This function returns a Gaussian random variate, with mean
zero and standard deviation sigma
. The probability distribution
for Gaussian random variates is,
\[p(x) dx = {1 \over \sqrt{2 \pi \sigma^2}} \exp (-x^2 / 2\sigma^2) dx\]
for \(x\) in the range \(-\infty\) to \(+\infty\). Use the transformation
\(z = \mu + x\) on the numbers returned by gsl_ran_gaussian
to obtain
a Gaussian distribution with mean \(\mu\). This function uses the
Box-Muller algorithm which requires two calls to the random number
generator.