Abstract. Financial applications are one of many fields where a multivariate Gaussian random number generator plays a key role in performing computationally extensive simulations. ...
A module generator called Mullet for producing near-optimal parallel multipliers in a technology independent manner is presented. Using this tool, a large number of candidate desi...
We present a time–parallel technique for the fast generation of self–similar traffic which is suitable for performance studies of Asynchronous Transfer Mode (ATM) networks. Th...
Ioanis Nikolaidis, C. Anthony Cooper, Kalyan S. Pe...
Linear congruential generators (LCGs) remain the most popular method of pseudorandom number generation on digital computers. Ease of implementation has favored implementing LCGs wi...
The Monte Carlo (MC) method is a simple but effective way to perform simulations involving complicated or multivariate functions. The QuasiMonte Carlo (QMC) method is similar but...