A High Speed and Accuracy Digital Gaussian Generator of Pseudorandom Numbers

In this paper a procedure for forming high-accuracy Gaussian distributed pseudorandom numbers is presented, and a digital system that mechanizes the procedure is suggested. The high accuracy that is obtainable while maintaining high output rates, makes the proposed method comparable to the established software generation methods so far as speed and accuracy are concerned. The approach that is suggested is one that is central limit theorem oriented. Error compensation is provided so that accuracies can be better than 3 percent to within ±4 standard deviations from the center of the distribution, and better than 5 percent at ±6 standard deviations. A formula describing the output of the system is derived and tabulated results are presented. The system can find application as a peripheral device of a general-purpose computer in simulation studies as well as in all fields where high-accuracy Gaussian noise generation is required.