
+	publisher = {Addison-Wesley Longman Publishing Co., Inc.},
+	title = {{The Art of Computer Programming, Volume 2 (3rd Ed.): Seminumerical Algorithms}},
+	year = {1997},
+}
+
+@article{hormann:1993,
+	abstract = {The transformed rejection method, a combination of the inversion and the rejection method, which is used to generate non-uniform random numbers from a variety of continuous distributions can be applied to discrete distributions as well. For the Poisson distribution a short and simple algorithm is obtained which is well suited for large values of the Poisson parameter μ, even when μ may vary from call to call. The average number of uniform deviates required is lower than for any of the known uniformly fast algorithms. Timings for a C implementation show that the algorithm needs only half of the code but is - for μ not too small - at least as fast as the current state-of-the-art algorithms.},
+	author = {W. H\"{o}rmann},
+	doi = {10.1016/0167-6687(93)90997-4},
+	issn = {0167-6687},
+	journal = {Insurance: Mathematics and Economics},
+	keywords = {Rejection method, Inversion, Decomposition, Poisson variate generation, Uniformly fast algorithm},
+	note = {},
+	number = {1},
+	pages = {39--45},
+	title = {{The transformed rejection method for generating Poisson random variables}},
+	url = {http://www.sciencedirect.com/science/article/pii/0167668793909974},
+	volume = {12},
+	year = {1993},
+}
diff --git a/docs/references/templates/book.bib b/docs/references/templates/book.bib
@@ -0,0 +1,7 @@
+@book{id,
+	author = {},
+	keywords = {},
+	publisher = {},
+	title = {{}},
+	year = {},
+}
