메뉴 건너뛰기




Volumn 39, Issue 4, 2007, Pages

Gaussian random number generators

Author keywords

Gaussian; Normal; Random numbers; Simulation

Indexed keywords

GAUSSIAN PROBABILITY DENSITY FUNCTION; GAUSSIAN RANDOM NUMBER GENERATORS (GRNG); RANDOM NUMBERS;

EID: 36048989090     PISSN: 03600300     EISSN: 15577341     Source Type: Journal    
DOI: 10.1145/1287620.1287622     Document Type: Article
Times cited : (170)

References (59)
  • 1
    • 0015417240 scopus 로고
    • Computer methods for sampling from the exponential and normal distributions
    • AHRENS, J. H. AND DIETER, U. 1972. Computer methods for sampling from the exponential and normal distributions. Comm. ACM 15, 10, 873-882.
    • (1972) Comm. ACM , vol.15 , Issue.10 , pp. 873-882
    • AHRENS, J.H.1    DIETER, U.2
  • 2
    • 0024104989 scopus 로고
    • Efficient table-free sampling methods for the exponential, Cauchy, and normal distributions
    • AHRENS, J. H. AND DIETER, U. 1988. Efficient table-free sampling methods for the exponential, Cauchy, and normal distributions. Comm. ACM 31, 11, 1330-1337.
    • (1988) Comm. ACM , vol.31 , Issue.11 , pp. 1330-1337
    • AHRENS, J.H.1    DIETER, U.2
  • 4
    • 0010698760 scopus 로고
    • Algorithm 334: Normal random deviates
    • BELL, J. R. 1968. Algorithm 334: Normal random deviates. Comm. ACM 11, 7, 498.
    • (1968) Comm. ACM , vol.11 , Issue.7 , pp. 498
    • BELL, J.R.1
  • 5
    • 0037329716 scopus 로고    scopus 로고
    • Design of high speed AWGN communication channel emulator
    • BOUTILLON, E., DANGER, J.-L., AND GHAZEL, A. 2003. Design of high speed AWGN communication channel emulator. Analog Integr. Circ. Sig. Proc. 34, 2, 133-142.
    • (2003) Analog Integr. Circ. Sig. Proc , vol.34 , Issue.2 , pp. 133-142
    • BOUTILLON, E.1    DANGER, J.-L.2    GHAZEL, A.3
  • 6
    • 0001541731 scopus 로고
    • A note on the generation of random normal deviates
    • BOX, G. E. P. AND MULLER, M. E. 1958a. A note on the generation of random normal deviates. Annals Math. Stat. 29, 610-611.
    • (1958) Annals Math. Stat , vol.29 , pp. 610-611
    • BOX, G.E.P.1    MULLER, M.E.2
  • 7
    • 0001541731 scopus 로고
    • A note on the generation of random normal deviates
    • BOX, G. E. P. AND MULLER, M. E. 1958b. A note on the generation of random normal deviates. Annals Math. Stat. 29, 2, 610-611.
    • (1958) Annals Math. Stat , vol.29 , Issue.2 , pp. 610-611
    • BOX, G.E.P.1    MULLER, M.E.2
  • 8
    • 84976726673 scopus 로고
    • Algorithm 488: A Gaussian pseudo-random number generator
    • BRENT, R. P. 1974. Algorithm 488: A Gaussian pseudo-random number generator. Comm. ACM 17, 12, 704-706.
    • (1974) Comm. ACM , vol.17 , Issue.12 , pp. 704-706
    • BRENT, R.P.1
  • 9
    • 1542588613 scopus 로고
    • Fast normal random number generators on vector processors
    • Tech. Rep. TR-CS-93-04, Department of Computer Science, The Australian National University, Canberra 0200 ACT, Australia
    • BRENT, R. P. 1993. Fast normal random number generators on vector processors. Tech. Rep. TR-CS-93-04, Department of Computer Science, The Australian National University, Canberra 0200 ACT, Australia.
    • (1993)
    • BRENT, R.P.1
  • 10
    • 27144525938 scopus 로고    scopus 로고
    • A fast vectorised implementation of Wallace's normal random number generator
    • Tech. Rep. TR-CS-97-07, Department of Computer Science, The Australian National University, Canberra 0200 ACT, Australia
    • BRENT, R. P. 1997. A fast vectorised implementation of Wallace's normal random number generator. Tech. Rep. TR-CS-97-07, Department of Computer Science, The Australian National University, Canberra 0200 ACT, Australia.
