George Marsaglia

Who was George Marsaglia?

George Marsaglia was an American mathematician and computer scientist. He established the lattice structure of linear congruential generators in the paper "Random numbers fall mainly in the planes". This phenomenon is sometimes called the Marsaglia effect, and 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 so-called "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.