I recommend

__Art of Computer Programming, Volume 2: Seminumerical Algorithms__ by Donald E, Knuth -- Chapter 3 covers random and pseudorandom numbers.

This book and its companion volumes 1 and 3 are worth getting for one's library.

From

http://www-cs-faculty.stanford.edu/~knuth/taocp.html:

"At the end of 1999, these books were named among the best twelve scientific monographs of the century by

American Scientist, along with: Dirac on quantum mechanics, Einstein on relativity, Mandelbrot on fractals, Pauling on the chemical bond, Russell and Whitehead on foundations of mathematics, von Neumann and Morgenstern on game theory, Wiener on cybernetics, Woodward and Hoffmann on orbital symmetry, Feynman on quantum electrodynamics, Smith on the search for structure, and Einstein's collected papers."

Note: The series was originally titled "

*The* Art of Computer Programming", so it's often referred-to by the acronym TAOCP.