Fast algorithms for random numbers with exponential and normal distributions Free

We report new algorithms for the generation of pseudorandom numbers with normal and exponential distributions. No transcendental functions need to be evaluated. No tables are needed. These algorithms are inspired by some fundamental schemes of statistical physics. Our normal random number generator is an order of magnitude times faster than Box–Muller’s algorithm. Our exponential random number generator is several times faster than taking the logarithm of a uniform random deviate and than von Neumann’s algorithm. © 1996 American Institute of Physics.