Generation of Gaussian distributed random numbers by using a numerical inversion method
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Cites work
- A Note on the Generation of Random Normal Deviates
- A very fast shift-register sequence random number generator
- Computer methods for sampling from the exponential and normal distributions
- Handbook of stochastic methods for physics, chemistry and natural sciences.
- scientific article; zbMATH DE number 3814037 (Why is no real title available?)
- scientific article; zbMATH DE number 3942890 (Why is no real title available?)
- scientific article; zbMATH DE number 4070125 (Why is no real title available?)
- scientific article; zbMATH DE number 4118220 (Why is no real title available?)
- Numerical integration of stochastic differential equations.
Cited in
(12)- Pipelined CORDIC processors for generating Gaussian random numbers
- Fast Gaussian random number generation using linear transformations
- Generation of the Chapman-Enskog distribution
- Effect of non-Gaussian noise sources in a noise-induced transition
- An algorithm of generating random number by wavelet denoising method and its application
- Enhanced Box-Muller method for high quality Gaussian random number generation
- Analytical and numerical studies of noise-induced synchronization of chaotic systems
- Monte Carlo sampling of Maxwell and Gaussian distributions using a single random number
- Normal (Gaussian) random variables for supercomputers
- Effective Markovian approximation for non-Gaussian noises: A path integral approach
- A law limit theorem for a sequence of random variables
- Generating generalized inverse Gaussian random variates
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