    • (1997)
    • BRENT, R.P.1
  • 11
    • 36049009294 scopus 로고    scopus 로고
    • BRENT, R. P. 2003. Some comments on C. S. Wallace's random number generators. Comput. J., to appear.
    • BRENT, R. P. 2003. Some comments on C. S. Wallace's random number generators. Comput. J., to appear.
  • 12
    • 2642512480 scopus 로고    scopus 로고
    • Reconfigurable readback-signal generator based on a field-programmable gate array
    • CHEN, J., MOON, J., AND BAZARGAN, K. 2004. Reconfigurable readback-signal generator based on a field-programmable gate array. IEEE Trans. Magn. 40, 3, 1744-1750.
    • (2004) IEEE Trans. Magn , vol.40 , Issue.3 , pp. 1744-1750
    • CHEN, J.1    MOON, J.2    BAZARGAN, K.3
  • 13
    • 0019893279 scopus 로고
    • Quality evaluation of some combinations of unit uniform random number generators and unit normal transformation algorithms
    • IEEE Press, Piscataway, NJ
    • CHEN, W AND BURFORD, R. L. 1981. Quality evaluation of some combinations of unit uniform random number generators and unit normal transformation algorithms. In ANSS '81: Proceedings of the 14th Annual Symposium on Simulation. IEEE Press, Piscataway, NJ. 129-149.
    • (1981) ANSS '81: Proceedings of the 14th Annual Symposium on Simulation , pp. 129-149
    • CHEN, W.1    BURFORD, R.L.2
  • 14
    • 77956030113 scopus 로고    scopus 로고
    • Efficient FPGA implementation of Gaussian noise generator for communication channel emulation
    • IEEE, Jounieh, Lebanon
    • DANGER, J.-L., GHAZEL, A., BOUTILLON, E., AND LAAMARI, H. 2000. Efficient FPGA implementation of Gaussian noise generator for communication channel emulation. In ICECS'2000. IEEE, Jounieh, Lebanon.
    • (2000) ICECS'2000
    • DANGER, J.-L.1    GHAZEL, A.2    BOUTILLON, E.3    LAAMARI, H.4
  • 16
    • 84968518347 scopus 로고
    • Von Neumann's comparison method for random sampling from the normal and other distributions
    • FORSYTHE, G. E. 1972. Von Neumann's comparison method for random sampling from the normal and other distributions. Math. Computation 26, 120, 817-826.
    • (1972) Math. Computation , vol.26 , Issue.120 , pp. 817-826
    • FORSYTHE, G.E.1
  • 17
    • 84968510922 scopus 로고
    • Generating normally distributed random numbers by inverting the normal distribution function
    • GEBHARDT, F. 1964. Generating normally distributed random numbers by inverting the normal distribution function. Math. Computation 18, 86, 302-306.
    • (1964) Math. Computation , vol.18 , Issue.86 , pp. 302-306
    • GEBHARDT, F.1
  • 18
    • 0028344460 scopus 로고
    • A note on the quality of random variates generated by the ratio of uniforms method
    • HÖRMANN, W. 1994. A note on the quality of random variates generated by the ratio of uniforms method. ACM Trans. Model. Comput. Simul. 4, 1, 96-106.
    • (1994) ACM Trans. Model. Comput. Simul , vol.4 , Issue.1 , pp. 96-106
    • HÖRMANN, W.1
  • 19
    • 36049011830 scopus 로고    scopus 로고
    • Generating Gaussian pseudo-random deviates
    • Tech. Rep, Department of Electrical and Computer Engineering, McGill University
    • KABAL, P. 2000. Generating Gaussian pseudo-random deviates. Tech. Rep., Department of Electrical and Computer Engineering, McGill University.
    • (2000)
    • KABAL, P.1
  • 20
    • 0000148038 scopus 로고
    • Computer generation of random variables using the ratio of uniform deviates
    • KINDERMAN, A. J. AND MONAHAN, J. F. 1977. Computer generation of random variables using the ratio of uniform deviates. ACM Trans. Math. Softw. 3, 3, 257-260.
