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A fast normal random number generator
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Author:
Joseph L. Leva
MITRE Corp., Bedford, MA
Published in:
· Journal
ACM Transactions on Mathematical Software (TOMS)
TOMS Homepage
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Volume 18 Issue 4, Dec. 1992
Pages 449-453
ACM
New York, NY
, USA
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doi>
10.1145/138351.138364
1992 Article
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Tags:
algorithms
gaussian distribution
normal distribution
performance
pseudorandom numbers
random number generation
random numbers
ratio of uniform deviates
statistical computing
theory
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