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From: brnstnd@kramden.acf.nyu.edu (Dan Bernstein)
Newsgroups: comp.graphics,sci.math
Subject: Re: question regarding random numbers
Message-ID: <28655:Oct3105:51:5290@kramden.acf.nyu.edu>
Date: 31 Oct 90 05:51:52 GMT
References: <29358@pasteur.Berkeley.EDU>
Organization: IR
Lines: 15

In article <29358@pasteur.Berkeley.EDU> ph@miro.Berkeley.EDU (Paul Heckbert) writes:
> I'm looking for good references on techniques for generating random numbers
> with arbitrary density functions.  For example, to generate a gaussian
> random number from uniform random numbers:
  [ etc. ]

Knuth's Art of Computer Programming, in the chapter on random numbers.

Looking everything up in Knuth is an excellent habit for programmers to
acquire. Often you don't have to look any further. And each book in the
series is probably one of the best mathematics texts and references ever
published: it's amazing how graduate students spend entire courses on
things that Knuth covers in several exercises.

---Dan