Algorithm 488: A Gaussian pseudo-random number generator

DOI10.1145/361604.361629zbMath0292.65003OpenAlexW2162404251WikidataQ56939395 ScholiaQ56939395MaRDI QIDQ4044039

Richard P. Brent

Publication date: 1974

Published in: Communications of the ACM (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1145/361604.361629

Mathematics Subject Classification ID

Random number generation in numerical analysis (65C10) Algorithms in computer science (68W99)

Related Items (10)

Risk of a homoscedasticity pre-test estimator of the regression scale under LINEX loss ⋮ On a generation of normal pseudo-random numbers ⋮ The ACR method for generating normal random variables ⋮ Alternative stratetgies for ‘augmenting’ the dickey-fuller test: size-robustness in the face of pre-testing ⋮ ARC-FRACTAL AND THE DYNAMICS OF COASTAL MORPHOLOGY ⋮ Computer simulations of multiplicative stochastic differential equations ⋮ Sampling Exactly from the Normal Distribution ⋮ Testing the autoregressive parameter with the t statistic ⋮ A supplement to sowey's bibliography on random number generation and related topics ⋮ Finite-sample properties of limited-iinformation estimators in misspecified simultaneous equation models

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