On a direct algorithm for the generation of log-normal pseudo-random numbers |
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| Authors: | Dr. J. M. F. Chamayou |
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| Affiliation: | 1. Data Handling Division, CERN, CH-1200, Geneva, Switzerland
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| Abstract: | The random variable (left( {prod {_{i = 1}^n {{X_i } mathord{left/ {vphantom {{X_i } {X_{i + n} }}} right. kern-0em} {X_{i + n} }}} } right)^{{1 mathord{left/ {vphantom {1 {sqrt {2n} }}} right. kern-0em} {sqrt {2n} }}}) is used to generate standard log-normal variables Λ(0, 1), where theX i are independent uniform variables on [0, 1]. |
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