𝔖 Bobbio Scriptorium
✦   LIBER   ✦

A combinatorial method for the generation of normally distributed random numbers

✍ Scribed by U. Dieter; J. H. Ahrens

Publisher
Springer Vienna
Year
1973
Tongue
English
Weight
462 KB
Volume
11
Category
Article
ISSN
0010-485X

No coin nor oath required. For personal study only.

πŸ“œ SIMILAR VOLUMES

Generation of Gaussian distributed rando
Generation of Gaussian distributed random numbers by using a numerical inversion method
✍ RaΓΊl Toral; Amitabha Chakrabarti πŸ“‚ Article πŸ“… 1993 πŸ› Elsevier Science 🌐 English βš– 649 KB

We describe a vectorizable implementation of a numerical inversion method to generate approximately Gaussian distributed random numbers. This method is, on the CRAY-YMP computer, several times faster than the standard Box-Muller-Wiener algorithm. The validity of the approximation is discussed. (1)

A method for the high-speed generation o
A method for the high-speed generation of random numbers with arbitrary distributions
✍ T. Ishikawa; P.Y. Wang; K. Wakui; T. Yabe πŸ“‚ Article πŸ“… 1992 πŸ› Elsevier Science 🌐 English βš– 666 KB

A new method for the high-speed generation of random numbers with arbitrary distributions is proposed. The method stores random numbers in two memories, and then picks out two random numbers and assembles them, resulting in a new random number. When the method is. realized with Fortran, the method c