title: Generating random numbers with known mean and variance
body: <p>From a paper I'm reading right know:</p>
  
  <pre><code>...
  S(t+1, k) = S(t, k) + ... + C*∆
  ...
  ∆ is a standard random variable with mean 0 and variance 1.
  ...
  </code></pre>
  
  <p>How to generate this series of random values with this mean and variance? If someone has links to a C or C++ library I would be glad but I wouldn't mind implementing it myself if someone tells me how to do it :)</p>