Fast pseudorandom generators for normal and exponential variates

DOI10.1145/225545.225554MaRDI QIDQ4371090zbMATH OpenOpenAlexWikidataFDO

Authors Chris Wallace

Publication date 2 April 1998

Published in ACM Transactions on Mathematical Software (Search for Journal in Brave)

Full work available at URL http://www.acm.org/pubs/contents/journals/toms/1996-22/

zbMATH Keywords

algorithmsexponential distributionfast pseudorandom number generationGaussian distributionnormal distribution

Mathematics Subject Classification ID

Pseudo-random numbers; Monte Carlo methods (11K45) Random number generation in numerical analysis (65C10)

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