    • (1977) ACM Trans. Math. Softw , vol.3 , Issue.3 , pp. 257-260
    • KINDERMAN, A.J.1    MONAHAN, J.F.2
  • 21
    • 36048934232 scopus 로고
    • Remark on Algorithm 334 [g5]: Normal random deviates
    • KNOP, R. 1969. Remark on Algorithm 334 [g5]: normal random deviates. Comm. ACM 12, 5, 281.
    • (1969) Comm. ACM , vol.12 , Issue.5 , pp. 281
    • KNOP, R.1
  • 22
    • 0003245845 scopus 로고
    • Seminumerical Algorithms
    • Second ed, Addison-Wesley, Reading, Massachusetts
    • KNUTH, D. E. 1981. Seminumerical Algorithms, Second ed. The Art of Computer Programming, vol. 2. Addison-Wesley, Reading, Massachusetts.
    • (1981) The Art of Computer Programming , vol.2
    • KNUTH, D.E.1
  • 23
    • 36049032352 scopus 로고
    • Evaluation of a pseudorandom normal number generator
    • KRONMAL, R. 1964. Evaluation of a pseudorandom normal number generator. J. ACM 11, 3, 357-363.
    • (1964) J. ACM , vol.11 , Issue.3 , pp. 357-363
    • KRONMAL, R.1
  • 25
    • 0030376929 scopus 로고    scopus 로고
    • Maximally equidistributed combined Tausworthe generators
    • L'ECUYER, P. 1996. Maximally equidistributed combined Tausworthe generators. Math. Computation 65, 213, 203-213.
    • (1996) Math. Computation , vol.65 , Issue.213 , pp. 203-213
    • L'ECUYER, P.1
  • 26
    • 0035691159 scopus 로고    scopus 로고
    • Software for uniform random number generation: Distinguishing the good and the bad
    • IEEE Computer Society, Washington, DC
    • L'ECUYER, P. 2001. Software for uniform random number generation: distinguishing the good and the bad. In WSC '01: Proceedings of the 33nd Conference on Winter Simulation. IEEE Computer Society, Washington, DC. 95-105.
    • (2001) WSC '01: Proceedings of the 33nd Conference on Winter Simulation , pp. 95-105
    • L'ECUYER, P.1
  • 28
    • 11244310546 scopus 로고    scopus 로고
    • LEE, D.-U., LUK, W., VILLASENOR, J. D., AND CHEUNG, P. Y. 2004. A Gaussian noise generator for hardware-based simulations. IEEE Trans. Comput. 53, 12 (Dec.), 1523-1534.
    • LEE, D.-U., LUK, W., VILLASENOR, J. D., AND CHEUNG, P. Y. 2004. A Gaussian noise generator for hardware-based simulations. IEEE Trans. Comput. 53, 12 (Dec.), 1523-1534.
  • 30
    • 84976814155 scopus 로고
    • Algorithm 712; a normal random number generator
    • LEVA, J. L. 1992a. Algorithm 712; a normal random number generator. ACM Trans. Math. Softw. 18, 4, 454-455.
    • (1992) ACM Trans. Math. Softw , vol.18 , Issue.4 , pp. 454-455
    • LEVA, J.L.1
  • 31
    • 84976832743 scopus 로고
    • A fast normal random number generator
    • LEVA, J. L. 1992b. A fast normal random number generator. ACM Trans. Math. Softw. 18, 4, 449-453.
    • (1992) ACM Trans. Math. Softw , vol.18 , Issue.4 , pp. 449-453
    • LEVA, J.L.1
  • 32
    • 0009887715 scopus 로고
    • Generating a variable from the tail of the normal distribution
    • MARSAGLIA, G. 1964. Generating a variable from the tail of the normal distribution. Technometrics 6, 101-102.
    • (1964) Technometrics , vol.6 , pp. 101-102
    • MARSAGLIA, G.1
  • 33
    • 33846642658 scopus 로고    scopus 로고
    • number test suite
    • MARSAGLIA, G. 1997. The Diehard random number test suite. http://stat.fsu.edu/pub/diehard/.
    • (1997) The Diehard random
    • MARSAGLIA, G.1
  • 34
    • 4544221332 scopus 로고    scopus 로고
    • Evaluating the normal distribution
    • MARSAGLIA, G. 2004. Evaluating the normal distribution. J. Statis. Softw. 11, 4, 1-11.
    • (2004) J. Statis. Softw , vol.11 , Issue.4 , pp. 1-11
    • MARSAGLIA, G.1
  • 35
    • 0000284806 scopus 로고
    • A convenient method for generating normal variables
