ARC
2008
Springer
14 years 26 days 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 4 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 5 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 ...