In this article, you will find a fast generator for Random Variable, namely normal and exponential distributions. It is based on George Marsaglia's and Wai Wan Tsang's work.
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Jonathan de Halleux is Civil Engineer in Applied Mathematics. He finished his PhD in 2004 in the rainy country of Belgium. After 2 years in the Common Language Runtime (i.e. .net), he is now working at Microsoft Research on Pex (http://research.microsoft.com/pex).
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