George Forsythe's last paper

I will describe von Neumann’s elegant idea for sampling from the exponential distribution, Forsythe’s generalization for sampling from a probability distribution whose density has the form exp(−G(x)), where G(x) is easy to compute (e.g. a polynomial), and my refinement of these ideas to give an efficient algorithm for generating pseudo-random numbers with a normal distribution. Later developments will also be mentioned.