Fast Gaussian random number generation using linear transformations
type: Item
instance of: scholarly article
title: Fast Gaussian random number generation using linear transformations
zbMATH Open document ID: 0918.65003
DOI: 10.1007/BF02684478
author: Robert F. Tichy
author: Tamás Herendi
author: Thomas Siegl
published in: Computing
publication date: 1998-03-03T00:00:00Z
Mathematics Subject Classification ID: 65C10
Mathematics Subject Classification ID: 11K45
zbMATH DE Number: 1112340
zbMATH Keywords: Walsh transform
zbMATH Keywords: Fourier transform
zbMATH Keywords: Gaussian random number generation
zbMATH Keywords: completely uniform distribution
zbMATH Keywords: numerical comparison
describes a project that uses: C-RAND
MaRDI profile type: Publication
cites work: An alias method for sampling from the normal distribution
cites work: A Note on the Generation of Random Normal Deviates
cites work: Q3723577
cites work: C-uniform distribution on compact metric spaces
cites work: A method of generating pseudorandom normal numbers
cites work: On the efficiency of certain quasi-random sequences of points in evaluating multi-dimensional integrals
cites work: Q4187195
cites work: Q5585020
cites work: Q4767350
cites work: Q3262608
cites work: Q4003879
cites work: Diskrepanz und Distanz von Maßen bezüglich konvexer und Jordanscher Mengen. (Discrepancy and distance of measures with respect to convex and Jordan sets)
cites work: Q4146660
cites work: A Remarkable Series of Orthogonal Functions (I)
cites work: Q5289008
cites work: Q3997391
cites work: Q4289993
cites work: Testing Random Number Generators by Walsh Transform
Recommended article: A fast normal random number generator
Recommended article: The generation of pseudorandom correlated Gauss numbers
Recommended article: Q3795134
Recommended article: A method for vectorized random number generators
Recommended article: A fast random number generator for stochastic simulations
Recommended article: Maximally equidistributed pseudorandom number generators via linear output transformations
Recommended article: Faster random generation of linear extensions
Recommended article: Generation of Gaussian distributed random numbers by using a numerical inversion method
Recommended article: Fast pseudorandom generators for normal and exponential variates
description: scientific article; zbMATH DE number 1112340