Abstract: Pseudorandom number generators are widely used in the area of simulation. Defective generators are still widely used in standard library programs, although better pseudor...
We consider the homogenization of parabolic equations with large spatiallydependent potentials modeled as Gaussian random fields. We derive the homogenized equations in the limit ...
We are interested in computing tail probabilities for the maxima of Gaussian random fields. In this paper, we discuss two special cases: random fields defined over a finite number...
—This paper provides a power-margin-based measure of the quality of computer-generated random variates having a distribution that derives from the multivariate Gaussian distribut...
—This paper presents one of the outcomes of a research project concerned with the development of a method for synthesizing, under controlled conditions in the laboratory, the ran...