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L6 : Random number generation

G05XAF    Initializes the Brownian bridge generator
G05XCF    Initializes the generator which backs out the increments of sample paths generated by a Brownian bridge algorithm
G05XEF    Creates a Brownian bridge construction order out of a set of input times
G05ZMF    Setup for simulating one-dimensional random fields, user-defined variogram

L6a:  Univariate  (38 routines)
L6b:  Multivariate  (18 routines)
L6c:  Service routines (e.g., seed)  (11 routines)

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© The Numerical Algorithms Group Ltd, Oxford UK. 2013