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Abstract <p>The paper compares new efficient versions of the double-sided rejection algorithms with piecewise constant majorant and minorant and the modified ziggurat algorithm applied to computer modeling of the widely used Gaussian distribution. It is shown that these algorithms are significantly more cost-efficient than all known algorithms for modeling the Gaussian distribution (including the Box–Müller formulas, which are considered the most efficient).</p>

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Efficient Algorithms for Computer Simulation of Gaussian Distribution

  • 期刊论文

  • 发表日期：

    2026年3月1日

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  • A. V. Voytishek,
  • Yu. A. Ivanova,
  • U. P. Seitmuratov

摘要

Abstract

The paper compares new efficient versions of the double-sided rejection algorithms with piecewise constant majorant and minorant and the modified ziggurat algorithm applied to computer modeling of the widely used Gaussian distribution. It is shown that these algorithms are significantly more cost-efficient than all known algorithms for modeling the Gaussian distribution (including the Box–Müller formulas, which are considered the most efficient).