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Mathematics of Computation

Published by the American Mathematical Society since 1960 (published as Mathematical Tables and other Aids to Computation 1943-1959), Mathematics of Computation is devoted to research articles of the highest quality in computational mathematics.

ISSN 1088-6842 (online) ISSN 0025-5718 (print)

The 2020 MCQ for Mathematics of Computation is 1.78.

What is MCQ? The Mathematical Citation Quotient (MCQ) measures journal impact by looking at citations over a five-year period. Subscribers to MathSciNet may click through for more detailed information.

 

An inverse method for the generation of random normal deviates on large-scale computers
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by Mervin E. Muller PDF
Math. Comp. 12 (1958), 167-174 Request permission
References
    G. E. P. Box & M. E. Muller, “A note on the generation of normal deviates,” Ann. Math. Stat., to be published. George E. Forsythe, “Generation and testing of random digits at the National Bureau of Standards, Los Angeles,” Monte Carlo Method, NBS, Applied Mathematics Series 12, U. S. Government Printing Office, Washington, D. C., 1951, p. 34-35. [MTAC, Rev. 42, v. XI, 1957, p. 43-44.]
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  • F. B. Hildebrand, Introduction to numerical analysis, McGraw-Hill Book Co., Inc., New York-Toronto-London, 1956. MR 0075670
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  • M. L. Juncosa, Random number generation on the BRL high-speed computing machines, Ballistic Research Laboratories, Aberdeen Proving Ground, Md., 1953. Rep. No. 855,. MR 0059617
  • Herman Kahn, “Applications of Monte Carlo,” RAND Project Report, 1954, Revised 1956, RAND Project Report RM-1237-AEC. C. Lanczos, “Trigonometric interpolation of empirical and analytical functions,” Jn. Math. Phys., v. 17, 1938, p. 123-199.
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  • D. H. Lehmer, Mathematical methods in large-scale computing units, Proceedings of a Second Symposium on Large-Scale Digital Calculating Machinery, 1949, Harvard University Press, Cambridge, Mass., 1951, pp. 141–146. MR 0044899
  • D. H. Lehmer, Description of “Random number generation of the BRL high-speed computing machines,” Mathematical Reviews, v. 15, 1954, p. 559. NBS, Applied Mathematics Series 12, Monte Carlo Methods, 1951, p. 34-35.
  • Jack Moshman, The generation of pseudo-random numbers on a decimal calculator, J. Assoc. Comput. Mach. 1 (1954), 88–91. MR 61882, DOI 10.1145/320772.320775
  • Mervin E. Muller, Some continuous Monte Carlo methods for the Dirichlet problem, Ann. Math. Statist. 27 (1956), 569–589. MR 88786, DOI 10.1214/aoms/1177728169
  • M. E. Muller, “A comparison of methods for generating normal deviates,” Technical Report No. 9, Statistical Techniques Research Group, Department of Mathematics, Princeton University, to be published. N. E. Norlund, Vorlesungen Uber Differenzenrechnung, Springer, Berlin, 1924. Herbert A. Meyer, Editor, Symposium on Monte Corlo Methods, held at the University of Florida, 1954, John Wiley and Sons, Inc., New York, 1956. [MTAC, Rev. 43, v. XI, 1957, p. 44-46.] The Rand Corporation, One Million Random Digits and 100,000 Normal Deviates, The Free Press, Glencoe, Illinois, 1955. [MTAC, Rev. 11, v. X, 1956, p. 39-43.] NBS, Applied Mathematics Series 23, Tables of Normal Probability Functions, U. S. Government Printing Office, Washington, D. C., 1953.
  • Olga Taussky and John Todd, Generation and testing of pseudo-random numbers, Symposium on Monte Carlo methods, University of Florida, 1954, John Wiley and Sons, Inc., New York; Chapman and Hall, Ltd., London, 1956, pp. 15–28. MR 0080382
  • D. Teichroew, Distribution Sampling with High-Speed Computers, Ph.D. Thesis, University of North Carolina, 1953.
  • D. F. Votaw Jr. and J. A. Rafferty, High speed sampling, Math. Tables Aids Comput. 5 (1951), 1–8. MR 39181, DOI 10.1090/S0025-5718-1951-0039181-8
  • Herman Wold, Random Normal Deviates. 25,000 Items Compiled from Tract No. XXIV (M. G. Kendall and B. Babington Smith’s Tables of Random Sampling Numbers), Cambridge University Press, 1948. MR 0029132
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Additional Information
  • © Copyright 1958 American Mathematical Society
  • Journal: Math. Comp. 12 (1958), 167-174
  • MSC: Primary 65.00; Secondary 68.00
  • DOI: https://doi.org/10.1090/S0025-5718-1958-0102905-1
  • MathSciNet review: 0102905