Gaussian RNG?



On 4 Feb 2002, Raymond Toy wrote:

>Maxima has a Gaussian random number generator (look in bessel.lisp!),
>but it's rather odd.  It sums up 12 numbers generated from a uniform

Just if someone decides to code a better generator, maybe this helps:

http://www.mathworks.com/company/newsletter/clevescorner/spring01_cleve.shtml

Somewhat interesting article that describes algorithms used in the
Matlab RNG.