    • MARSAGLIA, G. AND BRAY, T. A. 1964. A convenient method for generating normal variables. SIAM Rev. 6, 3, 260-264.
    • (1964) SIAM Rev , vol.6 , Issue.3 , pp. 260-264
    • MARSAGLIA, G.1    BRAY, T.A.2
  • 36
    • 0038144726 scopus 로고
    • A fast procedure for generating normal random variables
    • MARSAGLIA, G., MACLAREN, M. D., AND BRAY, T. A. 1964. A fast procedure for generating normal random variables. Comm. ACM 7, 1, 4-10.
    • (1964) Comm. ACM , vol.7 , Issue.1 , pp. 4-10
    • MARSAGLIA, G.1    MACLAREN, M.D.2    BRAY, T.A.3
  • 37
    • 0000597582 scopus 로고
    • A fast, easily implemented method for sampling from decreasing or symmetric unimodal density functions
    • MARSAGLIA, G. AND TSANG, W. W. 1984a. A fast, easily implemented method for sampling from decreasing or symmetric unimodal density functions. SIAM J. Sci. Statis. Comput. 5, 349-359.
    • (1984) SIAM J. Sci. Statis. Comput , vol.5 , pp. 349-359
    • MARSAGLIA, G.1    TSANG, W.W.2
  • 38
    • 0000597582 scopus 로고
    • A fast, easily implemented method for sampling from decreasing or symmetric unimodal density functions
    • June
    • MARSAGLIA, G. AND TSANG, W. W. 1984b. A fast, easily implemented method for sampling from decreasing or symmetric unimodal density functions. SIAM J. Sci. Stat. Comput. 5, 2 (June), 349-359.
    • (1984) SIAM J. Sci. Stat. Comput , vol.5 , Issue.2 , pp. 349-359
    • MARSAGLIA, G.1    TSANG, W.W.2
  • 39
    • 0032155866 scopus 로고    scopus 로고
    • The Monty Python method for generating random variables
    • MARSAGLIA, G. AND TSANG, W. W. 1998. The Monty Python method for generating random variables. ACM Trans. Math. Softw. 24, 3, 341-350.
    • (1998) ACM Trans. Math. Softw , vol.24 , Issue.3 , pp. 341-350
    • MARSAGLIA, G.1    TSANG, W.W.2
  • 40
    • 0040833010 scopus 로고    scopus 로고
    • The ziggurat method for generating random variables
    • MARSAGLIA, G. AND TSANG, W. W. 2000. The ziggurat method for generating random variables. J. Statis. Softw. 5, 8, 1-7.
    • (2000) J. Statis. Softw , vol.5 , Issue.8 , pp. 1-7
    • MARSAGLIA, G.1    TSANG, W.W.2
  • 41
    • 0031599142 scopus 로고    scopus 로고
    • MATSUMOTO, M. AND NISHIMURA, T. 1998. Mersenne twister: A 623-dimensionally equidistributed uniform pseudo-random number generator. ACM Trans. Model. Comput. Simul. 8, 1 (Jan.), 3-30.
    • MATSUMOTO, M. AND NISHIMURA, T. 1998. Mersenne twister: A 623-dimensionally equidistributed uniform pseudo-random number generator. ACM Trans. Model. Comput. Simul. 8, 1 (Jan.), 3-30.
  • 44
    • 8344277678 scopus 로고    scopus 로고
    • Society for Industrial and Applied Mathematics, USA
    • MOLER, C. B. 2004. Numerical Computing in Matlab. Society for Industrial and Applied Mathematics, USA.
    • (2004) Numerical Computing in Matlab
    • MOLER, C.B.1
  • 46
    • 84968464320 scopus 로고
    • An inverse method for the generation of random normal deviates on large-scale computers
    • MULLER, M. E. 1958. An inverse method for the generation of random normal deviates on large-scale computers. Mathematical Tables and Other Aids to Computation 12, 63, 167-174.
    • (1958) Mathematical Tables and Other Aids to Computation , vol.12 , Issue.63 , pp. 167-174
    • MULLER, M.E.1
  • 47
    • 0038375800 scopus 로고
    • A comparison of methods for generating normal deviates on digital computers
    • MULLER, M. E. 1959. A comparison of methods for generating normal deviates on digital computers. J. ACM 6, 3, 376-383.
    • (1959) J. ACM , vol.6 , Issue.3 , pp. 376-383
    • MULLER, M.E.1
  • 48
    • 84918987146 scopus 로고
