Efficient table-free sampling methods for the exponential, Cauchy, and normal distributions
Communications of the ACM
A fast normal random number generator
ACM Transactions on Mathematical Software (TOMS)
Algorithm 712: A normal random number generator
ACM Transactions on Mathematical Software (TOMS)
Testing random number generators
WSC '92 Proceedings of the 24th conference on Winter simulation
Higher-order cumulant spectral-based statistical tests of pseudo-random variate generators
WSC '92 Proceedings of the 24th conference on Winter simulation
A note on the quality of random variates generated by the ratio of uniforms method
ACM Transactions on Modeling and Computer Simulation (TOMACS)
Fast pseudorandom generators for normal and exponential variates
ACM Transactions on Mathematical Software (TOMS)
Maximally equidistributed combined Tausworthe generators
Mathematics of Computation
Mersenne twister: a 623-dimensionally equidistributed uniform pseudo-random number generator
ACM Transactions on Modeling and Computer Simulation (TOMACS) - Special issue on uniform random number generation
The Monty Python method for generating random variables
ACM Transactions on Mathematical Software (TOMS)
Noise generators for the simulation of digital communication systems
ANSS '91 Proceedings of the 24th annual symposium on Simulation
A Comparison of Methods for Generating Normal Deviates on Digital Computers
Journal of the ACM (JACM)
Evaluation of a Pseudorandom Normal Number Generator
Journal of the ACM (JACM)
An Efficient Method for Generating Discrete Random Variables with General Distributions
ACM Transactions on Mathematical Software (TOMS)
Computer Generation of Random Variables Using the Ratio of Uniform Deviates
ACM Transactions on Mathematical Software (TOMS)
Computer methods for sampling from the exponential and normal distributions
Communications of the ACM
Algorithm 488: A Gaussian pseudo-random number generator
Communications of the ACM
Remark on algorithm 334 [G5]: normal random deviates
Communications of the ACM
Algorithm 334: Normal random deviates
Communications of the ACM
A fast procedure for generating normal random variables
Communications of the ACM
Algorithm 267: random normal deviate [G5]
Communications of the ACM
Software for uniform random number generation: distinguishing the good and the bad
Proceedings of the 33nd conference on Winter simulation
Design of High Speed AWGN Communication Channel Emulator
Analog Integrated Circuits and Signal Processing
ANSS '81 Proceedings of the 14th annual symposium on Simulation
A Gaussian Noise Generator for Hardware-Based Simulations
IEEE Transactions on Computers
Multivariate Gaussian Random Number Generator Targeting Specific Resource Utilization in an FPGA
ARC '08 Proceedings of the 4th international workshop on Reconfigurable Computing: Architectures, Tools and Applications
Proceedings of the ACM/SIGDA international symposium on Field programmable gate arrays
The design and evaluation of the Simple Self-Similar Sequences Generator
Information Sciences: an International Journal
The new iris data: modular data generators
Proceedings of the 16th ACM SIGKDD international conference on Knowledge discovery and data mining
Random variate generation by numerical inversion when only the density is known
ACM Transactions on Modeling and Computer Simulation (TOMACS)
An Optimized Hardware Architecture of a Multivariate Gaussian Random Number Generator
ACM Transactions on Reconfigurable Technology and Systems (TRETS)
Fast synthesis of persistent fractional Brownian motion
ACM Transactions on Modeling and Computer Simulation (TOMACS)
A configuration deactivation algorithm for boosting probabilistic roadmap planning of robots
International Journal of Automation and Computing
A hardware efficient random number generator for nonuniform distributions with arbitrary precision
International Journal of Reconfigurable Computing - Special issue on Selected Papers from the International Conference on Reconfigurable Computing and FPGAs (ReConFig'10)
Parallel tempering MCMC acceleration using reconfigurable hardware
ARC'12 Proceedings of the 8th international conference on Reconfigurable Computing: architectures, tools and applications
A more reliable greedy heuristic for maximum matchings in sparse random graphs
SEA'12 Proceedings of the 11th international conference on Experimental Algorithms
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Rapid generation of high quality Gaussian random numbers is a key capability for simulations across a wide range of disciplines. Advances in computing have brought the power to conduct simulations with very large numbers of random numbers and with it, the challenge of meeting increasingly stringent requirements on the quality of Gaussian random number generators (GRNG). This article describes the algorithms underlying various GRNGs, compares their computational requirements, and examines the quality of the random numbers with emphasis on the behaviour in the tail region of the Gaussian probability density function.