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Research Article · Open access · Published 10 January 2020

Twister Generator of Random Normal Numbers by Box-Muller Model

Aleksei F. Deon1 & Yulian A. Menyaev2

Journal of Computer Science, Volume 16, Issue 1, pp. 1–13 · doi.org/10.3844/jcssp.2020.1.13

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Abstract

Twisting generators of the pseudorandom normal variables can use uniform random sequences as a basis. However, such technique could provide poor quality result in cases where the original sequences have insufficient uniformity or skipping of random values. This work offers a new approach for creating the random normal variables using the Box-Muller model as a basis together with the twisting generator of uniform planes. The simulation results confirm that the random variables obtained have a better approximation to normal Gaussian distribution. Moreover, combining this new approach with the tuning algorithm of basic twisting generation allows for a significantly increased the length of created sequences without using any additional random access memory of the computer.

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Deon, A. F. & Menyaev, Y. A. (2020). Twister Generator of Random Normal Numbers by Box-Muller Model. Journal of Computer Science, 16(1), 1–13. https://doi.org/10.3844/jcssp.2020.1.13

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Twister Generator of Random Normal Numbers by Box-Muller ModelJournal of Computer Science · Volume 16, Issue 1 · pp. 1–13 · CC BY 3.0Download