Fast gaussian random number generation using linear transformations View Full Text


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Article Info

DATE

1997-06

AUTHORS

T. Herendi, T. Siegl, R. F. Tichy

ABSTRACT

We develop a method for generating pseudorandom sequences with Gaussian distribution. The method is based on completely uniformly distributed sequences and linear transformations, such as the Fourier transform and Walsh transform. We obtain some discrepancy estimates and make a numerical comparison of these two transformations. Furthermore, we show how this method can be used for testing randomness. We remark that similar approaches are due to Gut, Egorov and Il’in [7], Yuen [26] and Rader [21]. More... »

PAGES

163-181

Identifiers

URI

http://scigraph.springernature.com/pub.10.1007/bf02684478

DOI

http://dx.doi.org/10.1007/bf02684478

DIMENSIONS

https://app.dimensions.ai/details/publication/pub.1023101854


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