- George Marsaglia
George Marsaglia is a mathematician and computer scientist. He is perhaps best known for establishing the lattice structure [ [http://www.pnas.org/content/61/1/25.full.pdf+html G. Marsaglia, "Random numbers fall mainly in the planes", "Proc. Natl. Acad. Sci." 61(1), 25–28 (1968).] ] of congruential random number generators in the paper "Random numbers fall mainly in the planes",often called the
Marsaglia effect , [ [http://www.cs.pitt.edu/~kirk/cs1501/animations/Random.html Random Number Generator ] ] 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. [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 [http://www.csis.hku.hk/~diehard/] ]
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, theMarsaglia polar method and theziggurat 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 atFlorida State University .References
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