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Looking for a C/C++ probability library



Hi everyone! I'm about to deploy some simulations programs for a
mathematic workgroup in my university, and I would like to do it in
Linux and in C/C++. 
For that, I'll have to use some stadistic functions, like geometric
series, gaussian distributions, etc.
The question will be ¿do you know of any library according to the job?
If it is in another language, please mention it too.

Cheers, Damian.-


"A computer is like an air conditioner. It stops working when you open
windows."



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