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Generating Gaussian Random Numbers


Useful References

Box, G.E.P, M.E. Muller 1958; A note on the generation of random normal deviates, Annals Math. Stat, V. 29, pp. 610-611

Carter, E.F, 1994; The Generation and Application of Random Numbers , Forth Dimensions Vol XVI Nos 1 & 2, Forth Interest Group, Oakland California

Knuth, D.E., 1981; The Art of Computer Programming, Volume 2 Seminumerical Algorithms, Addison-Wesley, Reading Mass., 688 pages, ISBN 0-201-03822-6

MacDougall,M.H., 1987; Simulating Computer Systems, M.I.T. Press, Cambridge, Ma., 292 pages, ISBN 0-262-13229-X

Press, W.H., B.P. Flannery, S.A. Teukolsky, W.T. Vetterling, 1986; Numerical Recipes, The Art of Scientific Computing, Cambridge University Press, Cambridge, 818 pages, ISBN 0-512-30811-9

Rubinstein, R.Y., 1981; Simulation and the Monte Carlo method, John Wiley & Sons, ISBN 0-471-08917-6

Dr. Everett (Skip) F. Carter Jr.
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