jeudi 21 janvier 2016

Creating Gaussian random number generators

I know many uniform random number generators(RNGs) based on some algorithms, physical systems and so on. Eventually all these lead to uniformly distributed random numbers. It's interesting and important to know whether there is Gaussian RNGs, i.e. the algorithm or something else creates Gaussian random numbers. Much precisely I want to say that I don't want to use transformations such as Box–Muller or Marsaglia polar method to get Gaussian from Uniform RNGs. I am interested if there is some paper , algorithm or even idea to create Gaussian random numbers without any of use Uniform RNGs. It's just to say we pretend that we don't know there exist Uniform random number generators.




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