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## A. Bibliography

[1] Mutsuo Saito. A Variant of Mersenne Twister Suitable for Graphic Processors. arXiv:1005.4973v2 [cs.MS], Jun 2010.

[2] S. Joe and F. Y. Kuo. Remark on Algorithm 659: Implementing Sobol's quasirandom sequence generator. ACM Transactions on Mathematical Software, 29:49-57, March 2003.

[3] Jiri Matousek. Journal of Complexity. ACM Transactions on Mathematical Software, 14(4):527-556, December 1998.

[4] Art B. Owen. Local Antithetic Sampling with Scrambled Nets. The Annals of Statistics, 36(5):2319-2343, 2008.

[5] George Marsaglia. Xorshift RNGs. Journal of Statistical Software, 8(14), 2003. Available at http://www.jstatsoft.org/v08/i14/paper.

[6] Pierre L'Ecuyer and Richard Simard. TestU01: A C library for empirical testing of random number generators. ACM Transactions on Mathematical Software, 33(4), August 2007. Available at http://www.iro.umontreal.ca/~lecuyer/myftp/papers/testu01.pdf.

[7] Andrew Rukhin and Juan Soto and James Nechvatal and Miles Smid and Elaine Barker and Stefan Leigh and Mark Levenson and Mark Vangel and David Banks and Alan Heckert and James Dray and San Vo. "A Statistical Test Suite for the Validation of Random Number Generators and Pseudorandom Number Generators for Cryptographic Applications. Special Publication 800-22 Revision 1a, National Institute of Standards and Technology, April 2010. http://csrc.nist.gov/groups/ST/toolkit/rng/index.html.

[8] M. Matsumoto and T. Nishimura. Mersenne Twister: A 623-dimensionally equidistributed uniform pseudorandom number generator. ACM Transactions on Modeling and Computer Simulation, 8(1):3-30, January 1988.

[9] Pierre L'Ecuyer. Good Parameters and Implementations for Combined Multiple Recursive Random Number Generators. Operations Research, 47(1), Jan-Feb 1999.

[10] Pierre L'Ecuyer and Richard Simard and E. Jack Chen and W. David Kelton. An Object-Oriented Random-Number Package with Many Long Streams and Substreams. Operations Research, 50(6), Nov-Dec 2002.

[11] Karl Pearson. On the criterion that a given system of deviations from the probable in the case of a correlated system of variables is such that it can be reasonably supposed to have arisen from random sampling. Philosophical Magazine, 50(302):157-175, July 1900.

[12] R. L. Placket. Karl Pearson and the chi-squared test. International Statistics Review, 51:59-72, 1983.

[13] Carlos M. Jarque and Anil K. Bera. Efficient tests for normality, homoscedasticity and serial independence of regression residuals. Economics Letters, 6(3):255-259, 1980.

[14] A. Kolmogorov. Sulla determinazione empirica di una legge di distribuzione. G. Inst. Ital. Attuari, 4(83), 1933.

[15] Frank J. Massey. The Kolmogorov-Smirnov test for goodness of fit. Journal of the American Statistical Association, 46(253):68-78, 1951.

[16] T. W. Anderson and D. A. Darling. Asymptotic theory of certain "goodness-of-fit" criteria based on stochastic processes. Annals of Mathematical Statistics, 23(2):193-212, 1952.

[17] John. K. Salmon, Mark A. Moraes, Ron O. Dror, and David E. Shaw. Parallel Random Numbers: As Easy as 1, 2, 3 D.E Shaw Research, New York, NY 10036, USA, 2011.

[18] P. Trędak, C. Woolley. Efficient implementation of Mersenne Twister MT19937 Random Number Generator on the GPU GPU Technology Conference, 2013.