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George Marsaglia

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Nationality
  
American

Education
  
Ohio State University

Alma mater
  
Ohio State University

Fields
  
Mathematics

Name
  
George Marsaglia

Doctoral advisor
  
Henry Mann

Role
  
Mathematician


George Marsaglia akcachelegacynetlegacyimagesCobrandsTallaha

Born
  
March 12, 1924 (
1924-03-12
)

Institutions
  
Florida State University Washington State University

Died
  
February 15, 2011, Tallahassee, Florida, United States

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

Contents

Research on random numbers

George Marsaglia established the lattice structure of linear congruential generators in the paper "Random numbers fall mainly in the planes", retroactively termed Marsaglia effect or Marsaglia's theorem. 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. 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.

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

Life

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.

References

George Marsaglia Wikipedia