Efficient algorithms for computer simulation of Gaussian distribution

DOI10.1134/S0965542525702008MaRDI QIDQ7240923zbMATH OpenFDO

Authors A. V. Vojtishek, Yu. A. Ivanova, U. P. Seitmuratov

Publication date 12 May 2026

Published in Computational Mathematics and Mathematical Physics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1134/S0965542525702008

zbMATH Keywords

Box-Müller formulascomplexity of computer simulationdouble-sided rejection algorithm with piecewise constant majorant and minorant and probability equalizationGaussian distributionmodified ziggurat algorithm

Mathematics Subject Classification ID

Algorithms in computer science (68Wxx)

Cites work

• Choice of a constant in the expression for the error of the Monte Carlo method
• Some remarks on the efficient algorithms of numerical statistical simulation

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