Links

Randomness and Pseudo-randomness (BBC)

http://www.bbc.co.uk/programmes/b00x9xjb

Non-uniform random variate generation (Luc Devroye):

http://luc.devroye.org/rnbookindex.html

Computer Generation of Statistical Distributions:

http://ftp.arl.mil/random/random.pdf

Random numbers: nothing left to chance:

http://www.ams.org/samplings/feature-column/fcarc-random