    • Algorithm 267: Random normal deviate [g5]
    • PIKE, M. C. 1965. Algorithm 267: random normal deviate [g5], Comm. ACM 8, 10, 606.
    • (1965) Comm. ACM , vol.8 , Issue.10 , pp. 606
    • PIKE, M.C.1
  • 50
    • 36048977480 scopus 로고    scopus 로고
    • RUKHIN, A., SOTO, J., NECHVATAL, J., SMID, M., BARKER, E., LEIGH, S., LEVENSON, M., VANGEL, M., BANKS, D., HECKERT, A., DRAY, J., AND VO, S. 2001. A statistical test suite for random and pseudorandom number generators for cryptographic applications. NIST special publication 800-22, National Institute of Standards and Technology (NIST), Gaithersburg, Maryland See http://csrc.nist.gov/rng/.
    • RUKHIN, A., SOTO, J., NECHVATAL, J., SMID, M., BARKER, E., LEIGH, S., LEVENSON, M., VANGEL, M., BANKS, D., HECKERT, A., DRAY, J., AND VO, S. 2001. A statistical test suite for random and pseudorandom number generators for cryptographic applications. NIST special publication 800-22, National Institute of Standards and Technology (NIST), Gaithersburg, Maryland See http://csrc.nist.gov/rng/.
  • 51
    • 84964916224 scopus 로고
    • Noise generators for the simulation of digital communication systems
    • IEEE Computer Society Press, Los Alamitos, CA
    • SCHOLLMEYER, M. F. AND TRANTER, W. H. 1991. Noise generators for the simulation of digital communication systems. In ANSS '91: Proceedings of the 24th Annual Symposium on Simulation. IEEE Computer Society Press, Los Alamitos, CA, 264-275.
    • (1991) ANSS '91: Proceedings of the 24th Annual Symposium on Simulation , pp. 264-275
    • SCHOLLMEYER, M.F.1    TRANTER, W.H.2
  • 54
    • 0001285808 scopus 로고
    • An efficient method for generation discrete random variables with general distribution
    • WALKER, A. J. 1977. An efficient method for generation discrete random variables with general distribution. ACM Trans. Math. Softw. 3, 253-256.
    • (1977) ACM Trans. Math. Softw , vol.3 , pp. 253-256
    • WALKER, A.J.1
  • 55
    • 84858473089 scopus 로고    scopus 로고
    • Random number generators
    • Tech. rep, Monash University. See
    • WALLACE, C. 2005. Random number generators. Tech. rep., Monash University. See http://www.datamining.monash.edu.au/software/random/.
    • (2005)
    • WALLACE, C.1
  • 56
    • 0030092450 scopus 로고    scopus 로고
    • Fast pseudorandom generators for normal and exponential variates
    • WALLACE, C. S. 1996. Fast pseudorandom generators for normal and exponential variates. ACM Trans. Math. Softw. 22, 1, 119-127.
    • (1996) ACM Trans. Math. Softw , vol.22 , Issue.1 , pp. 119-127
    • WALLACE, C.S.1
  • 57
    • 36048957803 scopus 로고
    • An approximation to the inverse normal function suitable for the generation of random normal deviates on electronic computers
    • WETHERILL, G. B. 1965. An approximation to the inverse normal function suitable for the generation of random normal deviates on electronic computers. Appl. Statis. 14, 2, 201-205.
    • (1965) Appl. Statis , vol.14 , Issue.2 , pp. 201-205
    • WETHERILL, G.B.1
  • 58
    • 0013529040 scopus 로고
    • Algorithm AS 241: The percentage points of the normal distribution
    • WICHURA, M. J. 1988. Algorithm AS 241: The percentage points of the normal distribution. Appl. Statis. 37, 3, 477-484.
    • (1988) Appl. Statis , vol.37 , Issue.3 , pp. 477-484
    • WICHURA, M.J.1
  • 59
    • 36049041866 scopus 로고    scopus 로고
    • XILINX. 2002. Additive white Gaussian noise (AWGN) core. CoreGen documentation file.
    • XILINX. 2002. Additive white Gaussian noise (AWGN) core. CoreGen documentation file.


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.