Can I read George Forsythe's last paper on EtoBox?

George Forsythe's last paper by Brent, Richard P. is a scholarly article available to read on EtoBox.

What is George Forsythe's last paper about?

We describe von Neumann's elegant idea for sampling from the exponential distribution, Forsythe's generalization for sampling from a probability distribution whose density has the form exp(-G(x)), where G(x) is easy to compute (e.g. a polynomial), and my refinement of these ideas to give an efficient algorithm for generating pseudo-random numbers with a normal distribution. Later developments are also mentioned.

Author

Brent, Richard P.

Published

2010

Language

EN