I've nearly finished preparing Boost.Random for the next release. Here's a summary of the changes. I still have some minor clean-up, but it's mostly stable. I'd greatly appreciate it if anyone wants to take a look at it. If you have issues with any of this, speak up now, while it can still be changed relatively painlessly.
* Synchronized with the new standard. - Many new distributions added: chi_squared_distribution, negative_binomial_distribution, fisher_f_distribution, student_t_distribution, weibull_distribution, extreme_value_distribution, discrete_distribution, piecewise_constant_distribution, piecewise_liear_distribution
Both the Rayleigh distribution and it's generalization, the Rician distribution, don't appear to be supported and would be nice to have. I think they are not too hard to implement. Matthias