• David B. Thomas
• Research Home
• Group Information
• Finance
• FPGA RNGs
• Motivation
• Uniform
• Exponential
• GPU RNGs
• Uniform
• Publications

I started out doing random number generators for FPGAs, but alot of the same principles apply to GPUs. Specifically, one should design generators that take advantage of the specific characteristics of the platform, rather than trying to adapt existing software methods.

• Uniform random number (also random bit) generators.
• A fairly long and academic discussion of using rejection methods for random numbers in GPUs.