Project on generating random numbers on GPU

Question

I have been assigned a project on generating random numbers (specifically lognormal random numbers) on gpu. I have knowledge of probability and statistics and some programming experience but I do not have any experience on parallel computation and unable to find any book which treats generation of random numbers.

Please specify that where to look for it. Is it something relate to statistical computing? I want rather mathematical treatment on the topic than a cookbook sort of book on generation.

Answer 1

See the books:

• The Art of Computer Programming, Vol 2 by Donald Knuth (http://www.amazon.com/Art-Computer-Programming-Volume-Seminumerical/dp/0201896842)
• Simulation by Sheldon Ross (http://www.amazon.com/Simulation-Statistical-Modeling-Decision-Science/dp/0125980639)