Shawn Hargreaves Blog
Following on from my article about the tricksyness of random numbers, Charles Bloom has a great writeup about how to implement stateful random generators with weighted decay. For many gameplay tasks, this can give more of a "what you'd expect" type result than the independent samples provided by a typical random generator.
(warning for the easily offended: some colorful language at that link)
Thought I'd plug an article I wrote on how to achieve a "pyramid" distribution and how to simulate normal distributions by simply calling the random functions multiple times. This can allow for outliers but gives you stronger averages:
Very interesting. I will implement it in my fighting engine. You can follow me at kokusaifightingengine.blogspot.com