Algorithm 712: A normal random number generator

@article{Leva1992Algorithm7A,
title={Algorithm 712: A normal random number generator},
author={Joseph L. Leva},
journal={ACM Trans. Math. Softw.},
year={1992},
volume={18},
pages={454-455}
}
• J. L. Leva
• Published 1 December 1992
• Medicine
• ACM Trans. Math. Softw.
Author’s address The MITRE Corporation, M/S H132, Burlington Road, Bedford, MA 01730. Permission to copy without fee all or part of this material is granted provided that the copies are not made or dlstnbuted fordlrect commercial advantage, the ACMcopyrlght notice and the title of the pubhcatlon and Its date appear, and notice is ~ven that copying is by permission of the Association for Computmg Machinery. To copy otherwise, ortorepubhsh, requu-es a fee and/or specific permission. @ 1992 ACM…

Generalized Ziggurat Algorithm for Unimodal and Unbounded Probability Density Functions with Zest

• Computer Science, Mathematics
• 2018
A modified Ziggurat algorithm that could generate a random number from all unimodal and unbounded PDFs and a C++ implementation of a uniform floating-point random number generator (RNG) which is capable of producing all representable floating- point numbers in $[0,1)$ which will be used in the Ziggurat algorithms near unbounded peaks and tails.

Gaussian random number generators

• Computer Science
CSUR
• 2007
The algorithms underlying various GRNGs are described, their computational requirements are compared, and the quality of the random numbers are examined with emphasis on the behaviour in the tail region of the Gaussian probability density function.

Random-Number Generator Validity in Simulation Studies: An Investigation of Normality

• Mathematics
• 1998
Random-number generators are frequently used in Monte Carlo simulation studies to examine expected statistical outcomes. The purpose of this study was to investigate the normality of number

Velocities from Cross-Correlation: A Guide for Self-Improvement

The measurement of Doppler velocity shifts in spectra is a ubiquitous theme in astronomy, usually handled by computing the cross-correlation of the signals and finding the location of its maximum.

A study of agent influence in nested agent interactions

This work develops a theory of agent influence and applies it to a coached system of simple reactive agents, extending the standard STIT semantics of Horty, Belnap and others with the introduction of “leads to’ and “may lead to” operators which allow the analysis into a setting where observation provides evidence of influence.

Inferring the magnetic field vector in the quiet Sun - I. Photon noise and selection criteria

• Physics
• 2010
In the past, spectropolarimetric data from Hinode/SP were employed to infer the distribution of the magnetic field vector in the quiet Sun. While some authors found predominantly horizontal magnetic

Inferring the magnetic field vector in the quiet Sun - III. Disk variation of the Stokes profiles and isotropism of the magnetic field

• Physics
• 2013
Recent investigations of the magnetic field vector properties in the solar internetwork have provided diverging results. While some works found that the internetwork is mostly pervaded by horizontal

Neutralinos and sleptons at the LHC in light of muon ( g − 2 ) μ

• Physics
• 2015
We study the muon $(g-2)_{\mu}$ anomaly in light of neutralino dark matter and the LHC. We scan the MSSM parameters relevant to $(g-2)_{\mu}$ and focus on three distinct cases with different

A predictive Yukawa unified SO(10) model: Higgs and sparticle masses

• Physics
• 2013
A bstractWe revisit a class of supersymmetric SO(10) models with t-b-τ Yukawa coupling unification condition, with emphasis on the prediction of the Higgs mass. We discuss qualitative features in

Split sfermion families, Yukawa unification and muon g − 2

• Physics
• 2014
A bstractWe consider two distinct classes of Yukawa unified supersymmetric SO(10) models with non-universal and universal soft supersymmetry breaking (SSB) gaugino masses at MGUT. In both cases, we

References

SHOWING 1-3 OF 3 REFERENCES

Computer Generation of Random Variables Using the Ratio of Uniform Deviates

• Mathematics
TOMS
• 1977
The ratio-of-uniforms method for generating random variables having continuous nonuniform distributions is presented and can be used for generating short and often as fast algorithms as well as longer algorithms.

Computer generation ofrandom variables using the ratio ofuniform deviates

• ACM Z’rans. Math. Softw. 3,
• 1977

Afastnormal random number generator

• ACM Trcms. Math. So@., th isis sue,
• 1991