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A fast algorithm for the generation of random numbers with exponential and normal distributions

  • Part I: Invited Lectures
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Third Granada Lectures in Computational Physics

Part of the book series: Lecture Notes in Physics ((LNP,volume 448))

Abstract

Algorithms for the generation of pseudorandom numbers with normal and exponential distributions are described here. No transcendental functions need to be evaluated; furthermore, only two uniform deviates per generation are required; no tables are used. These algorithms are much faster than other exponential and normal random number generators.

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References

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Author information

Authors and Affiliations

  1. Instituto Carlos I de Física Teórica y Computacional and Departamento de Física Aplicada, Universidad de Granada, 18071-Granada, Spain

    Julio F. Fernández

  2. Instituto Venezolano de Investigaciones Científicas, Apartado 21827, Caracas 1020A, Venezuela

    Julio F. Fernández & Juan Rivero

Authors
  1. Julio F. Fernández
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  2. Juan Rivero
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Editor information

Pedro L. Garrido Joaquín Marro

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© 1995 Springer-Verlag

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Fernández, J.F., Rivero, J. (1995). A fast algorithm for the generation of random numbers with exponential and normal distributions. In: Garrido, P.L., Marro, J. (eds) Third Granada Lectures in Computational Physics. Lecture Notes in Physics, vol 448. Springer, Berlin, Heidelberg. https://doi.org/10.1007/3-540-59178-8_32

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  • DOI: https://doi.org/10.1007/3-540-59178-8_32

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  • Publisher Name: Springer, Berlin, Heidelberg

  • Print ISBN: 978-3-540-59178-8

  • Online ISBN: 978-3-540-49221-4

  • eBook Packages: Springer Book Archive

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