While reading “The Skein Hash Function Family“, I saw that Skein can be used as a PRNG. This reminded me three things: First, of MIT AIM-36 “On the Effective Definition of Random Sequence“. Randomness can be so tricky.
Second, at the the WNS2 workshop where George Riley presented his tutorial on NS-3, he mentioned that they were using L’Ecuyer‘s MRG32k3a as their PRNG. MRG32k3a is described in “Good Parameter Sets for Combined Multiple Recursive Random Number Generators” and reference implementations are available. L’Ecuyer has also written an easy introduction to random numbers.
Third, and as a reminder to Panagiotis, this must be the weirdest book that a man can have on his library: A Million Random Digits with 100,000 Normal Deviates. I will order it some day.
Update: For true randomness visit random.org.