Geodesic
Monte Carlo sampling of Maxwell and Gaussian distributions using a single random number
Teoriâ veroâtnostej i ee primeneniâ, Tome 58 (2013) no. 4, pp. 818-823 Cet article a éte moissonné depuis la source Math-Net.Ru

Voir la notice de l'article

@article{TVP_2013_58_4_a12,
     author = {N. M. Mohamed},
     title = {Monte {Carlo} sampling of {Maxwell} and {Gaussian} distributions using a single random number},
     journal = {Teori\^a vero\^atnostej i ee primeneni\^a},
     pages = {818--823},
     year = {2013},
     volume = {58},
     number = {4},
     language = {en},
     url = {http://geodesic.mathdoc.fr/item/TVP_2013_58_4_a12/}
}
TY  - JOUR
AU  - N. M. Mohamed
TI  - Monte Carlo sampling of Maxwell and Gaussian distributions using a single random number
JO  - Teoriâ veroâtnostej i ee primeneniâ
PY  - 2013
SP  - 818
EP  - 823
VL  - 58
IS  - 4
UR  - http://geodesic.mathdoc.fr/item/TVP_2013_58_4_a12/
LA  - en
ID  - TVP_2013_58_4_a12
ER  - 
%0 Journal Article
%A N. M. Mohamed
%T Monte Carlo sampling of Maxwell and Gaussian distributions using a single random number
%J Teoriâ veroâtnostej i ee primeneniâ
%D 2013
%P 818-823
%V 58
%N 4
%U http://geodesic.mathdoc.fr/item/TVP_2013_58_4_a12/
%G en
%F TVP_2013_58_4_a12
N. M. Mohamed. Monte Carlo sampling of Maxwell and Gaussian distributions using a single random number. Teoriâ veroâtnostej i ee primeneniâ, Tome 58 (2013) no. 4, pp. 818-823. http://geodesic.mathdoc.fr/item/TVP_2013_58_4_a12/

[1] Kalos M. H., Whitlock P. A., Monte Carlo Methods, Wiley, New York, 1986, 186 pp. | Zbl

[2] Bielajew A. F., Fundamentals of the Monte Carlo Method for Neutral and Charged Particle Transport, Univ.of Michigan, Ann Arbor, 2001, 348 pp.

[3] Box G. E. P., Muller M. E., “A note on the generation of random deviates”, Ann. Math. Statist., 29 (1958), 610–611 | DOI | Zbl

[4] Toral R., Chakrabarti A., “Generation of Gaussian distributed random numbers by using a numerical inversion method”, Comput. Phys. Comm., 74:3 (1993), 327–334 | DOI | Zbl

[5] Devroye L., Non-uniform Random Variate Generation, Springer-Verlag, New York, 1986, 843 pp. | Zbl

[6] Brown F. B., “Monte Carlo advances challenges”, Lectures at the 2005 Frederic Joliot Otto Hahn Summer School on Nuclear Reactors (August 24–September 2, 2005, Karlsruhe, Germany)