We propose a simple algorithm for generating normally distributed pseudo
random numbers. The algorithm simulates N molecules that exchange energy among
themselves following a simple stochastic rule. We prove that the system is
ergodic, and that a Maxwell like distribution that may be used as a source of
normally distributed random deviates follows when N tends to infinity. The
algorithm passes various performance tests, including Monte Carlo simulation of
a finite 2D Ising model using Wolff's algorithm. It only requires four simple
lines of computer code, and is approximately ten times faster than the
Box-Muller algorithm.Comment: 5 pages, 3 encapsulated Postscript Figures. Submitted to
Phys.Rev.Letters. For related work, see http://pipe.unizar.es/~jf
