The NIST Computer Security Resource Center has just published a report on how to generate good random numbers. This is critical for computer security, but if you're in any sort of physical simulation or use Monte Carlo methods, and you don't know how good your pseudo-random number generator (PRNG) is (or isn't), you should check this out. Bad random numbers will do weird things to you.
Cribbed from Bruce Schneier's blog.
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