This function provides random variates from the upper tail of a Gaussian
distribution with standard deviation sigma. The values returned
are larger than the lower limit a, which must be positive. The
method is based on Marsaglia's famous rectangle-wedge-tail algorithm (Ann
Math Stat 32, 894-899 (1961)), with this aspect explained in Knuth, v2,
3rd ed, p139,586 (exercise 11).
The probability distribution for Gaussian tail random variates is,
p(x) dx = {1 \over N(a;\sigma)} \exp (- x^2/(2 \sigma^2)) dx
for x > a where N(a;\sigma) is the normalization constant,
N(a;\sigma) = (1/2) erfc(a / sqrt(2 sigma^2)).