procedure, often mistakenly
called Box-Muller, was developed in 1956
by Marsaglia:
Generate uniform (-1,1) variates V1,V2 until
S = V1^2 + V2^2 1
then return
x = V1*sqrt(-2ln(S)/S)
y = V2*sqrt(-2ln(S)/S).
re those in more conventional
(but glacial) journals, at least based on my experience,
and I have published papers in over forty different
math/stat/CS/IEEE journals, seven medical, two physics and
one law journal as well several general purpose journals.
George Marsaglia
(I don't have a web
riations
and challenges for improvement.
Assessing the two can be likened
to pairs skating and the downhill.
George Marsaglia
=
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