RANDOM GENERATOR
Tenokonda Random Number Generator enables uniform quasi random numbers generation. It is based on Sobol low discrepancy sequences generators enhancing statistical properties of the resulting uniform distributions and in turn any distribution that can be sampled from a uniform through inverse transform.
Features

Handles 21K dimensions

Enhanced independence between dimensions

Handles skip and scramble options
References
[1] Bratley, P., and B. L. Fox. “Algorithm 659 Implementing Sobol's Quasirandom Sequence Generator.” ACM Transactions on Mathematical Software. Vol. 14, No. 1, 1988, pp. 88–100.
[2] Hong, H. S., and F. J. Hickernell. “Algorithm 823: Implementing Scrambled Digital Sequences.” ACM Transactions on Mathematical Software. Vol. 29, No. 2, 2003, pp. 95–109.
[3] Joe, S., and F. Y. Kuo. “Remark on Algorithm 659: Implementing Sobol's Quasirandom Sequence Generator.” ACM Transactions on Mathematical Software. Vol. 29, No. 1, 2003, pp. 49–57.
[4] Kocis, L., and W. J. Whiten. “Computational Investigations of LowDiscrepancy Sequences.” ACM Transactions on Mathematical Software. Vol. 23, No. 2, 1997, pp. 266–294.
[5] Matousek, J. “On the L2Discrepancy for Anchored Boxes.” Journal of Complexity. Vol. 14, No. 4, 1998, pp. 527–556.