ARC
2008
Springer
14 years 5 months ago
2008
Springer
Abstract. Financial applications are one of many fields where a multivariate Gaussian random number generator plays a key role in performing computationally extensive simulations. ...
FPL
2005
Springer
14 years 9 months ago
2005
Springer
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...
ARC
2009
Springer
14 years 10 months ago
2009
Springer
Abstract. Monte Carlo simulation is one of the most widely used techniques for computationally intensive simulations in mathematical analysis and modeling. A multivariate Gaussian ...