The Ziggurat Algorithm for Random Gaussian Sampling

The Ziggurat Algorithm for Random Gaussian Sampling ZigguratGaussian.cs (C# source code) The Ziggurat Algorithm is a method for efficient random sampling from a probability distribution such as the Gaussian distribution. The probability distribution function (pdf) for the Gaussian distribution is given by: $$ y = \frac{1}{ \sqrt{(2 \pi \sigma^2}} \, e^{-\frac{(x-\mu^2)}{2 \sigma^2}} $$ Where μ is