George Marsaglia

{{Infobox scientist

| name = George Marsaglia

| image =

| image_size =

| caption =

| birth_date = {{Birth date|1924|03|12}}

| birth_place = Denver, Colorado

| death_date = {{Death date and age|2011|02|15|1924|03|12}}

| death_place = Tallahassee, Florida

| nationality = American

| fields = Mathematics

| workplaces = Florida State University
Washington State University

| alma_mater = Ohio State University

| doctoral_advisor = Henry Mann

| doctoral_students =

| known_for =

| awards =

}}

George Marsaglia (March 12, 1924 – February 15, 2011){{cite web

| url=http://www.legacy.com/obituaries/tallahassee/obituary.aspx?n=george-marsaglia&pid=148777353

| title=George Marsaglia Obituary

| date=2011-02-22

| publisher=Tallahassee Democrat

| access-date=2017-01-18}} 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

File:Lcg 3d.gif

George Marsaglia established the lattice structure of linear congruential generators in the paper "Random numbers fall mainly in the planes",{{cite journal

| url=http://www.pnas.org/content/61/1/25.full.pdf

| title=Random numbers fall mainly in the planes

| author=George Marsaglia

| journal=PNAS

| volume=61

| issue=1

| pages=25–28

| year=1968

| doi=10.1073/pnas.61.1.25

| pmid=16591687

| pmc=285899| bibcode=1968PNAS...61...25M

| doi-access=free

}} later termed Marsaglia's theorem.{{Cite book|url=https://www.unf.edu/~cwinton/html/cop4300/s09/class.notes/c0-StatStuff.pdf|title=Review of Statistical Terminology|last=Winton|first=Charles|publisher=University of North Florida, statistics class notes|year=2008|pages=20|archive-date=2017-10-19|access-date=2017-06-14|archive-url=https://web.archive.org/web/20171019163320/https://www.unf.edu/~cwinton/html/cop4300/s09/class.notes/c0-StatStuff.pdf|url-status=dead}} 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.{{cite web

| url=https://people.cs.pitt.edu/~kirk/cs1501/animations/Random.html

| title=Random Numbers

| author=Dr. John Ramirez

| date=2001-07-24

| access-date=2017-01-18}} 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.{{cite web

|url = http://stat.fsu.edu/pub/diehard/

|title = The Marsaglia Random Number CDROM including the Diehard Battery of Tests of Randomness

|year = 1995

|publisher = Florida State University

|archive-url = https://web.archive.org/web/20160125103112/http://stat.fsu.edu/pub/diehard/

|archive-date = 2016-01-25

|url-status = dead

}}

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, 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.

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:

{{Blockquote

|text="Some of the files had white noise combined with black noise, the latter from digital recordings of rap music. And a few of the files even had naked ladies thrown into the mix."{{cite web |last1=Marsaglia |first1=George |title=The Marsaglia Random Number CDROM |url=http://stat.fsu.edu/pub/diehard/cdrom/pscript/ |archive-url=https://web.archive.org/web/20150227230038/http://stat.fsu.edu/pub/diehard/cdrom/pscript/ |url-status=dead |archive-date=27 February 2015 |website=Department of Statistics |access-date=23 November 2019}}}}

Marsaglia died from a heart attack on February 15, 2011, in Tallahassee.

George Marsaglia

Research on random numbers

Life

See also

References

Further reading