George Marsaglia

From Wikipedia, the free encyclopedia

George Marsaglia is a mathematician and computer scientist. He is perhaps best known for establishing the lattice structure[1] of congruential random number generators in the paper "Random numbers fall mainly in the planes", often called The Marsaglia effect,[2] or for developing the Diehard Battery of Tests of Randomness; a series of tests to determine whether or not a sequence of numbers have the statistical properties that could be expected from a random sequence.

In 1995 he published a CD-ROM of random numbers which included the Diehard tests.[3]

He is also known for developing some of the most commonly used methods for generating random numbers and using them to produce random samples from various distributions. Some of the most widely used being the multiply-with-carry method for random numbers, the Marsaglia polar method and the ziggurat algorithm for generating normally distributed random variables.

He is Professor Emeritus of Pure and Applied Mathematics and Computer Science at Washington State University and Professor Emeritus of Statistics at Florida State University.

[edit] References

  1. ^ Marsaglia, G. Random numbers fall mainly in the planes. Natl. Acad. Sci. Proc. 61 (Sept. 1968), 25-28.
  2. ^ Random Number Generator
  3. ^ The Marsaglia Random Number CDROM with The Diehard Battery of Tests of Randomness, Supercomputer Computations Research Institute and Department of Statistics, Florida State University, available at [1]
This biographical article about a scientist is a stub. You can help Wikipedia by expanding it.
Languages