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2013
Hörmann, W., and J. Leydold, "Generating generalized inverse Gaussian random variates", Statistics and Computing: Springer US, pp. 1–11, 2013.
2011
Leydold, J., and W. Hörmann, "Generating generalized inverse Gaussian random variates by fast inversion", Computational Statistics & Data Analysis, vol. 55, no. 1: North-Holland, pp. 213–217, 2011.