Fast algorithms for generating pseudorandom numbers from the unit-normal and unit-exponential distributions are described. The methods are unusual in that ...
Fast algorithms for generating paeudorandom numbers from the unit-normal and unit-exponen- tial distributions are described. The methods are unusual in that ...
A method is presented for generating pseudorandom numbers with a normal distribution using the ratio of uniform deviates method discovered by Kinderman and ...
Title, Fast Pseudo-random Generators for Normal and Exponential Variates. Author, C. S. Wallace. Publisher, Monash University.
May 28, 2024 · The dqrng package provides fast random number generators (RNG) with good statistical properties for usage with R.
Sep 16, 2021 · The Mersenne Twister is a pseudorandom number generator (PRNG). It is by far the most widely used general-purpose PRNG. Its name derives from ...
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Jun 11, 2022 · Fast pseudorandom generators for normal and exponential variates (1996); An Improved Ziggurat Method to Generate Normal Random Samples (2005) ...
Wallace has proposed a new class of pseudo-random gen- erators for normal variates. These generators do not require a stream of uniform pseudo-random numbers, ...
Jan 21, 2010 · Generating a random number distributed with other distribution whose CDF you know is easy using the inversion method.
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Abstract. Algorithms for the generation of pseudorandom numbers with normal and exponential distributions are described here.