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ARC
2008
Springer
175views Hardware» more  ARC 2008»
14 years 27 days ago
Multivariate Gaussian Random Number Generator Targeting Specific Resource Utilization in an FPGA
Abstract. Financial applications are one of many fields where a multivariate Gaussian random number generator plays a key role in performing computationally extensive simulations. ...
Chalermpol Saiprasert, Christos-Savvas Bouganis, G...
FPL
2005
Springer
113views Hardware» more  FPL 2005»
14 years 4 months ago
Ziggurat-based Hardware Gaussian Random Number Generator
An architecture and implementation of a high performance Gaussian random number generator (GRNG) is described. The GRNG uses the Ziggurat algorithm which divides the area under th...
Guanglie Zhang, Philip Heng Wai Leong, Dong-U Lee,...
ARC
2009
Springer
188views Hardware» more  ARC 2009»
14 years 5 months ago
Word-Length Optimization and Error Analysis of a Multivariate Gaussian Random Number Generator
Abstract. Monte Carlo simulation is one of the most widely used techniques for computationally intensive simulations in mathematical analysis and modeling. A multivariate Gaussian ...
Chalermpol Saiprasert, Christos-Savvas Bouganis, G...
ERSA
2009
149views Hardware» more  ERSA 2009»
13 years 8 months ago
Hardware-Optimized Ziggurat Algorithm for High-Speed Gaussian Random Number Generators
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...
FPL
2010
Springer
139views Hardware» more  FPL 2010»
13 years 9 months ago
Mapping Multiple Multivariate Gaussian Random Number Generators on an FPGA
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...
Chalermpol Saiprasert, Christos-Savvas Bouganis, G...