## Random Numbers in F#

Many problems in engineering, finance and statistics can not be solved by direct methods, but a great number of them can be solved approximately using randomized algorithms. All those algorithms need flexible and efficient pseudo-random number generators. An effective implementation of PRNG in the F# language is somewhat tricky. The F# language is based on .Net framework, which already provides a fast pseudo-random generator class System.Random, but it meets only certain statistical requirements for randomness. However, there are two classes of generators that have good performance: Combined multiple recursive generators (e.g., L’Ecuyer’s MRG32k3a) Twisted general feedback shift register generators (e.g.,...