A method of generating pseudorandom normal numbers

DOI10.1016/0041-5553(86)90097-2zbMath0629.65007OpenAlexW2033212005MaRDI QIDQ3766690

V. N. Il'In, V. V. Egorov, R. Eh. Gut

Publication date: 1986

Published in: USSR Computational Mathematics and Mathematical Physics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0041-5553(86)90097-2

zbMATH Keywords

Fourier transformationnormal random variablesn-dimensional Walsh transformationnormal pseudorandom numbers

Mathematics Subject Classification ID

Random number generation in numerical analysis (65C10)

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Fast Gaussian random number generation using linear transformations

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