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Generation of Gaussian
Generation of Gaussian Random Numbers---II
You can prove this by taking polar coordinates in
with
,
.
Then
Therefore, the choice
as uniformly distributed in [0,1], implies that
,
are Gaussian.
Geoffrey Fox
,
Northeast Parallel Architectures Center
at Syracuse University,
gcf@npac.syr.edu
, 
.
, 
are Gaussian.