Gaussian random number generators

@article{Thomas2007GaussianRN,
  title={Gaussian random number generators},
  author={David B. Thomas and W. Luk and P. Leong and J. Villasenor},
  journal={ACM Comput. Surv.},
  year={2007},
  volume={39},
  pages={11}
}
Rapid generation of high quality Gaussian random numbers is a key capability for simulations across a wide range of disciplines. Advances in computing have brought the power to conduct simulations with very large numbers of random numbers and with it, the challenge of meeting increasingly stringent requirements on the quality of Gaussian random number generators (GRNG). This article describes the algorithms underlying various GRNGs, compares their computational requirements, and examines the… Expand
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Random number generators
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