Generation of Gaussian distributed random numbers by using a numerical inversion method (Q1923722): Difference between revisions

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+A Note on the Generation of Random Normal Deviates
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+Q3713483
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+Computer methods for sampling from the exponential and normal distributions
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+A very fast shift-register sequence random number generator
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+Numerical integration of stochastic differential equations.
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+Handbook of stochastic methods for physics, chemistry and natural sciences.
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