Abstract. Monte Carlo simulation is one of the most widely used techniques for computationally intensive simulations in mathematical analysis and modeling. A multivariate Gaussian ...
A Multivariate Gaussian random number generator (MVGRNG) is an essential block for many hardware designs, including Monte Carlo simulations. These simulations are usually used in a...
Abstract. Financial applications are one of many fields where a multivariate Gaussian random number generator plays a key role in performing computationally extensive simulations. ...
Many scientific and engineering applications, which are increasingly being ported from software to reconfigurable platforms, require Gaussian-distributed random numbers. Thus, the...
Hassan Edrees, Brian Cheung, McCullen Sandora, Dav...