Maybe, Box-Muller transformation
Zc = sqrt(-2.0 * log(U1)) * cos(2.0*pi*U2))
Zs = sqrt(-2.0 * log(U1))* sin(2.0*pi*U2))
x = mu + sigma * Zc,s
example:
x = mu + sigma*sqrt(-2.0*log(U1))*cos(2*pi*U2)
U1,2 ~Uniform[0,1)
x ~ N[mu, sigma^2]
Reference here