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

Giray Ökten, Ahmet Göncü. Generating low-discrepancy sequences from the normal distribution: Box-Muller or inverse transform?. Mathematical and Computer Modelling, 53(5-6):1268-1281, 2011. [doi]

Authors

Giray Ökten

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Ahmet Göncü

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