Algorithm 712: A normal random number generator

DOI10.1145/138351.138367MaRDI QIDQ4371817zbMATH OpenOpenAlexWikidataFDO

Authors Joseph L. Leva

Publication date 24 August 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/1992-18/

zbMATH Keywords

normal distributionGaussian distributionrandom numberspseudorandom numbersratio of uniform deviates

Mathematics Subject Classification ID

Random number generation in numerical analysis (65C10) Packaged methods for numerical algorithms (65Y15) Pseudo-random numbers; Monte Carlo methods (11K45)

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• Rectangles algorithm for generating normal variates
• \(\mathrm{SO}(10)\) as a framework for natural supersymmetry
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