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George Marsaglia

George Marsaglia (March 12, 1924 – February 15, 2011)[1] was an American mathematician and computer scientist.

George Marsaglia
Born(1924-03-12)March 12, 1924
DiedFebruary 15, 2011(2011-02-15) (aged 86)
NationalityAmerican
Alma materOhio State University
Scientific career
FieldsMathematics
InstitutionsFlorida State University
Washington State University
Doctoral advisorHenry Mann

Contents

Research on random numbersEdit

 
Visual demonstration of Marsaglia's theorem

George Marsaglia established the lattice structure of linear congruential generators in the paper "Random numbers fall mainly in the planes",[2] later termed the Marsaglia effect or Marsaglia's theorem.[3] This phenomenon means that n-tuples with coordinates obtained from consecutive use of the generator will lie on a small number of equally spaced hyperplanes in n-dimensional space.[4] He also developed the diehard tests, 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.[5]

He also developed 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, subtract-with-borrow, xorshift, KISS and Mother methods for random numbers, and the ziggurat algorithm for generating normally or other unimodally distributed random variables.

LifeEdit

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

Marsaglia died from a heart attack on February 15, 2011, in Tallahassee.[1]

See alsoEdit

ReferencesEdit

  1. ^ a b "George Marsaglia Obituary". Tallahassee Democrat. 2011-02-22. Retrieved 2017-01-18.
  2. ^ George Marsaglia (1968). "Random numbers fall mainly in the planes" (PDF). PNAS. 61 (1): 25–28. doi:10.1073/pnas.61.1.25.
  3. ^ Winton, Charles (2008). Review of Statistical Terminology (PDF). University of North Florida, statistics class notes. p. 20.
  4. ^ Dr. John Ramirez (2001-07-24). "Random Numbers". Retrieved 2017-01-18.
  5. ^ "The Marsaglia Random Number CDROM including the Diehard Battery of Tests of Randomness". Florida State University. 1995. Archived from the original on 2016-01-25.

Further readingEdit

  • Marsaglia, George; Tsang, Wai Wan (1998). The Monty Python method for generating random variables. ACM Transactions on Mathematical Software (TOMS). 24. pp. 341–350. doi:10.1145/292395.292453.
  • Marsaglia, George; Tsang, Wai Wan (2000-10-02). "The Ziggurat Method for Generating Random Variables". Journal of Statistical Software. 5 (8). doi:10.18637/jss.v005.i08.