Generating low-discrepancy sequences from the normal distribution: Box–Muller or inverse transform?

Published 2010 View Full Article

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Title
Generating low-discrepancy sequences from the normal distribution: Box–Muller or inverse transform?
Authors
Keywords
-
Journal
MATHEMATICAL AND COMPUTER MODELLING
Volume 53, Issue 5-6, Pages 1268-1281
Publisher
Elsevier BV
Online
2010-12-14
DOI
10.1016/j.mcm.2010.12.011

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