𝔖 Bobbio Scriptorium
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Generating random numbers of prescribed distribution using physical sources

✍ Scribed by Daniel Neuenschwander; Hansmartin Zeuner

Book ID
110413367
Publisher
Springer US
Year
2003
Tongue
English
Weight
218 KB
Volume
13
Category
Article
ISSN
0960-3174

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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)