On a direct algorithm for the generation of log-normal pseudo-random numbers
نویسندگان
چکیده
منابع مشابه
Algorithm for normal random numbers.
We propose a simple algorithm for generating normally distributed pseudorandom numbers. The algorithm simulates N molecules that exchange energy among themselves following a simple stochastic rule. We prove that the system is ergodic, and that a Maxwell-like distribution that may be used as a source of normally distributed random deviates follows in the N-->infinity limit. The algorithm passes ...
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c © 2002 by John von Neumann Institute for Computing Permission to make digital or hard copies of portions of this work for personal or classroom use is granted provided that the copies are not made or distributed for profit or commercial advantage and that copies bear this notice and the full citation on the first page. To copy otherwise requires prior specific permission by the publisher ment...
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ژورنال
عنوان ژورنال: Computing
سال: 1976
ISSN: 0010-485X,1436-5057
DOI: 10.1007/bf02241981