A Comparison of Methods for Generating Normal Deviates on Digital Computers
Journal of the ACM (JACM)
Algorithm 267: random normal deviate [G5]
Communications of the ACM
Normal Random Numbers: Using Machine Analysis to Choose the Best Algorithm
ACM Transactions on Mathematical Software (TOMS)
Algorithm 425: generation of random correlated normal variables [G5]
Communications of the ACM
Algorithm 488: A Gaussian pseudo-random number generator
Communications of the ACM
Gaussian random number generators
ACM Computing Surveys (CSUR)
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