A fast normal random number generator

DOI10.1145/138351.138364zbMath0893.65002OpenAlexW2162669222WikidataQ56057954 ScholiaQ56057954MaRDI QIDQ4371816

Joseph L. Leva

Publication date: 9 February 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/1992-18/

zbMATH Keywords

algorithmnormal distributionpseudorandom numbers

Mathematics Subject Classification ID

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

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