Fast pseudorandom generators for normal and exponential variates

DOI10.1145/225545.225554zbMath0884.65006OpenAlexW2008818007WikidataQ56057961 ScholiaQ56057961MaRDI QIDQ4371090

Chris Wallace

Publication date: 2 April 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/1996-22/

zbMATH Keywords

algorithmsexponential distributionGaussian distributionnormal distributionfast pseudorandom number generation

Mathematics Subject Classification ID

Random number generation in numerical analysis (65C10) Pseudo-random numbers; Monte Carlo methods (11K45)

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