Algorithm for normal random numbers

Physical Review E - Statistical Physics, Plasmas, Fluids, and Related Interdisciplinary Topics

Volumn 60, Issue 3, 1999, Pages 3361-3365

  Fernández, Julio F ^a   Criado, Carlos ^b  

^a UNIVERSITY OF ZARAGOZA   (Spain)

^b UNIVERSITY OF MÁLAGA   (Spain)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 4243323642     PISSN: 1063651X     EISSN: None     Source Type: Journal    
DOI: 10.1103/physreve.60.3361     Document Type: Article

References (33)

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2. For a general introduction to generation of uniform PRN sequences, see D.E. Knuth, The Art of Computer Programming, 2nd ed. (Addison-Wesley, Reading, MA, 1981), Vol. 2; G. Marsaglia, in Computer Science and Statistics: The Interface, edited by L. Billard (Elsevier-North Holland, Amsterdam, 1985); P. L'Ecuyer, Ann. Oper. Res. 53, 77 (1994); H. Niederreiter, J. Comput. Appl. Math. 56, 159 (1994).
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