Here, we will look at the generation of random numbers, and some popular random distributions:
More informations of the algorithms are found in the following ref:
Monte carlo techniques,
(Volume 15, Numbers 1-4 / March, 2000, The European Physical Journal C - Particles and Fields)
A Random class (for C++) and a Module (for Fortran) is generated to implement these four-distibutions for C++ and Fortran users. See: random.h | random.f90