I don’t understand why do you want a square… Don’t we want to confine into a circle of ray 2? And anyway, here my example is in 1d, so the circle and the square are the same, it’s the segment [-2, 2]. The box-muller method for truncated normal is already known and used, since this paper: http://oa.upm.es/22659/1/INVE_MEM_2012_153251.pdf 19