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UNURAN - http://statistik.wu-wien.ac.at/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. |
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Pseudo Random Number Generators - http://www.agner.org/random/
Algorithms for good random number generators with theoretical discussion and software examples. |
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RngPack - http://www.honeylocust.com/RngPack/
A pseudorandom number generator package for Java. Source code free under BSD licence. |
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Netlib: Random Number Generators - http://www.netlib.org/random/
Source code for various random number generators in C and Fortran, including the well-known RANLIB library supporting many continuous and discrete probability distributions. |
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Segobit Software: Random Number Generator Pro - http://www.segobit.com/rng.htm
Windows application to generate several random numbers in a given range, subject to constraints like excluding certain digits. |