Does Random number generation function run on GPU or CPU

Hi Guys,
I am using following code to generate random numbers.
My Question is that do these functions create random numbers on GPU memory using parallel computation or does it all happen on CPU ?

    curandCreateGenerator(&gen, CURAND_RNG_PSEUDO_XORWOW);
curandSetPseudoRandomGeneratorSeed(gen, _seed);
curandGenerateUniform(gen, deviceData, size); //generate the random numbers