The spherical distributions generate random vectors, located on a spherical surface. They can be used as random directions, for example in the steps of a random walk.
This function returns a random direction vector @math{v = (x_1,x_2,...,x_n)} in n dimensions. The vector is normalized such that @math{|v|^2 = x_1^2 + x_2^2 + ... + x_n^2 = 1}. The method uses the fact that a multivariate gaussian distribution is spherically symmetric. Each component is generated to have a gaussian distribution, and then the components are normalized. The method is described by Knuth, v2, 3rd ed, p135-136, and attributed to G. W. Brown, Modern Mathematics for the Engineer (1956).