A New Hardware Efficient Inversion Based Random Number Generator for Non-uniform Distributions

@article{Schryver2010ANH,
  title={A New Hardware Efficient Inversion Based Random Number Generator for Non-uniform Distributions},
  author={Christian de Schryver and Daniel Schmidt and Norbert Wehn and Elke Korn and Henning Marxen and Ralf Korn},
  journal={2010 International Conference on Reconfigurable Computing and FPGAs},
  year={2010},
  pages={190-195}
}
For numerous computationally complex applications, like financial modelling and Monte Carlo simulations, the fast generation of high quality non-uniform random numbers (RNs) is essential. The implementation of such generators in FPGA-based accelerators has therefore become a very active research field. In this paper we present a novel approach to create RNs for different distributions based on an efficient transformation of floating-point inputs. For the Gaussian distribution we can reduce the… CONTINUE READING
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