Title :
On the generation of a smooth Gaussian random variable to 5 standard deviations
Author :
Müller, G.S. ; Pauw, C.K.
Author_Institution :
Dept. of Electron. & Comput. Eng., Pretoria Univ., South Africa
Abstract :
The generation of a Gaussian random variable for use in a low-error-rate communication simulation is discussed. The authors describe the requirements for a uniform probability density function (PDF) pseudorandom number generator used as well as different methods of obtaining a Gaussian random number for various applications. A lookup table method is presented that was designed for digital signal processing cases where it is difficult to generate a logarithmic function for analytic synthesis of the Gaussian random number. The techniques and approach used are applicable to any probability distribution (other than a Gaussian PDF) for which the inverse cumulative density function either cannot be evaluated analytically or is too computationally intensive
Keywords :
computerised signal processing; probability; random processes; digital signal processing; inverse cumulative density function; logarithmic function; lookup table method; low-error-rate communication simulation; probability density function; pseudorandom number generator; smooth Gaussian random variable; standard deviations; Digital signal processing; Probability density function; Probability distribution; Random number generation; Random variables; Signal analysis; Signal design; Signal generators; Signal synthesis; Table lookup;
Conference_Titel :
Communications and Signal Processing, 1988. Proceedings., COMSIG 88. Southern African Conference on
Conference_Location :
Pretoria
Print_ISBN :
0-87942-709-4
DOI :
10.1109/COMSIG.1988.49303