George Marsaglia (March 12, 1924 – February 15, 2011) was an American mathematician and computer scientist. He is best known for creating the diehard tests, a suite of software for measuring statistical randomness.

Research on random numbers

George Marsaglia established the lattice structure of

linear congruential generator A linear congruential generator (LCG) is an algorithm that yields a sequence of pseudo-randomized numbers calculated with a discontinuous piecewise linear equation. The method represents one of the oldest and best-known pseudorandom number gener ...

s in the paper "Random numbers fall mainly in the planes", later termed 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

hyperplane In geometry, a hyperplane is a generalization of a two-dimensional plane in three-dimensional space to mathematical spaces of arbitrary dimension. Like a plane in space, a hyperplane is a flat hypersurface, a subspace whose dimension is ...

s 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. His diehard paper came with the quotation "Nothing is random, only uncertain" attributed to ''Gail Gasram'', though this name is simply the reverse of ''Marsaglia G'', and so likely to be a pseudonym. 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 In computer science, multiply-with-carry (MWC) is a method invented by George Marsaglia for generating sequences of random integers based on an initial set from two to many thousands of randomly chosen seed values. The main advantages of the MWC m ...

, subtract-with-borrow, xorshift,

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and

Mother A mother is the female parent of a child. A woman may be considered a mother by virtue of having given birth, by raising a child who may or may not be her biological offspring, or by supplying her ovum for fertilisation in the case of ges ...

methods for random numbers, and the ziggurat algorithm for generating normally or other unimodally distributed random variables.

Life

He was

Professor Emeritus ''Emeritus/Emerita'' () is an honorary title granted to someone who retirement, retires from a position of distinction, most commonly an academic faculty position, but is allowed to continue using the previous title, as in "professor emeritus". ...

of Pure and Applied Mathematics and Computer Science at

Washington State University Washington State University (WSU, or colloquially Wazzu) is a Public university, public Land-grant university, land-grant research university in Pullman, Washington, United States. Founded in 1890, WSU is also one of the oldest Land-grant uni ...

and Professor Emeritus of Statistics at

Florida State University Florida State University (FSU or Florida State) is a Public university, public research university in Tallahassee, Florida, United States. It is a senior member of the State University System of Florida and a preeminent university in the s ...

. In the 1995 CD-ROM release of diehard, Marsaglia included several papers that outline the process by which the random number files were created. In several places he mentions that, along with deterministic and physical devices: Marsaglia died from a heart attack on February 15, 2011, in Tallahassee.

Research on random numbers

Life

See also

References

Further reading