George Marsaglia (March 12, 1924 – February 15, 2011) was an American mathematician and computer scientist. He is best known for creating the

diehard tests The diehard tests are a battery of statistical tests for measuring the quality of a random number generator. They were developed by George Marsaglia over several years and first published in 1995 on a CD-ROM of random numbers. Test overview ; Bi ...

, 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 generat ...

s in the paper "Random numbers fall mainly in the planes", later termed the 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 subspace whose dimension is one less than that of its ''ambient space''. For example, if a space is 3-dimensional then its hyperplanes are the 2-dimensional planes, while if the space is 2-dimensional, its hyper ...

s in ''n''-dimensional space. He also developed the

, 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 met ...

, subtract-with-borrow,

xorshift Xorshift random number generators, also called shift-register generators, are a class of pseudorandom number generators that were invented by George Marsaglia. They are a subset of linear-feedback shift registers (LFSRs) which allow a particular ...

KISS A kiss is the touch or pressing of one's lips against another person or an object. Cultural connotations of kissing vary widely. Depending on the culture and context, a kiss can express sentiments of love, passion, romance, sexual attraction, ...

and

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

methods for random numbers, and the

ziggurat algorithm The ziggurat algorithm is an algorithm for pseudo-random number sampling. Belonging to the class of rejection sampling algorithms, it relies on an underlying source of uniformly-distributed random numbers, typically from a pseudo-random number gen ...

for generating normally or other unimodally distributed random variables.

Life

He was

Professor Emeritus ''Emeritus'' (; female: ''emerita'') is an adjective used to designate a retired chair, professor, pastor, bishop, pope, director, president, prime minister, rabbi, emperor, or other person who has been "permitted to retain as an honorary title ...

of Pure and Applied Mathematics and Computer Science at

Washington State University Washington State University (Washington State, WSU, or informally Wazzu) is a public land-grant research university with its flagship, and oldest, campus in Pullman, Washington. Founded in 1890, WSU is also one of the oldest land-grant unive ...

and Professor Emeritus of Statistics at

Florida State University Florida State University (FSU) is a public research university in Tallahassee, Florida. It is a senior member of the State University System of Florida. Founded in 1851, it is located on the oldest continuous site of higher education in the st ...

. 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