Abstract. Financial applications are one of many fields where a multivariate Gaussian random number generator plays a key role in performing computationally extensive simulations. ...
There is a large gap between the theory and practice for random number generation. For example, on most operating systems, using /dev/random to generate a 256-bit AES key is highl...
Linux is the most popular open source project. The Linux random number generator is part of the kernel of all Linux distributions and is based on generating randomness from entrop...
Abstract. The paper presents a high performance True Random Number Generator (TRNG) embedded in Altera Stratix Field Programmable Logic Devices (FPLDs). As a source of randomness, ...
Abstract. Monte Carlo simulation is one of the most widely used techniques for computationally intensive simulations in mathematical analysis and modeling. A multivariate Gaussian ...