WorldCat Identities

Marsaglia, G.

Overview
Works: 10 works in 12 publications in 1 language and 16 library holdings
Roles: Author
Classifications: HA13,
Publication Timeline
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Most widely held works by G Marsaglia
The general linear hypothesis by G Marsaglia( Book )

1 edition published in 1957 in English and held by 4 WorldCat member libraries worldwide

Stochastic analysis of multi-compartment systems( Book )

2 editions published in 1963 in English and held by 2 WorldCat member libraries worldwide

This is a discussion of methods for describing, mathematically, flows between compartments in a multi-compartment system. We will give the con ventional theory, based on the solution of a system of linear differential equations; we will also give a theory based on probability, viewing the system as a collection of 'states' with a particle moving from statto state with certain probabilities, remaining in each state a random time with an exponential distribution. Finally, we will take still another approach, again based on probability theory, in which we consider the sojourn time of a particle, that is, the time it spends after leaving a given compartment before returning to that compartment. (Author)
A REMARK ON CIRCULANTS( Book )

1 edition published in 1962 in English and held by 2 WorldCat member libraries worldwide

A fast procedure for generating exponential random variables( Book )

1 edition published in 1963 in English and held by 1 WorldCat member library worldwide

A very fast method for generating exponential random variables in a digital computer is presented. The method is exact, in the sense that in theory it returns a random variable with exactly the exponential distribution. In practice the result is an approximation, but the accuracy of the approximation depends only on the word length of the computer. (Author)
Improving the polar method for generating a pair of normal random variables by George Marsaglia( Book )

1 edition published in 1962 in English and held by 1 WorldCat member library worldwide

Generating correlation matrices by Stanford University( Book )

2 editions published in 1983 in English and held by 1 WorldCat member library worldwide

UNIFORM DISTRIBUTIONS OVER A SIMPLEX( Book )

1 edition published in 1961 in English and held by 1 WorldCat member library worldwide

Procedures for generating normal random variables, ii( Book )

1 edition published in 1961 in English and held by 1 WorldCat member library worldwide

A method for generating a normal random variable in terms of uniform random variables is described. The method is based on representing a density function as a mixture of simpler densities. It is fast and requires little storage (60 constants). It is not quite as fast as other methods, but it is simpler, with less chance for prospective users being set adrift in a sea of details. (Author)
GENERATING A VARIABLE FROM THE TAIL OF THE NORMAL DISTRIBUTION( Book )

1 edition published in 1963 in English and held by 1 WorldCat member library worldwide

A FAST PROCEDURE FOR GENERATING NORMAL RANDOM VARIABLES( )

1 edition published in 1962 in English and held by 0 WorldCat member libraries worldwide

A discussion is given of the generation of normal random variables very rapidly in a computer - for example, at the rate of 10,000 - 15,000 p r second in the IBM 7090. The method is suitable for any computer. The incorporation of successive improvements has led to a procedure which is fairly easy to program, requires little storage, 300 - 400 constants, is very fast (it takes about as long to generate the normal x as the uniform u from which it comes), and is completely accurate, in the sense that in theory the procedure returns a random variable with exactly the required distribution; in practice the result is an approximation influenced only by the capacity (word length) of the computer
 
Audience Level
0
Audience Level
1
  Kids General Special  
Audience level: 0.92 (from 0.81 for Generating ... to 0.99 for Procedures ...)

Associated Subjects
Languages
English (12)