Generation of Gaussian distributed random numbers by using a numerical inversion method
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Publication:1923722
DOI10.1016/0010-4655(93)90016-6zbMATH Open0854.65005OpenAlexW1965278233MaRDI QIDQ1923722FDOQ1923722
Authors: Raúl Toral, Amitabha Chakrabarti 
Publication date: 6 January 1997
Published in: Computer Physics Communications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0010-4655(93)90016-6
Recommendations
comparison of methodsnumerical inversion methodBox-Muller-Wiener algorithmGaussian distributed random numbers
Cites Work
- A Note on the Generation of Random Normal Deviates
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- Handbook of stochastic methods for physics, chemistry and natural sciences.
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- A very fast shift-register sequence random number generator
- Numerical integration of stochastic differential equations.
- Computer methods for sampling from the exponential and normal distributions
Cited In (9)
- Enhanced Box-Muller method for high quality Gaussian random number generation
- Effect of non-Gaussian noise sources in a noise-induced transition
- An algorithm of generating random number by wavelet denoising method and its application
- 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
- Generating generalized inverse Gaussian random variates
- Fast Gaussian random number generation using linear transformations
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