I need different random number generators and some functions to generate random distributions. I found that random.h could do the job but I can't find the library. I'm using g++ on linux and it seems it's not there by default. Where can I find the random.h library?
No need- that's just the C implementation. Try this:
#include <random>
Also, the random library for C++ is actually quite terrible. Consider getting a third-party library if the actual quality of the random numbers is in high consideration.