Algorithm 712: A normal random number generator

DOI10.1145/138351.138367zbMATH Open0893.65003OpenAlexW2066090103WikidataQ113310592 ScholiaQ113310592MaRDI QIDQ4371817FDOQ4371817

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/

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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)

Cited In (9)

• PASCAL functions for the generation of random numbers
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• An algorithm of generating random number by wavelet denoising method and its application
• An improved exact sampling algorithm for the standard normal distribution
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• Rectangles algorithm for generating normal variates
• \(\mathrm{SO}(10)\) as a framework for natural supersymmetry
• Algorithm 712

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